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WisdomTree Efficient Long/Short U.S. Equity Fund WTLS
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | WTLS | Replication |
|---|---|---|
| Annualized growth | 34.6% | 17.5% |
| Annualized volatility | 14.7% | 14.6% |
| Sharpe ratio | 2.10 | 1.18 |
| Maximum drawdown | 7.2% | 10.2% |
| Replication fit (R²) | 0.84 · Tracking error 5.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model WTLS’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 37.4% |
| VUG | Style · Growth | 21.9% |
| VOX | Sector · Communication | 16.6% |
| XLF | Sector · Financials | 14.7% |
| XLK | Sector · Technology | 9.4% |