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WisdomTree dividend weighted ETFs

http://www.wisdomtree.com/etfs/investment-philosophy.asp

January 1, 1964–May 31, 2006 — Based on a hypothetical back test.
Annualized
Average Annual Volatility Beta
Market Segment Total Returns
Alpha
in BPS
Sharpe
Index Ratio
Total Market WisdomTree Dividend Index 11.88% 13.29% 0.524 0.851 188
Hypothetical Reference Index — Total Market 10.62% 15.10% 0.396 1.015 12
Gain Relative to Hypothetical Reference Index 126 bps -181 bps 0.128 -0.164 177
Large Cap WisdomTree LargeCap Dividend Index 11.29% 13.25% 0.479 0.851 134
S&P 500 Index* 10.46% 14.76% 0.392 1.000 0
Gain Relative to S&P 500 Index 83 bps -151 bps 0.088 -0.149 134
Mid Cap WisdomTree MidCap Dividend Index 14.09% 15.04% 0.635 0.866 403
Hypothetical Reference Index — Mid Cap 12.82% 17.54% 0.488 1.078 217
Gain Relative to Hypothetical Reference Index 127 bps -250 bps 0.147 -0.213 186
Small Cap WisdomTree SmallCap Dividend Index 15.71% 16.06% 0.737 0.847 572
Hypothetical Reference Index — Small Cap 13.38% 20.96% 0.485 1.157 291
Gain Relative to Hypothetical Reference Index 233 bps -490 bps 0.251 - 0.310 280
Multi Cap/High-Yield WisdomTree High-Yielding Equity Index 13.60% 12.82% 0.682 0.717 408
WisdomTree Dividend Index 11.88% 13.29% 0.524 0.851 188
Hypothetical Reference Index — Top 30% Market Cap Stocks 10.19% 14.78% 0.372 0.998 -24
Gain Relative to WisdomTree Dividend Index 172 bps -47 bps 0.158 -0.133 219
Gain Relative to Hypothetical Reference Index 341 bps -196 bps 0.310 -0.280 431
Large Cap/High-Yield WisdomTree Dividend Top 100 Index 13.00% 13.43% 0.607 0.742 348
WisdomTree LargeCap Dividend Index 11.29% 13.25% 0.479 0.851 134
Hypothetical Reference Index — Top 100 Market Cap Stocks 9.64% 14.63% 0.346 0.977 - 65
Gain Relative to WisdomTree LargeCap Dividend Index 170 bps 18 bps 0.127 - 0.109 214
Gain Relative to Hypothetical Reference Index 335 bps -120 bps 0.260 - 0.235 413
Gain Relative to S&P 500 Index 254 bps -133 bps 0.215 - 0.258 348