through: Sep 28, 2016

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 2015 2014 2013

U.S. Equity Index ETFs

JKL iShares Morningstar Small Cap Value $395 +1.6%
+14.1%
-8.8% +9.9% +35.2%
LVHD Legg Mason Low Vol High Div ETF $81 +0.1%
+13.7%
N/A N/A N/A
OUSA Oshares FTSE US Quality Dividend ETF $285 +0.4%
+11.4%
N/A N/A N/A
RDIV RevenueShares Ultra Dividend Fund N/A +0.4%
+21.0%
-4.9% +21.5% N/A
REGL ProShares S&P Midcap Div Aristocrat N/A +0.7%
+19.8%
N/A N/A N/A
TILT FlexShares Morningstar US Factor Tilt N/A +0.8%
+9.3%
-2.5% +10.5% +35.8%
XRLV PowerShares S&P 500 ex-Rate Senstv Low Vol $166 +0.1%
+9.9%
N/A N/A N/A

U.S. Sector ETFs

XLRE U.S. Real Estate Sector SPDR N/A +0.7%
+9.4%
N/A N/A N/A

International Equity

IDHQ PowerShares S&P Int'l Dvlp High Quality $24 +0.6%
+3.5%
+7.5% -2.4% +16.6%
IQDF FlexShares International Quality Dividend $477 +0.8%
+9.4%
-9.3% -5.9% N/A
JPIN JPMorgan Diversified Factor Return Intl $461 +0.7%
+6.7%
+2.6% N/A N/A
TLTD FlexShares Morn Dvlp Mkts ExUS Factor Tilt N/A +1.0%
+4.8%
-1.2% -6.5% +20.9%
WDIV SPDR S&P Global Dividend Aristocats $82 +0.9%
+16.0%
-7.9% +4.3% N/A

Emerging Markets Equity

TLTE FlexShares Morn Emerg Mkts Factor Tilt N/A +0.6%
+17.9%
-12.3% -5.0% -2.7%

Corporate/Credit Bonds

ANGL VanEck Vectors Fallen Angel High Yld Bond $326 +0.5%
+23.2%
-1.4% +2.7% +7.2%
IUSB iShares Core Total USD Bond Market N/A +0.0%
+11.0%
+0.4% N/A N/A
SNLN Highland iBoxx Senior Loan ETF $396 +0.0%
+6.9%
-2.0% +0.5% +3.9%

Quasi-Equity: REITs, Preferreds, MLPs etc

YYY YieldShares High Income ETF $112 +0.6%
+16.5%
-9.1% +1.4% +11.4%

Commodities

COMT iShares Commodities Select Strategy ETF $316 +2.7%
+13.9%
-30.4% N/A N/A

Int'l Bonds / Currencies

EMCB WisdomTree EM Corporate Bond N/A +0.1%
+12.7%
-4.6% +1.9% -3.2%
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 Aug-2016