DYB

Fund Description
The WisdomTree Dynamic Bearish U.S. Equity Fund seeks to track long equity positions or long U.S. Treasury positions and short equity positions. The Long Equity positions consist of approximately 100 U.S. large- and mid-capitalization stocks that meet eligibility requirements and have the best combined score based on fundamental growth and value signals. Stocks are weighted according to their volatility characteristics. The Short Equity positions include the largest 500 U.S. companies, weighted by market capitalization, designed to act as a market risk hedge. The WisdomTree Dynamic Bearish U.S. Equity Index includes long equity positions or long U.S. Treasury positions and short equity positions. The Long Equity Index consists of approximately 100 U.S. large- and mid-capitalization stocks that meet Index eligibility requirements and have the best combined score based on fundamental growth and value signals. Stocks are weighted in the Long Equity Index according to their volatility characteristics. The Short Equity Index consists of short positions in the largest 500 U.S. companies, weighted by market capitalization, designed to act as a market risk hedge. The Index provides a dynamic allocation of exposure to the Long Equity Index ranging from 100% to 0% while employing a variable monthly hedge ratio ranging from 75% to 100% exposure to the Short Equity Index based on a quantitative rules-based market indicator that scores growth and value market signals. During times when the market indicator shows unattractive readings on valuation and growth characteristics, the Index can move to 100% exposure to the Long Treasury Index, (and accordingly no exposure to the Long Equity Index).
Fund Profile
Fund Name WisdomTree Dynamic Bearish U.S. Equity Fund
Fund Exchange Ticker DYB
Fund Sponsor Wisdom Tree
Fund ISIN US97717X2971
Net Expense Ratio 0.48 %
Fund Inception Date 23 December 2015
Fund Legal Structure ETF (Open end fund)
Exchange BATS
Listing Country Code US
Fund Investment Objective
ETF Type Specific US Equities - Quant Strat
Asset Class Equities (Stocks)
Index Linked Passive
Index Name WisdomTree Dynamic Bearish U.S. Equity Index
Index Provider Wisdom Tree
Currency Hedged No
Inverse / Leveraged Not Applicable
Developed / Emerging Developed Market Funds
Market Capitalization Range Broad Market / Multi-Cap
Growth Value Core / Blend
Continent North America
Key Statistics
Return As of Date 18 January 2019
Asset Under Management 14.62 Million (USD)
1 Month Total Return -2.51 %
Year To Date Return -1.60 %
1 Year Total Return -6.68 %
3 Year Annualized Total Return -2.65 %
NAV 24.37
Share Outstanding 600,000
Top 10 Holdings (18 January 2019)
Constituent Name Constituent Ticker Constituent Type Weighting
SPTR Index Swap - RTN SWP-0XA1995 SWAP
SPTR Index Swap (LIBOR) 0XA1945 SWAP
SPTR Index Swap - RTN SWP-0XA1993 SWAP
SPTR Index Swap 0XA1967 SWAP
SPTR Index Swap SWP-0XA1965 SWAP
TRS S&P 500 Swap SWP-0XA1955 SWAP
SPTR Index Swap 0XA1969 SWAP
SPTR Index Swap - RTN SWP-0XA1949 SWAP
TRS S&P 500 Swap SWP-0XA1989 SWAP
SPTR Index Swap - RTN 0XA1937 SWAP