Strategy. The Fund is actively managed using a model-based approach. The Fund seeks to achieve its investment objective by investing in emerging markets equity securities and U.S. Treasury futures contracts. The Fund invests in a representative basket of emerging markets equity securities generally weighted by market capitalization. Under normal circumstances, the Fund invests approximately 90% of its net assets in such equity securities. The remainder of the net assets, which WisdomTree Asset Management, Inc., the Funds investment adviser (WisdomTree Asset Management or the Adviser), expects to be in cash and cash equivalents, will serve as collateral for U.S. Treasury futures contracts of varying maturities ranging from 2 to 30 years, which are selected to achieve a target duration of 3 to … Show more… The Fund is actively managed using a model-based approach. The Fund seeks to achieve its investment objective by investing in emerging markets equity securities and U.S. Treasury futures contracts. The Fund invests in a representative basket of emerging markets equity securities generally weighted by market capitalization. Under normal circumstances, the Fund invests approximately 90% of its net assets in such equity securities. The remainder of the net assets, which WisdomTree Asset Management, Inc., the Funds investment adviser (WisdomTree Asset Management or the Adviser), expects to be in cash and cash equivalents, will serve as collateral for U.S. Treasury futures contracts of varying maturities ranging from 2 to 30 years, which are selected to achieve a target duration of 3 to 8 years. Duration is a measure used to determine the sensitivity of a portfolio to changes in interest rates with a longer duration portfolio being more sensitive to changes in interest rates. Under normal circumstances, the aggregate U.S. Treasury futures contracts positions will represent a notional exposure ( i.e ., the total underlying amount of exposure created by a derivatives trade) of approximately 60% of the Funds net assets. The notional exposure of a futures contract is calculated by multiplying the size of the futures contract by the market price for future delivery of the underlying U.S. Treasuries. The Adviser expects that the level of interest rate risk offered by the weighted positions in the U.S. Treasury futures contracts will be set and maintained at risk levels consistent with intermediate term fixed income securities. It is anticipated that the U.S. Treasury futures contracts will be rolled as they near expiry into new contracts, with the size of the futures positions at different maturity points adjusted to maintain the desired interest rate risk exposure. The Funds portfolio will be rebalanced quarterly to implement the results of the model. As a result, between quarterly rebalances, the Funds allocations to emerging markets equity securities and U.S. Treasury futures contracts may vary from the targeted 90%/60% allocations, and the targeted duration of and level of interest rate risk associated with the fixed income portion of the Fund may vary from their respective targets stated herein. To the extent exposure of the equity and fixed income portions of the Fund deviates from the targeted 90% equity and 60% U.S. Treasury futures contracts allocations noted above by 5% or greater, it is anticipated that the Fund will be rebalanced intra-quarter to more closely align its portfolio with the target allocations. As of September 30, 2025, companies in the Information Technology, Financials, and Consumer Discretionary Sectors comprised a significant portion ( e.g. , approximately 15% or more) of the Funds assets; however, the Funds sector exposure may change from time to time. As of September 30, 2025, the equity securities of companies domiciled in or otherwise tied to China and Taiwan comprised a significant portion of the Funds holdings ( e.g. , approximately 15% or more), although the Funds geographic exposure may change from time to time. Show less