through: Apr 03, 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

DVP Deep Value ETF $294 -1.6%
-44.7%
+12.5% -6.0% +27.2%
ESGU iShares ESG MSCI USA ETF $3,367 -1.4%
-21.8%
+31.7% -4.2% +20.8%
FVAL Fidelity Value Factor ETF $199 -1.1%
-28.5%
+30.3% -7.9% +22.5%
GSSC Goldman Sachs ActiveBeta US Small Cap $94 -3.2%
-36.8%
+23.2% -9.2% N/A
JKG iShares Morningstar Mid-Cap ETF $783 -2.1%
-31.3%
+31.5% -11.5% +19.7%
SUSL iShares ESG MSCI USA Leaders ETF $1,860 -1.5%
-21.3%
N/A N/A N/A

U.S. Sector ETFs

CLOU Global X Cloud Computing ETF $452 -1.8%
-11.8%
N/A N/A N/A
FTXL First Trust Nasdaq Semiconductor ETF $46 -1.3%
-24.1%
+61.8% -14.5% +32.2%

International Equity

QEFA SPDR MSCI EAFE StrategicFactors ETF $409 -1.9%
-23.3%
+21.9% -10.4% +24.0%

Emerging Markets Equity

CNYA iShares MSCI China A-Shares ETF $293 -0.6%
-9.1%
+35.9% -26.6% +31.0%
DGRE WisdomTree Emerg Mkts Qual Div Gr ETF $70 -1.6%
-28.0%
+21.1% -16.4% +32.0%

U.S. Treasury Bonds/TIPS

TIPX SPDR Blmbg Barclays 1-10 Year TIPS ETF $302 +0.5%
+2.0%
+6.6% -0.3% +2.5%

Corporate/Credit Bonds

AGGY WisdomTree Yield Enhanced US Agg Bond $1,186 +0.0%
-0.5%
+11.8% -1.7% +5.2%
JPST JPMorgan Ultra-Short Income ETF $10,667 +0.1%
-1.0%
+3.3% +2.2% N/A

Quasi-Equity: REITs, Preferreds, MLPs etc

BBRE JPM BETABLDRS MSCI US REIT N/A -1.7%
-34.0%
+26.1% N/A N/A
BJAN Innovator S&P 500 Buffer ETF January $161 -0.7%
-16.8%
+22.9% N/A N/A
JPS Nuveen Pref & Income Securities CEF N/A -2.2%
-32.9%
+30.1% -12.3% +18.0%
PFFD Global X US Preferred ETF $711 +0.4%
-15.2%
+17.4% -3.9% N/A
SRVR Pacer Benchmark Data & Infras RE SCTR ETF $241 -0.5%
-7.3%
+42.0% N/A N/A

Derivatives - Leveraged and Volatility Products

SWAN Amplify BlackSwan ETF N/A +0.3%
-0.2%
+22.0% 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 Jan-2020