NTSI

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

NTSI Fund Description

NTSI is an actively managed portfolio of developed markets equity securities, excluding the US and Canada, and US Treasury futures contracts.

NTSI Factset Analytics Insight

NTSI uses futures contracts to construct what is effectively a 60/40 portfolio of EAFE equities and US bonds. The fund places 90% of its assets in equity securities and the remaining exposure in US Treasury futures contracts. The notional exposure of the Treasury futures equals 60% of the fund’s assets. The resulting exposure is equivalent to a 90/60 allocation to stocks and Treasurys, or a 60/40 allocation leveraged 150%. The equity allocation will generally consist of 500 developed markets ex-North America stocks, selected and weighted by market cap. Treasury exposure will range in maturity between 2 and 30 years, with a target duration of 3 to 8 years. The fund manager sets a 5% rebalance threshold to prevent large deviations from 90/60 risk profile. Sister funds NTSX and NTSE offers the same strategy but with exposure to US and emerging markets, respectively.

NTSI MSCI ESG Analytics Insight

WisdomTree International Efficient Core Fund has an MSCI ESG Fund Rating of undefined based on a score of 8.26 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 International Efficient Core Fund ranks in the 89th percentile within its peer group and in the 100th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 12/02/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
NTSI -4.72% -5.62% -- -- -- -- --
NTSI (NAV) -4.07% -5.58% -- -- -- -- --
No Underlying Index -- -- -- -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

NTSI Summary Data

WisdomTree
05/20/21
Open-Ended Fund
0.26%
$19.41M
0.18%

NTSI Portfolio Data

--
N/A

NTSI Index Data

No Underlying Index
Proprietary
Proprietary
N/A

NTSI Fund Structure

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

NTSI Tax Exposures

20.00% / 39.60%
--
No

NTSI Factset Analytics Block Liquidity

As of 12/03/21
5
4
3
2
1

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

NTSI Tradability

4,188
$161.44K
2,485
$96.03K
0.18%
$0.07
0.42%
1.17% / -100.00%
None
--
200,000
0.01
0.06%
--
0
$39.10
N/A

NTSI MSCI ESG Ratings

--
8.26 / 10
100.00
88.83
11.07%
--
111.90