through: Nov 14, 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 $64 -0.1%
-1.2%
-11.7% +12.4% +18.7%
DVP Deep Value ETF $289 +0.8%
+11.1%
-6.0% +27.2% +25.0%
ESGU iShares ESG MSCI USA ETF $1,260 +0.2%
+25.9%
-4.2% +20.8% N/A
GSSC Goldman Sachs ActiveBeta US Small Cap $97 +0.1%
+18.8%
-9.2% N/A N/A
JKG iShares Morningstar Mid-Cap ETF $724 +0.2%
+27.8%
-11.5% +19.7% +12.0%
OMFL Invesco Russell 1000 Multifactor ETF $1,099 +0.2%
+30.7%
-2.6% N/A N/A
SCHK Schwab 1000 ETF $868 +0.2%
+25.7%
-5.1% N/A N/A
SUSL iShares ESG MSCI USA Leaders ETF $1,618 +0.1%
+11.2%
N/A N/A N/A
USMF Wisdomtree US Multifactor $169 +0.4%
+20.9%
-4.7% N/A N/A

U.S. Sector ETFs

CLOU Global X Cloud Computing ETF $457 -0.4%
-0.2%
N/A N/A N/A

International Equity

QEFA SPDR MSCI EAFE StrategicFactors ETF $349 -0.2%
+18.0%
-10.4% +24.0% -0.3%

Emerging Markets Equity

DGRE WisdomTree Emerg Mkts Qual Div Gr ETF $69 -0.3%
+12.1%
-16.4% +32.0% +12.4%

U.S. Treasury Bonds/TIPS

TIPX SPDR Blmbg Barclays 1-10 Year TIPS ETF $344 +0.1%
+5.8%
-0.3% +2.5% +1.9%

Corporate/Credit Bonds

AGGY WisdomTree Yield Enhanced US Agg Bond $1,010 +0.3%
+10.9%
-1.7% +5.2% +3.9%
IGEB iShares Edge Invest Grade Enh Bd $92 +0.4%
+14.1%
-2.1% N/A N/A
JPST JPMorgan Ultra-Short Income ETF $9,431 +0.0%
+3.0%
+2.2% N/A N/A

Quasi-Equity: REITs, Preferreds, MLPs etc

PFFD Global X US Preferred ETF $536 +0.1%
+15.8%
-3.9% N/A N/A
SRVR Pacer Benchmark Data & Infras RE SCTR ETF $158 +1.0%
+33.3%
N/A N/A N/A

Derivatives - Leveraged and Volatility Products

HDLV +2x UBS Lvg US HiDivLowVol ETN $19 -0.1%
+41.6%
-23.0% +13.0% +30.7%
TAIL Cambria Tail Risk ETF $69 +0.4%
-12.4%
+2.9% 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 Oct-2019