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 22 March 2019
Asset Under Management 11.71 Million (USD)
1 Month Total Return -0.77 %
Year To Date Return -5.78 %
1 Year Total Return -9.94 %
3 Year Annualized Total Return -1.34 %
NAV 23.41
Share Outstanding 500,000
Top 10 Holdings (19 March 2019)
Constituent Name Constituent Ticker Constituent Type Weighting
US Treasury Bill 4/11/2019 BILL
US Treasury Bill 5/2/2019 912796RJ0 BILL
US Treasury Bill 4/18/2019 BILL
US Treasury Bill 5/30/2019 912796RR2 BILL
US Treasury Bill 4/2/2019 912796UV9 BILL
US Treasury Bill 4/9/2019 912796UW7 BILL
US Treasury Bill 4/16/2019 912796UX5 BILL
SPTR Index Swap - RTN SWP-0XA2017 SWAP
SPTR Index Swap - RTN SWP-0XA2019 SWAP
SPTR Index Swap - RTN SWAP