Slide 1: WisdomTree Inflation Plus Fund (WTIP)
June 2026 WisdomTree Inflation Plus Fund (WTIP)
Slide 2: WisdomTree Company Overview
WisdomTree Company Overview + Who We Are WisdomTree is a global financial innovator, empowering investors to shape their future and supporting financial professionals to better serve their clients and grow their businesses. + WisdomTree Solutions WisdomTree manages $160.9 billion in exchange-traded
Slide 3: WisdomTree Modern Alpha
WisdomTree Modern Alpha® + Modern Alpha combines the outperformance potential of active with the benefits of passive— to offer investors strategies that are built to perform. Modern Alpha Low Cost* Legacy Alpha Legacy Beta Transparent Investment Higher Cost Low Cost Process Black Box Transparent Inv
Slide 4: Why Now?
Why Now? + The threat of widespread tariffs amid a lack of fiscal discipline has fed investor fears about inflation + Potential tax cuts exacerbating a historic debt load for U.S. Government + Whispers about potential stagflation—falling growth, rising prices + Investors searching for hedges to both
Slide 5: Commodities as a Hedge to Inflation
Commodities as a Hedge to Inflation The recent breakdown in correlation between the Bloomberg Commodity Index and inflation shows that inflation hedging can be improved. Commodity Prices Closely Aligned with Inflation 10% 60% 8% 40% Commodity Price Growth 6% 20% Inflation in US 4% 0% 2% -20% 0% -40%
Slide 6: Treasury Inflation Protection Securities (TIPS) as a Hedge to Inflation
Treasury Inflation Protection Securities (TIPS) as a Hedge to Inflation • TIPS provide cash flows that adjust to changes in realized inflation • TIPS however are vulnerable to changes in real rates and will often lag other real assets, such as commodities, during inflation shocks • TIPS are a useful
Slide 7: Inflation Plus Fund (WTIP)
WisdomTree Inflation Plus Fund (WTIP) WisdomTree Inflation Plus Fund (WTIP) 7
Slide 8: How is WTIP Structured and Where Can it Fit in a Portfolio?
How is WTIP Structured and Where Can it Fit in a Portfolio? How is WTIP Structured? Where can WTIP Fit in a Portfolio + Provides exposures to a diversified basket of commodities stacked + Investors seeking to diversify their equity exposure and protect on top of a foundation of cash collateral and T
Slide 9: WisdomTree Inflation Plus Fund Structure
WisdomTree Inflation Plus Fund Structure + A diversified commodities exposure to 15 to 20 commodities + Momentum based long-short exposures across individual commodities leading to under-levered net exposure + Long exposure to precious metals — Gold and Silver + Momentum based exposure to Cryptocurr
Slide 10: Overview of constituents – Initial Weights before Scaling
Overview of constituents – Initial Weights before Scaling + WisdomTree uses a detailed quantitative process to formulate a commodity framework 80% Momentum-based Exposures + 15-20 Commodity contracts are assessed and assigned Long (+), Short (-), or Flat (0) + Total exposure is split between commodi
Slide 11: WisdomTree Commodity Momentum Model
WisdomTree Commodity Momentum Model + Objective: + Utilize an enhanced long/short commodity strategy, to achieve consistent returns with reduced volatility and drawdowns, and improved diversification with major asset classes + Features: + Robust momentum model based on two different indicators attem
Slide 12: Sector-specific Momentum Model
Sector-specific Momentum Model + The lookback period is a critical component of any momentum model + Sector-specific lookback periods, based on the sector’s factors such as storage and supply-demand cycles + Dominant driver for most front-month commodity prices is an assessment of current supply and
Slide 13: Two Robust Momentum Signals
Two Robust Momentum Signals + Moving Average Signal: + The signal compared the long term and short-term moving average of the commodity and, + Takes a positive value (+1) when the short-term moving average is higher than the long-term moving average. + Takes a negative value (-1) when the short-term
Slide 14: Commodity Momentum Model Overview
WisdomTree Commodity Momentum Model Overview + Both momentum signals differ in methodology, but use a similar timeframe depending on the sector (can be short-term or longer-term depending on sector) + If both signals agree, take either a long or short position depending on the signals + If both sign
Slide 15: Commodity Momentum Model–Further Examples
WisdomTree Commodity Momentum Model–Further Examples Historical Average Medium-term lookback Frequency Monthly Return periods for industrial metals Moving Long 43% 2.3% Average Signals Agree Roll-adjusted Signal Short 41% -0.8% Nickel Price Series Trend Breadth Signals Disagree Flat Position 16% -0.
Slide 16: Commodity Momentum Model–Further Examples
WisdomTree Commodity Momentum Model–Further Examples Historical Average Short-term lookback periods Frequency Monthly Return for softs Moving Long 36% 1.5% Average Signals Agree Roll-adjusted Signal Short 44% -0.4% Sugar Price Series Trend Breadth Signals Disagree Flat Position 20% -1.8% Signal Hist
Slide 17: Commodity Momentum Model–Illustration
WisdomTree Cmmodity Momentum Model–Illustration Sample for illustration purposes Short-term moving average is above the long-term moving average Regression-based momentum indicator is above the long threshold (green) Both momentum indicators agree to take a long position, so the final signal is long
Slide 18: Enhanced Roll Maximizes Carry Gains in Backwardation and Contango Markets
Enhanced Roll Maximizes Carry Gains in Backwardation and Contango Markets + The contracts for commodities selected using the momentum model are selected using the enhanced roll yield logic + Exposure to long positions are taken through contract with the highest implied roll yield, while front month
Slide 19: Inflation Plus Fund (WTIP) Quick Facts
WisdomTree Inflation Plus Fund (WTIP) Quick Facts WTIP Quick Facts The WisdomTree Inflation Plus is an actively managed exchange-traded fund that seeks total return by Fund Objective investing in Treasury Inflation Protection Securities and a targeted exposure to commodity futures. Investment Approa
Slide 20: Important Information
Important Information Please see the WisdomTree Glossary for definitions of terms and indexes. Investors should carefully consider the investment objectives, risks, charges and expenses of the Fund before investing. For a prospectus or, if available, the summary prospectus containing this and other