through: Mar 24, 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

DGRS WisdomTree US SmallCap Qual Div Growth $98 -0.7%
-4.8%
+30.8% -7.1% +4.5%
FDLO Fidelity Low Volatility Factor ETF $13 -0.3%
+4.3%
N/A N/A N/A
FDMO Fidelity Momentum Factor ETF $14 -0.2%
+5.4%
N/A N/A N/A
FDRR Fidelity Dividend ETF for Rising Rates $64 -0.1%
+4.8%
N/A N/A N/A
JKH iShares Morningstar Mid-Cap Growth N/A +0.0%
+6.6%
+5.4% -0.9% +10.5%
ONEO SPDR Russell 1000 Momentum ETF $434 -0.1%
+4.2%
N/A N/A N/A
QDEF FlexShares Quality Dividend Defensive ETF N/A -0.1%
+2.4%
+15.4% -0.6% +14.1%
RDVY First Trust Rising Dividend Achievers N/A -0.2%
+6.2%
+21.8% -3.3% N/A
SMLV SPDR SSGA US Small Cap Low Vol ETF N/A +0.3%
-3.7%
+29.0% -1.8% +13.2%
SPYD SPDR S&P 500 High Dividend N/A -0.1%
+1.1%
+24.6% N/A N/A

U.S. Sector ETFs

PSI PowerShares Dynamic Semiconductors ETF N/A +0.9%
+14.4%
+44.1% -0.7% +37.3%

International Equity

GSIE Goldman Sachs ActiveBeta Intl Eq ETF $346 +0.1%
+7.1%
+2.4% N/A N/A
ROBO Robo Global Robotics & Automation ETF N/A +0.1%
+11.3%
+18.6% -5.6% -5.9%
VYMI Vanguard Intl High Div Yld ETF N/A +0.3%
+6.9%
N/A N/A N/A

Emerging Markets Equity

GMM SPDR S&P Emerging Markets ETF $302 +0.4%
+13.3%
+11.7% -15.3% -0.7%

Quasi-Equity: REITs, Preferreds, MLPs etc

DWIN PowerShares DWA Tactical Multi-Asset $114 +0.1%
+2.2%
N/A N/A N/A
PTLC Pacer Trendpilot 750 ETF $414 +0.0%
+5.1%
+4.4% N/A N/A
PTMC Pacer Trendpilot 450 ETF $235 +0.1%
+3.0%
+15.5% N/A N/A
PTNQ Pacer Trendpilot 100 ETF $59 +0.3%
+10.7%
-4.1% N/A N/A
REET iShares Global REIT N/A +0.1%
+0.9%
+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 Jan-2017