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Security Profile
- Security Type
- Index ETF
- CUSIP
- 97717Y857
- Market Cap
- Micro Cap · $2 Million
- IPO
- 6/29/2017
Fund Description: WisdomTree U.S. Multifactor Fund is an exchange-traded index fund or Index ETF which is a separate investment portfolio of the WisdomTree Trust, an open-end investment management company. INVESTMENT OBJECTIVE: The WisdomTree U.S. Multifactor Fund seeks investment results that closely correspond to the price and yield performance, before fees and expenses, of the WisdomTree U.S. Multifactor Index. INDEX DESCRIPTION: The WisdomTree U.S. Multifactor Index is generally comprised of 200 U.S. companies with the highest composite scores based on two fundamental factors (value and quality measures) and two technical factors (momentum and correlation). To be eligible for inclusion in the Index, a company must meet the certain criteria. The top 800 companies by market capitalization that meet the criteria are assigned a score for each of the following factors: Value, Quality, Momentum & Correlation. The score for each factor is used to calculate a company’s overall factor score. The top 200 out of 800 companies are selected for inclusion in the Index. Companies are weighted in the Index by a combination of their overall factor score and their inverse volatility over the prior 12 months. The Index is reconstituted and rebalanced quarterly. The maximum weight of any security in the Index is capped at 4%. The following sectors are included in the Index: consumer discretionary, consumer staples, energy, financials, health care, industrials, information technology, materials, real estate, telecommunication services, and utilities. A sector is comprised of multiple industries. For example, the energy sector is comprised of companies in, among others, the natural gas, oil and petroleum industries. FUND STRATEGY: The Fund employs a passive management or indexing investment approach designed to track the performance of the Index. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole. Under normal circumstances, at least 80% of the Fund’s total assets (exclusive of collateral held from securities lending) will be invested in component securities of the Index and investments that have economic characteristics that are substantially identical to the economic characteristics of such component securities. FUND MANAGEMENT: WisdomTree Asset Management, Inc. serves as investment adviser to the Fund. Mellon Capital Management Corp. serves as sub-adviser to the Fund.
Company Contact
- Headquarters
- 245 Park Avenue, 35th Floor, New York, NY 10167
- Phone
- 866-909-9473 · Toll-Free 866-909-9473
- Investor Relations
- Jason Weyeneth, CFA · 917-267-3858 · JWeyeneth@wisdomtree.com