through: May 20, 2022

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 2021 2020 2019

U.S. Equity Index ETFs

CGDV Capital Group Dividend Value N/A +0.0%
-4.8%
N/A N/A N/A
CGGR Capital Group Growth N/A -0.5%
-13.9%
N/A N/A N/A
CGUS Capital Group Core Equity ETF N/A +0.3%
-8.5%
N/A N/A N/A
DSTL Distillate US Fdmtl Stability & Value ETF N/A -0.2%
-12.2%
+28.9% +19.3% +35.5%
EQWL Invesco S&P 100 Equal Weight $129 +0.1%
-13.9%
+28.3% +14.0% +29.5%
NUMG Nuveen ESG Mid-Cap Growth ETF N/A +0.2%
-27.1%
+12.6% +45.6% +34.9%
NUSC Nuveen ESG Small-Cap ETF N/A -0.5%
-18.0%
+17.6% +23.7% +27.1%
QDPL Pacer Metaurus US Large Cap DVD 400 $47 +0.1%
-16.5%
N/A N/A N/A
SDVY First Trust SMID Cap Rising Div Achievers N/A -0.5%
-16.1%
+29.1% +11.7% +25.6%
VFMF Vanguard U.S. Multifactor ETF $149 -0.2%
-11.0%
+30.0% +5.0% +22.3%
VFQY Vanguard U.S. Quality Factor ETF N/A -0.3%
-19.1%
+28.0% +17.0% +25.7%

International Equity

DFAI Dimensional Int'l Core Equity (DFIEX) $1,270 +0.5%
-11.6%
+13.9% N/A N/A
GRID First Trust NASDAQ Clean Edge Smart Grid N/A -0.4%
-20.0%
+27.6% +48.8% +42.8%
SILJ ETFMG Prime Junior Silver Miners ETF N/A -1.2%
-10.8%
-23.2% +33.0% +57.0%

Quasi-Equity: REITs, Preferreds, MLPs etc

PFIX Simplify Interest Rate Hedge ETF (Active) N/A -6.7%
+38.5%
N/A N/A N/A
QQH HCM DEFENDER 100 $330 -0.2%
-32.3%
+37.5% +41.7% N/A
SPD Simplify US Equity PLUS Downside Convexity $476 +0.0%
-16.2%
+24.8% N/A N/A
SPUC Simplify US Equity Upside Convexity $12 -0.1%
-22.0%
+33.8% N/A N/A

Commodities

USOI X-LINKS Crude Oil Covered Call ETN N/A +0.4%
+25.2%
+37.3% -65.4% N/A

US Sectors

INDS Pacer Benchmark Industrial Real Estate ETF $436 +0.3%
-25.8%
+54.6% +12.7% +42.2%
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 Feb-2022