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WisdomTree Europe Hedged Equity Fund (HEDJ)

42.91 +0.03 (+0.07%)
At close: November 21 at 4:00 PM EST

ETF Summary

The fund invests at least 95% of its total assets in constituent securities of the index and investments that have economic characteristics that are substantially identical to the economic characteristics of such constituent securities. The index consists of those dividend-paying companies within the WisdomTree International Equity Index, which defines the dividend-paying universe of companies in the industrialized world, excluding Canada and the United States. The fund is non-diversified.

Risk Overview

Performance & Risk

YTD Return 2.65%
5y Average Return 7.37%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.80
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
HEDJCategory AverageHEDJCategory AverageHEDJCategory Average
Alpha 4.56 0.4 2.74 1.1 4.03 1.02
BETA 0.8 1.07 0.88 1.09 0.86 1.07
Mean Annual Return 0.64 0.27 0.78 0.72 0.78 0.59
R-squared 67.55 83.02 72.71 84.63 64.44 83.17
Standard Deviation 16.2 19.4 17.84 20.45 16.22 17.68
Sharpe Ratio 0.23 -0.02 0.38 0.3 0.46 0.31
Treynor Ratio 3.23 -2.01 6.23 3.92 7.52 3.78

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