through: Sep 20, 2019

Recent ETF Additions - ETFreplay

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 2018 2017 2016

U.S. Equity Index ETFs

CSF VictoryShares US Discov Enh Vol Wtd $86 -0.1%
-6.7%
-11.7% +12.4% +18.7%
GSSC Goldman Sachs ActiveBeta US Small Cap $101 -0.2%
+15.6%
-9.2% N/A N/A
OMFL Invesco Russell 1000 Multifactor ETF $1,034 -0.5%
+25.3%
-2.6% N/A N/A
SCHK Schwab 1000 ETF $848 -0.5%
+21.2%
-5.1% N/A N/A
SMLF iShares Edge MSCI Multifct SmCp $258 -0.4%
+13.5%
-8.4% +12.7% +20.6%
SUSL iShares ESG MSCI USA Leaders ETF N/A -0.7%
+0.4%
N/A N/A N/A
USMF Wisdomtree US Multifactor $110 -0.2%
+18.3%
-4.7% N/A N/A

U.S. Sector ETFs

CAPE Barclays ETN+ Shiller CAPE $166 -0.3%
+23.8%
-3.5% +21.4% +18.1%
CLOU Global X Cloud Computing ETF N/A +0.1%
-3.3%
N/A N/A N/A

International Equity

QEFA SPDR MSCI EAFE StrategicFactors ETF N/A -0.2%
+14.0%
-10.4% +24.0% -0.3%

Emerging Markets Equity

DGRE WisdomTree Emerg Mkts Qual Div Gr ETF N/A +0.1%
+9.1%
-16.4% +32.0% +12.4%

U.S. Treasury Bonds/TIPS

TIPX SPDR Blmbg Barclays 1-10 Year TIPS ETF $340 +0.3%
+5.8%
-0.3% +2.5% +1.9%

Corporate/Credit Bonds

AGGY WisdomTree Yield Enhanced US Agg Bond $796 +0.4%
+10.8%
-1.7% +5.2% +3.9%
BNDW Vanguard Total World Bond ETF $146 +0.2%
+8.6%
N/A N/A N/A
IGEB iShares Edge Invest Grade Enh Bd $101 +0.5%
+13.6%
-2.1% N/A N/A
JPST JPMorgan Ultra-Short Income ETF N/A +0.0%
+2.6%
+2.2% N/A N/A

Quasi-Equity: REITs, Preferreds, MLPs etc

SRVR Pacer Benchmark Data & Infras RE SCTR ETF N/A +0.4%
+40.1%
N/A N/A N/A

Derivatives - Leveraged and Volatility Products

HDLV +2x UBS Lvg US HiDivLowVol ETN N/A +0.8%
+34.7%
-23.0% +13.0% +30.7%
TAIL Cambria Tail Risk ETF $56 +0.5%
-10.3%
+2.9% N/A N/A
UJB +2x Proshares Ultra High Yield Bond $5 +0.4%
+22.5%
-6.1% +11.7% +29.1%
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 Jul-2019