through: Apr 25, 2017

Recent ETF Additions

Below is a list of the Exchange Traded Funds most recently added to ETFreplay. In order to maintain a clean database that delivers accurate backtest results, we only add ETFs that trade sufficient volume. The closing price of a thinly traded ETF often does not accurately reflect the return of the underlying index. As ETFreplay was primarily built for quantitative analysis, we believe such a discerning approach is necessary. #
ETF Name Assets * 1-Day Rtn Year-To-Date Return 2016 2015 2014

U.S. Equity Index ETFs

CFA VictoryShares US 500 Volatility Wtd ETF N/A +0.5%
+7.5%
+14.3% -1.7% N/A
CZA Guggenheim Mid-Cap Core ETF N/A +0.5%
+9.0%
+15.6% -1.9% +9.9%
DGRS WisdomTree US SmallCap Qual Div Growth $102 +1.0%
+0.1%
+30.8% -7.1% +4.5%
GVIP Goldman Sachs Hedge Industry VIP ETF $25 +1.1%
+10.3%
N/A N/A N/A
JKH iShares Morningstar Mid-Cap Growth $199 +0.6%
+9.8%
+5.4% -0.9% +10.5%
ONEO SPDR Russell 1000 Momentum ETF $454 +0.5%
+7.6%
N/A N/A N/A
QDEF FlexShares Quality Dividend Defensive ETF N/A +0.9%
+5.2%
+15.4% -0.6% +14.1%
RDVY First Trust Rising Dividend Achievers $118 +0.6%
+9.7%
+21.8% -3.3% N/A
SMLV SPDR SSGA US Small Cap Low Vol ETF $202 +1.0%
+0.8%
+29.0% -1.8% +13.2%
SPYD SPDR S&P 500 High Dividend $132 +0.5%
+3.0%
+24.6% N/A N/A

U.S. Sector ETFs

PSI PowerShares Dynamic Semiconductors ETF $201 +1.3%
+18.7%
+44.1% -0.7% +37.3%

International Equity

GSIE Goldman Sachs ActiveBeta Intl Eq ETF $356 +0.5%
+10.8%
+2.4% N/A N/A
ROBO Robo Global Robotics & Automation ETF $284 +1.2%
+14.8%
+18.6% -5.6% -5.9%

Emerging Markets Equity

GMM SPDR S&P Emerging Markets ETF $313 +0.7%
+14.2%
+11.7% -15.3% -0.7%

Quasi-Equity: REITs, Preferreds, MLPs etc

DWIN PowerShares DWA Tactical Multi-Asset $117 +0.3%
+4.8%
N/A N/A N/A
GMOM Cambria Global Momentum ETF $44 +0.9%
+7.8%
+4.6% -8.5% N/A
PTLC Pacer Trendpilot 750 ETF N/A +0.8%
+7.4%
+4.4% N/A N/A
PTMC Pacer Trendpilot 450 ETF N/A +0.6%
+6.3%
+15.5% N/A N/A
PTNQ Pacer Trendpilot 100 ETF N/A +1.0%
+14.6%
-4.1% N/A N/A
REET iShares Global REIT $357 +0.3%
+3.7%
+5.3% +0.6% N/A
All returns are Total Return: calculated using market prices and include any dividends

# Though these ETFs have been judged to meet the minimum criteria for inclusion, users should, as always, be skeptical of results that are derived during the early (illiquid) life of a given ETF.

* Total Net Assets (million) as of end Feb-2017