through: Dec 01, 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

BIZD VanEck Vectors BDC Income ETF $120 +0.1%
+21.5%
-4.3% -7.6% N/A
EQAL PowerShares Russell 1000 Equal Weight $148 -0.7%
+13.5%
-4.8% N/A N/A
RDIV RevenueShares Ultra Dividend Fund $265 +0.3%
+25.6%
-4.9% +21.5% N/A
SMDV ProShares Russell 2000 Dividend Grwth $277 +0.0%
+29.2%
N/A N/A N/A
TILT FlexShares Morningstar US Factor Tilt $902 -0.6%
+13.8%
-2.5% +10.5% +35.8%
VIOO Vanguard S&P Small Cap 600 $419 -0.5%
+22.1%
-2.2% +5.4% +41.3%
VTHR Vanguard Russell 3000 $290 -0.6%
+9.4%
+0.2% +12.9% +33.8%
VTWG Vanguard Russell 2000 Growth ETF $155 -1.6%
+7.5%
-1.1% +6.2% +43.4%

U.S. Sector ETFs

XAR SPDR S&P Aerospace & Defense ETF $440 +0.3%
+23.8%
+2.8% +11.6% +61.2%
XLFS Financial Services Select Sector SPDR N/A +0.0%
+14.8%
N/A N/A N/A
XLRE U.S. Real Estate Sector SPDR $2,484 -1.5%
-3.0%
N/A N/A N/A

International Equity

IPAC iShares Core MSCI Pacific ETF $777 -0.2%
+5.4%
+3.5% N/A N/A
TLTD FlexShares Morn Dvlp Mkts ExUS Factor Tilt $617 -0.2%
+2.0%
-1.2% -6.5% +20.9%

Corporate/Credit Bonds

IUSB iShares Core Total USD Bond Market $647 -0.4%
+3.2%
+0.4% N/A N/A
LMBS First Trust Low Duration Mortgage Opportun $324 +0.2%
+6.5%
+2.6% N/A N/A

Quasi-Equity: REITs, Preferreds, MLPs etc

AMZA InfraCap Active MLP ETF $134 -2.0%
+17.8%
-45.9% N/A N/A
ROOF IQ US Real Estate Small Cap ETF $88 -1.9%
+11.8%
-6.2% +20.4% +15.5%
VRP PowerShares Variable Rate Preferred $883 -0.7%
+5.2%
+3.4% N/A N/A

Int'l Bonds / Currencies

EMCB WisdomTree EM Corporate Bond $55 -0.7%
+9.0%
-4.6% +1.9% -3.2%
EMHY iShares Emerging Markets High Yield Bond $116 -1.1%
+11.3%
+2.0% +1.6% -6.3%
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