through: Apr 24, 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

CRBN iShares MSCI ACWI Low Carbon Target ETF $425 -0.4%
+16.5%
-9.8% +23.5% +6.4%
ESGV Vanguard ESG US Stock ETF N/A -0.1%
+18.5%
N/A N/A N/A
FLQL Franklin LivertyQ US Equity ETF N/A +0.1%
+16.9%
-2.8% N/A N/A
GSEW Goldman Sachs Equal Weight US Large Cap N/A +0.2%
+19.0%
-8.1% N/A N/A
JKI iShares Morningstar Mid-Cap Value ETF $459 +0.2%
+15.9%
-10.9% +12.6% +24.4%
MILN Global X Milennials Thematic ETF $37 +0.4%
+26.0%
+2.6% +24.5% N/A
PXMV Invesco Russell MidCap Pure Value ETF N/A +0.5%
+17.3%
-9.6% +2.8% +28.7%
QUS SPDR MSCI USA StrategicFactors ETF N/A +0.0%
+17.8%
-3.6% +21.7% +9.7%
RVRS Reverse Cap Weighted US Large Cap ETF $9 +0.1%
+20.8%
-10.2% N/A N/A
SPMO Invesco S&P 500 Momentum ETF $63 +0.0%
+16.5%
-0.9% +27.7% N/A
ULVM USAA MSCI USA Value Momentum Blend ETF N/A +0.0%
+14.5%
-12.1% N/A N/A
VFMO Vanguard US Momentum Factor ETF $36 +0.3%
+17.7%
N/A N/A N/A

U.S. Sector ETFs

ONLN ProShares Online Retail ETF $26 +0.5%
+28.6%
N/A N/A N/A

International Equity

UIVM USAA MSCI Intl Val Mom Blend ETF N/A -1.2%
+10.6%
-17.4% N/A N/A
VSGX Vanguard ESG International Stock ETF N/A -0.9%
+12.5%
N/A N/A N/A

Emerging Markets Equity

XSOE WisdomTree EM ex-State Owned Entrps ETF $305 -1.1%
+16.0%
-18.6% +49.2% +6.7%

Int'l Bonds / Currencies

FEMB First Trust Emerg Markets Lcl Ccy Bond $86 -0.3%
+3.9%
-7.2% +11.9% N/A

Derivatives - Leveraged and Volatility Products

PFFL +2x ETRACS Mnthly Pay Lvrgd Pref Stock ETN N/A +0.1%
+14.3%
N/A N/A N/A
SOXS -3x Direxion Daily Semiconductor Bear $164 -3.1%
-66.6%
-19.4% -69.4% -73.2%
VXXB iPath B S&P 500 VIX S-T Futs ETN $751 +2.6%
-45.3%
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 Mar-2019