NTSE

WisdomTree Emerging Markets Efficient Core Fund
*Unless otherwise stated, data provided by FactSet.

NTSE Fund Description

NTSE is an actively managed portfolio of Emerging market equities and US Treasury futures contracts.

NTSE Factset Analytics Insight

NTSE uses futures contracts to construct what is effectively a 60/40 portfolio of emerging market stock and US bond exposure. The fund places 90% of its assets in emerging market equities and the remaining 10% in Treasury futures contracts. The equity allocation will consist of 500 emerging markets stocks, selected and weighted by market cap. US Treasury exposure will range in maturity between 2 and 30 years, with a target duration of 3 to 8 years. The notional exposure of the Treasury futures equals 60% of the funds’ assets. The resulting exposure is equivalent to a 90/60 allocation to stocks and Treasurys, or a 60/40 allocation leveraged 150%. Sibling fund NTSX offers the same strategy but with US exposure.

NTSE MSCI ESG Analytics Insight

WisdomTree Emerging Markets Efficient Core Fund has an MSCI ESG Fund Rating of undefined based on a score of 5.75 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. WisdomTree Emerging Markets Efficient Core Fund ranks in the 35th percentile within its peer group and in the 21st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 12/01/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
NTSE -3.42% -6.92% -- -- -- -- --
NTSE (NAV) -2.40% -6.47% -- -- -- -- --
No Underlying Index -- -- -- -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

NTSE Summary Data

WisdomTree
05/20/21
Open-Ended Fund
0.38%
$3.68M
0.19%

NTSE Portfolio Data

--
N/A

NTSE Index Data

No Underlying Index
Proprietary
Proprietary
N/A

NTSE Fund Structure

No
No
-- / --
N/A
N/A
High
N/A
N/A

NTSE Tax Exposures

20.00% / 39.60%
--
No

NTSE Factset Analytics Block Liquidity

As of 12/02/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of NTSE. NTSE is rated a N/A out of 5.

NTSE Tradability

1,621
$61.33K
836
$31.09K
0.19%
$0.07
0.47%
2.00% / -99.76%
None
--
--
--
--
--
0
$37.34
N/A

NTSE MSCI ESG Ratings

--
5.75 / 10
20.70
35.04
1.48%
--
316.34

Options Strategies for Outcome Investing

A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.