RESP Performance — WisdomTree U.S. ESG Fund
Data updated: 2024-02-29
RESP returned +21.53% over one year to Dec 2023. The annualised 3-year return is +7.83%. Against its Thematic Equity category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $125, against $109 for the category, and to $122 over one year, against $126. Volatility over the past three years was 17.05% a year. In the 12 months to Dec 2023 the fund lost a net $11.4M, and assets reached $67.68M.
RESP Growth of $100
What $100 invested in WisdomTree U.S. ESG Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Thematic Equity category average over the same months.
| Period | RESP | Category average |
|---|---|---|
| 1 year (Jan 2023 – Dec 2023) | $122 | $126 |
| 3 years (Jan 2021 – Dec 2023) | $125 | $109 |
| Since data start (Jul 2019 – Dec 2023) | $158 | $155 |
RESP Trailing Returns
Total returns to Dec 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +21.53% |
| 3 years (annualised) | +7.83% |
RESP Annual Returns
Calendar-year total returns of WisdomTree U.S. ESG Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 | +21.53% |
| 2022 | −18.62% |
| 2021 | +26.75% |
| 2020 | +12.94% |
| 2019 (Jul–Dec) | +11.85% |
RESP Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +6.1% | −2.6% | +1.9% | +1.3% | −0.9% | +6.6% | +3.2% | −2.0% | −4.8% | −1.8% | +9.2% | +4.3% |
| 2022 | −5.4% | −3.1% | +2.9% | −7.7% | +0.4% | −8.2% | +8.0% | −3.8% | −9.3% | +8.3% | +5.3% | −5.6% |
| 2021 | +0.1% | +2.0% | +4.7% | +5.0% | +0.9% | +1.5% | +2.5% | +3.3% | −5.3% | +5.6% | −1.2% | +5.5% |
| 2020 | −2.0% | −9.3% | −15.5% | +13.2% | +5.1% | +2.8% | +6.2% | +6.7% | −3.8% | −2.1% | +11.0% | +3.9% |
| 2019 | — | — | — | — | — | — | +2.0% | −2.8% | +2.9% | +2.5% | +3.8% | +3.0% |
RESP Risk
Risk measures from monthly returns over Jan 2021 – Dec 2023.
- 3-year volatility (annualised): 17.05%
- 3-year Sharpe ratio: 0.20 (vs 4.5% risk-free rate)
- Best month: +9.24% (Nov 2023)
- Worst month: −9.28% (Sep 2022)
RESP Fund Flows
Monthly money in and out of WisdomTree U.S. ESG Fund, from SEC Form N-PORT.
- 12-month net flow: −$11.4M
- 12-month gross sales (incl. reinvestments): $1.1M
- Sales ÷ redemptions: 0.09×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2023 | $0 | $2.5M | −$2.5M |
| Nov 2023 | $0 | $2.3M | −$2.3M |
| Oct 2023 | $0 | $0 | $0 |
| Sep 2023 | $0 | $1.2M | −$1.2M |
| Aug 2023 | $0 | $2.3M | −$2.3M |
| Jul 2023 | $0 | $0 | $0 |
| Jun 2023 | $0 | $0 | $0 |
| May 2023 | $0 | $2.1M | −$2.1M |
| Apr 2023 | $1.1M | $0 | $1.1M |
| Mar 2023 | $0 | $0 | $0 |
| Feb 2023 | $0 | $0 | $0 |
| Jan 2023 | $0 | $2.1M | −$2.1M |
RESP Assets Under Management
Net assets of WisdomTree U.S. ESG Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-12-31 | $67.68M |
| 2023-09-30 | $65.19M |
| 2023-06-30 | $71.38M |
| 2023-03-31 | $67.94M |
| 2022-12-31 | $66.78M |
| 2022-09-30 | $63.21M |
| 2022-06-30 | $66.36M |
| 2022-03-31 | $77.06M |
| 2021-12-31 | $105.07M |
| 2021-09-30 | $93.37M |
| 2021-06-30 | $95.84M |
| 2021-03-31 | $88.37M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.