Slide 1: WisdomTree U.S. and International Adaptive Moving Average Funds
March 2026 WisdomTree U.S. and International Adaptive Moving Average Funds WAMA and WIMA
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 $142.6 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 Inves
Slide 4: WisdomTree Research Team
WisdomTree Professor Jeremy Siegel, PhD Jeremy Schwartz, CFA Christopher Gannatti, CFA Research Senior Economist to WisdomTree Global CIO Global Head of Research and Emeritus Professor of Finance, The Wharton School of the Team University of Pennsylvania Kevin Flanagan Jeff Weniger, CFA Rick Harper
Slide 5: WisdomTree U.S. and International Adaptive Moving Average Funds
WisdomTree U.S. and International Adaptive Moving Average Funds The WisdomTree U.S. Adaptive Moving Average and International Adaptive Moving Average Funds (WAMA/WIMA) seek to track the price and yield performance, before fees and expenses, of the WisdomTree U.S. WisdomTree U.S. Adaptive Moving Aver
Slide 6: WisdomTree U.S. Adaptive Moving Average Fund
WisdomTree U.S. Adaptive Moving Average Fund WisdomTree U.S. and International Adaptive Moving Average Funds 6
Slide 7: Simple Moving Averages as a Bull/Bear Indicator
Simple Moving Averages as a Bull/Bear Indicator + An index falling below its 200-day simple moving average (SMA) could indicate the development of a long-term negative trend + An index rising above its 200-day simple moving average could indicate an upcoming rally Sources: WisdomTree, FactSet. Retur
Slide 8: WisdomTree U.S. Adaptive Moving Average Index
WisdomTree U.S. Adaptive Moving Average Index + Dynamic allocation between U.S. equities and U.S. Treasury bills based on a trend signal + 200-day trend signal — compares the closing price of WisdomTree 500 Index to its 200-day Simple Moving Average (SMA); when the market is above the SMA by +1%, th
Slide 9: S&P 500 Case Study: Moving Average and Confirmation
S&P 500 Case Study: Moving Average and Confirmation The base strategy uses a simple trend filter to move to cash in downtrends, improving drawdown control and risk-adjusted performance compared to the benchmark index. However, it may be late to re-enter after sharp selloffs and miss parts of early r
Slide 10: S&P 500 Case Study: Moving Average and Confirmation with Breadth Overlay
S&P 500 Case Study: Moving Average and Confirmation with Breadth Overlay The enhanced strategy incorporates a breadth overlay, allowing for re-entry into equities when over 15% of its constituents are above their own 200-day averages. It aims to capture more of the upside after selloffs while mainta
Slide 11: Case Study: Calendar Year Returns
Case Study: Calendar Year Returns 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 S&P 500 Index -8.23% -9.35% -22.55% 24.52% 11.21% 5.77% 13.91% 5.68% -36.09% 22.55% 13.24% 0.96% 14.22% Base Strategy -4.02% 3.99% -1.83% 26.45% 7.37% 3.07% 11.34% 2.68% -2.08% 19.82% -1.24% -2.26% 12.
Slide 12: Case Study: Rolling 1-Year Returns
Case Study: Rolling 1-Year Returns Enhanced drawdown and volatility reduction compared to benchmark without compromising on returns COVID Dot-com bust Global Financial Crisis Sources: WisdomTree, FactSet. Rolling returns from 10/13/2000 to 1/30/2026. Past performance is not indicative of future resu
Slide 13: Case Study: Reduced tail risk
Case Study: Reduced tail risk SMA helps mitigate tail risk and reduce frequency of months with high negative returns Enhanced Strategy helps with quicker recovery leading of higher frequency of positive months compared to base strategy Sources: WisdomTree, FactSet. Returns from 10/15/1999 to 1/30/20
Slide 14: Case Study: Performance During Drawdowns
Case Study: Performance During Drawdowns The enhanced strategy delivered stronger performance in drawdown periods and recovered faster than the market. Start End S&P 500 Index Enhanced Strategy 10/10/2007 3/9/2009 -55.14% -15.48% 9/5/2000 10/9/2002 -46.94% -12.08% 2/20/2020 3/23/2020 -33.54% -10.87%
Slide 15: WisdomTree International Adaptive Moving Average Fund
WisdomTree International Adaptive Moving Average Fund WisdomTree U.S. and International Adaptive Moving Average Funds 15
Slide 16: Simple Moving Averages as a Bull/Bear Indicator
Simple Moving Averages as a Bull/Bear Indicator + An index falling below its 200-day simple moving average (SMA) could indicate the development of a long-term negative trend + An index rising above its 200-day simple moving average could indicate an upcoming rally Sources: WisdomTree, FactSet. Retur
Slide 17: WisdomTree International Adaptive Moving Average Index
WisdomTree International Adaptive Moving Average Index + Dynamic allocation between International equities and U.S. Treasury bills based on a trend signal + 200-day trend signal — compares the closing price of WisdomTree International LargeCap Index to its 200-day Simple Moving Average (SMA); when m
Slide 18: MSCI EAFE Case Study: Moving Average and Confirmation
MSCI EAFE Case Study: Moving Average and Confirmation The base strategy uses a simple trend filter to move to cash in downtrends, improving drawdown control and risk-adjusted performance compared to the benchmark index. However, it may be late to re-enter after sharp selloffs and miss parts of early
Slide 19: MSCI EAFE Case Study: Moving Average and Confirmation with Breadth Overlay
MSCI EAFE Case Study: Moving Average and Confirmation with Breadth Overlay The enhanced strategy incorporates a breadth overlay, allowing for re-entry into equities when over 15% of its constituents are above their own 200-day averages. It aims to capture more of the upside after selloffs while main
Slide 20: Case Study: Calendar Year Returns
Case Study: Calendar Year Returns 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 MSCI EAFE Index -14.50% -20.69% -15.48% 37.78% 19.99% 14.62% 26.69% 10.09% -42.99% 29.68% 6.33% -11.72% 17.26% Base Strategy -13.65% 3.99% -3.49% 36.20% 16.60% 14.62% 26.69% 4.01% -8.16% 30.58% -8.22%
Slide 21: Case Study: Rolling 1-Year Returns
Case Study: Rolling 1-Year Returns Enhanced drawdown and volatility reduction compared to benchmark without compromising on returns COVID Dot-com bust Global Financial Crisis Sources: WisdomTree, FactSet. Rolling returns from 9/27/2000 to 1/30/2026. Past performance is not indicative of future resul
Slide 22: Case Study: Reduced tail risk
Case Study: Reduced tail risk SMA helps mitigate tail risk and reduce frequency of months with high negative returns Enhanced Strategy helps with quicker recovery leading of higher frequency of positive months compared to base strategy Sources: WisdomTree, FactSet. Returns from 10/8/1999 to 1/30/202
Slide 23: Case Study: Performance During Drawdowns
Case Study: Performance During Drawdowns The enhanced strategy delivered stronger performance in drawdown periods and recovered faster than the market. Start End MSCI EAFE Index Enhanced Strategy 10/10/2007 3/9/2009 -59.72% -19.88% 9/5/2000 10/9/2002 -50.40% -21.59% 2/20/2020 3/23/2020 -33.83% -9.84
Slide 24: 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
Slide 25: Important Information
Important Information WIMA: The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of