through: Jun 27, 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

FVC First Trust Dorsey Wright Dynamic Focus 5 $92 -2.3%
-1.4%
N/A N/A N/A
HTUS Hull Tactical US ETF $46 -0.6%
+4.0%
N/A N/A N/A
IVOV Vanguard S&P Mid-Cap 400 Value $366 -3.1%
+4.3%
-7.0% +12.1% +34.4%
JKL iShares Morningstar Small Cap Value $388 -4.0%
+1.6%
-8.8% +9.9% +35.2%
OUSA Oshares FTSE US Quality Dividend ETF $186 -0.8%
+7.3%
N/A N/A N/A
QDF FlexShares Quality Dividend Index $1,307 -1.9%
+1.8%
-0.9% +11.8% +36.3%
SIZE iShares MSCI USA Size Factor ETF $211 -2.1%
+0.2%
+1.6% +16.1% N/A
VONE Vanguard Russell 1000 $635 -2.0%
-1.5%
+0.7% +13.3% +33.0%
VONV Vanguard Russell 1000 Value $538 -2.0%
+0.7%
-3.8% +13.2% +32.7%
XRLV PowerShares S&P 500 ex-Rate Senstv Low Vol $132 -1.8%
+3.3%
N/A N/A N/A

U.S. Sector ETFs

PUI PowerShares DWA Utilities Momentum Port $205 +0.8%
+21.5%
-2.7% +17.4% +22.5%

International Equity

HEWG iShares Currency Hedged MSCI Germany $629 -1.5%
-10.8%
+6.3% N/A N/A

Corporate/Credit Bonds

FBND Fidelity Total Bond ETF $139 +0.3%
+6.1%
-1.0% N/A N/A
NEAR iShares Short Maturity Multi-Sector Bond $2,274 +0.1%
+0.6%
+0.9% +0.6% N/A

Quasi-Equity: REITs, Preferreds, MLPs etc

WBII WBI Tactical Income Shares $398 +0.2%
+2.5%
-0.8% N/A N/A
YYY YieldShares High Income ETF $88 -1.8%
+7.4%
-9.1% +1.4% +11.4%

Commodities

COMT iShares Commodities Select Strategy ETF $290 -1.0%
+11.5%
-30.4% N/A N/A

Derivatives - Leveraged and Volatility Products

JNUG +3x Direxion Leveraged Junior Gold Miners $278 +0.5%
+507.0%
-74.3% -83.8% N/A
KOLD -2x ProShares UltraShort BBG Natural Gas $12 -1.8%
-16.0%
+70.3% +18.3% -31.8%
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 May-2016