through: Feb 22, 2012

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. #

Updating summary....
Jan-2012
Total Return %
(click category for full list)
Assets *
Return
Year-To-Date Return %
2009
2010
2011

U.S. Equity
- DHS
- WisdomTree U.S. Equity Dividend Income
- $395
- -0.3%
- +2.1%
- +17.0%
- +17.6%
- +14.2%
- DON
- WisdomTree U.S. Midcap Dividend Fund
- $325
- -0.6%
- +6.3%
- +31.9%
- +21.6%
- +5.3%
- DTD
- WisdomTree U.S. Dividend-Weighted Index
- $212
- -0.1%
- +5.5%
- +19.6%
- +16.3%
- +8.4%
- ITA
- iShares Dow Jones U.S. Aerospace-Defense
- $113
- -0.1%
- +9.3%
- +25.3%
- +16.6%
- +5.1%
- NYC
- iShares NYSE Composite
- N/A
- +0.0%
- +8.4%
- +27.9%
- +13.1%
- -3.6%
- PJP
- PowerShares Intellidex Pharmaceuticals
- $233
- +0.1%
- +3.1%
- +17.5%
- +27.5%
- +20.0%
- RYT
- Rydex S&P 500 Equal Weight Technology
- $103
- -0.6%
- +14.0%
- +69.1%
- +17.9%
- -6.6%
- SCHD
- Schwab U.S. Dow Jones Dividend 100
- $233
- -0.1%
- +3.9%
- N/A
- N/A
- N/A

International Equity
- DOO
- WisdomTree Int'l Dividend Ex-Financials
- $291
- -0.2%
- +6.1%
- +33.2%
- +5.6%
- -6.5%
- NKY
- Precidian Nikkei 225
- $172
- +0.4%
- +9.0%
- N/A
- N/A
- N/A
- SDIV
- Global X Solactive SuperDividend
- $35
- -0.3%
- +9.1%
- N/A
- N/A
- N/A

Corporate/Credit Bonds
- FLOT
- iShares Barclays Inv Gr Floating Rate
- $59
- +0.0%
- +1.6%
- N/A
- N/A
- N/A
- ITM
- Market Vectors Intermed Muni Index (7-8yr)
- N/A
- +0.0%
- +2.2%
- +10.7%
- +1.6%
- +13.2%
- PFIG
- PowerShares RAFI Invest Grade Bond (5yr)
- $11
- -0.1%
- +1.3%
- N/A
- N/A
- N/A
- SUB
- iShares S&P Short-Term Nat'l Muni
- $496
- +0.0%
- +0.1%
- +4.2%
- +0.4%
- +3.9%

Quasi-Equity: REITs, Preferreds, MLPs etc
- IPFF
- iShares S&P Int'l Preferred Stock Index
- $89
- -0.2%
- +4.0%
- N/A
- N/A
- N/A

Derivatives - Leveraged and Volatility Products
- EDZ
- -3x Direxion Lev MSCI Emerging Markets
- $155
- -0.8%
- -37.4%
- -92.6%
- -59.3%
- -3.0%
- EFO
- +2x ProShares Lev Long MSCI EAFE
- N/A
- -1.5%
- +20.9%
- N/A
- +9.5%
- -32.3%
- XPP
- +2x ProShares Lev Long FTSE China
- N/A
- +1.7%
- +32.5%
- N/A
- +2.7%
- -37.9%
- XVZ
- iPath S&P 500 Dynamic VIX ETN
- $168
- -0.1%
- +3.1%
- N/A
- N/A
- N/A

All returns are 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) at month end

ETF Holdings at Issuer Website (opens in new window)

Recent ETF Additions

U.S. Equity

International Equity

Corporate/Credit Bonds

Quasi-Equity: REITs, Preferreds, MLPs etc

Derivatives - Leveraged and Volatility Products