NTSX

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

NTSX Fund Description

NTSX is an actively managed portfolio of US equities and US Treasury futures contracts.

NTSX Factset Analytics Insight

NTSX uses futures contracts to construct what is effectively a leveraged 60/40 portfolio of US equities and Treasurys. The fund places 90% of its assets in US equities and the remaining 10% in 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 US large-caps, weighted by market cap. Treasury exposure will range in maturity between 2 and 30 years, with a target duration of 3 to 8 years.

NTSX MSCI ESG Analytics Insight

WisdomTree U.S. Efficient Core Fund has an MSCI ESG Fund Rating of BBB based on a score of 5.61 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 U.S. Efficient Core Fund ranks in the 39th percentile within its peer group and in the 14th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 06/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
NTSX 2.36% 9.09% 9.42% 32.47% -- -- --
NTSX (NAV) 3.14% 8.46% 10.10% 32.13% -- -- --
No Underlying Index -- -- -- -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

NTSX Summary Data

WisdomTree
08/02/18
Open-Ended Fund
0.20%
$506.98M
0.22%

NTSX Portfolio Data

0.97%
N/A

NTSX Index Data

No Underlying Index
Proprietary
Proprietary
N/A

NTSX Fund Structure

No
No
-- / --
N/A
N/A
Low
N/A
N/A

NTSX Tax Exposures

20.00% / 39.60%
0.19%
No

NTSX Factset Analytics Block Liquidity

As of 06/23/21
5
4
3
2
1

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

NTSX Tradability

54,847
$2.16M
41,971
$1.65M
0.22%
$0.09
0.16%
0.51% / -0.85%
None
100.00%
100,000
0.42
0.04%
--
0
$40.15
N/A

NTSX MSCI ESG Ratings

5.61 / 10
13.78
39.47
4.14%
3.51%
128.59