through: Jun 27, 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

CFA VictoryShares US 500 Volatility Wtd ETF $275 -0.7%
+9.5%
+14.3% -1.7% N/A
FQAL Fidelity Quality Factor ETF N/A -1.0%
+9.4%
N/A N/A N/A
GVIP Goldman Sachs Hedge Industry VIP ETF $28 -0.8%
+13.3%
N/A N/A N/A
JHML John Hancock Multifactor Large Cap ETF $353 -0.7%
+9.0%
+12.0% N/A N/A
KLD iShares MSCI USA ESG Select ETF $561 -1.1%
+11.2%
+12.1% -1.8% +13.7%
LRGF iShares EDGE Multifactor ETF $492 -0.9%
+7.7%
+13.0% N/A N/A
PXLG PowerShares Russell Top 200 Pure Growth $173 -0.7%
+19.8%
-1.2% +6.3% +16.2%
QQQE Direxion NASDAQ-100 Equal Wtd ETF $155 -1.7%
+16.2%
+7.2% +2.5% +19.4%

U.S. Sector ETFs

CIBR First Trust NASDAQ Cybersecurity ETF $247 -1.1%
+10.7%
+10.9% N/A N/A

International Equity

AADR AdvisorShares Dorsey Wright ADR $62 -0.3%
+15.4%
+4.9% +3.7% +0.4%
EUFN iShares MSCI Europe Financials ETF $1,214 +0.9%
+16.6%
-2.7% -4.7% -9.7%
IPK SPDR S&P International Tech Select ETF $57 -0.4%
+27.9%
+10.4% +0.5% -0.6%
IPS SPDR S&P Int'l Consumer Staples Sector $40 -0.6%
+18.5%
-2.6% +10.9% -2.5%
IRY SPDR S&P Intl HealthCare Select ETF N/A -0.4%
+19.7%
-11.8% +9.5% +6.2%
RFDI First Trust RiverFront Dyn Dev Intl ETF $168 +0.1%
+14.2%
N/A N/A N/A
VIGI Vanguard Intl Dividend Appreciation ETF $373 -0.3%
+19.1%
N/A N/A N/A

Emerging Markets Equity

KWEB KraneShares CSI China Internet ETF $473 -1.7%
+39.4%
-8.5% +18.0% -1.5%

Corporate/Credit Bonds

FMB First Trust Managed Municipal ETF $137 -0.4%
+4.5%
+1.3% +4.4% N/A

Quasi-Equity: REITs, Preferreds, MLPs etc

USRT iShares Core US REIT N/A -1.3%
+3.3%
+7.2% +3.9% +29.1%

Derivatives - Leveraged and Volatility Products

PUTW WisdomTree CBOE S&P500 PutWriteStrat $159 -0.3%
+6.1%
N/A N/A 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 May-2017