through: Jan 18, 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

BIZD VanEck Vectors BDC Income ETF $120 +0.1%
+2.2%
+24.9% -4.3% -7.6%
EQAL PowerShares Russell 1000 Equal Weight $148 +0.3%
+2.1%
+15.6% -4.8% N/A
SMDV ProShares Russell 2000 Dividend Grwth $277 +0.4%
-1.6%
+35.7% N/A N/A
VIOO Vanguard S&P Small Cap 600 $419 +0.4%
-0.7%
+26.8% -2.2% +5.4%
VTHR Vanguard Russell 3000 $290 +0.1%
+1.2%
+12.4% +0.2% +12.9%
VTWG Vanguard Russell 2000 Growth ETF $155 +0.4%
+1.3%
+10.5% -1.1% +6.2%

U.S. Sector ETFs

FREL Fidelity MSCI Real Estate ETF N/A +0.0%
+0.7%
+7.9% N/A N/A
RTH VanEck Vectors Retail ETF N/A -0.4%
+2.1%
-0.7% +10.9% +18.2%
XAR SPDR S&P Aerospace & Defense ETF $440 +0.4%
+0.6%
+21.2% +2.8% +11.6%
XLRE U.S. Real Estate Sector SPDR $2,484 +0.2%
+0.8%
+2.7% N/A N/A

International Equity

DOL WisdomTree International LargeCp Div ETF N/A -0.3%
+2.3%
+2.9% -4.5% -5.9%
IPAC iShares Core MSCI Pacific ETF $777 -0.3%
+3.4%
+5.1% +3.5% N/A
VYMI Vanguard Intl High Div Yld ETF N/A -0.6%
+2.7%
N/A N/A N/A

Corporate/Credit Bonds

IUSB iShares Core Total USD Bond Market $647 -0.5%
-0.2%
+4.0% +0.4% N/A
LMBS First Trust Low Duration Mortgage Opportun $324 -0.1%
+0.1%
+6.5% +2.6% N/A

Quasi-Equity: REITs, Preferreds, MLPs etc

AMZA InfraCap Active MLP ETF $134 -1.0%
+0.5%
+24.6% -45.9% N/A
ROOF IQ US Real Estate Small Cap ETF $88 +0.0%
+0.2%
+18.4% -6.2% +20.4%
VRP PowerShares Variable Rate Preferred $883 +0.0%
+1.7%
+6.8% +3.4% N/A

Int'l Bonds / Currencies

EMCB WisdomTree EM Corporate Bond $55 -0.1%
+1.8%
+10.6% -4.6% +1.9%
EMHY iShares Emerging Markets High Yield Bond $116 -0.1%
+1.4%
+15.3% +2.0% +1.6%
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 Nov-2016