through: Jan 28, 2020

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 2019 2018 2017

U.S. Equity Index ETFs

CSF VictoryShares US Discov Enh Vol Wtd $58 +0.7%
-2.0%
+2.2% -11.7% +12.4%
DVP Deep Value ETF $314 +1.0%
-3.2%
+12.5% -6.0% +27.2%
ESGU iShares ESG MSCI USA ETF $1,342 +1.0%
+2.1%
+31.7% -4.2% +20.8%
FVAL Fidelity Value Factor ETF N/A +1.2%
+0.1%
+30.3% -7.9% +22.5%
GSSC Goldman Sachs ActiveBeta US Small Cap $100 +0.7%
-0.1%
+23.2% -9.2% N/A
JKG iShares Morningstar Mid-Cap ETF $774 +1.0%
+1.5%
+31.5% -11.5% +19.7%
OMFL Invesco Russell 1000 Multifactor ETF $1,151 +1.0%
-2.2%
+35.6% -2.6% N/A
SCHK Schwab 1000 ETF $912 +1.0%
+1.7%
+31.3% -5.1% N/A
SUSL iShares ESG MSCI USA Leaders ETF N/A +1.0%
+2.3%
N/A N/A N/A

U.S. Sector ETFs

CLOU Global X Cloud Computing ETF N/A +1.6%
+9.3%
N/A N/A N/A
FTXL First Trust Nasdaq Semiconductor ETF $38 +2.6%
+3.5%
+61.8% -14.5% +32.2%

International Equity

QEFA SPDR MSCI EAFE StrategicFactors ETF $368 +0.9%
-0.4%
+21.9% -10.4% +24.0%

Emerging Markets Equity

CNYA iShares MSCI China A-Shares ETF $243 +0.6%
-7.1%
+35.9% -26.6% +31.0%
DGRE WisdomTree Emerg Mkts Qual Div Gr ETF $68 +0.3%
-3.4%
+21.1% -16.4% +32.0%

U.S. Treasury Bonds/TIPS

TIPX SPDR Blmbg Barclays 1-10 Year TIPS ETF $344 -0.1%
+0.8%
+6.6% -0.3% +2.5%

Corporate/Credit Bonds

AGGY WisdomTree Yield Enhanced US Agg Bond $998 +0.0%
+1.7%
+11.8% -1.7% +5.2%
JPST JPMorgan Ultra-Short Income ETF $10,005 +0.0%
+0.2%
+3.3% +2.2% N/A

Quasi-Equity: REITs, Preferreds, MLPs etc

PFFD Global X US Preferred ETF $583 +0.1%
+1.5%
+17.4% -3.9% N/A
SRVR Pacer Benchmark Data & Infras RE SCTR ETF $179 +0.8%
+4.0%
+42.0% N/A N/A

Derivatives - Leveraged and Volatility Products

HDLV +2x UBS Lvg US HiDivLowVol ETN $21 +1.3%
-0.9%
+52.0% -23.0% +13.0%
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-2019