through: Aug 14, 2018

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 2017 2016 2015

U.S. Equity Index ETFs

JKK iShares Morningstar Small-Cap Growth ETF $200 +1.2%
+15.1%
+24.7% +8.8% +0.3%
MMTM SPDR S&P 1500 Momentum Tilt ETF N/A +0.9%
+9.9%
+24.4% +6.2% +3.8%
SPYB SPDR S&P 500 Buyback ETF N/A +1.1%
+6.2%
+21.2% +15.3% N/A
VMOT Alpha Architect Value Momentum Trend N/A +0.5%
-0.6%
N/A N/A N/A
VTWV Vanguard Russell 2000 Value ETF $230 +0.9%
+7.7%
+8.1% +31.6% -7.5%

U.S. Sector ETFs

AIEQ AI Powered Equity ETF $167 +0.7%
+12.5%
N/A N/A N/A
XITK SPDR FactSet Innovative Tech ETF N/A +0.6%
+26.6%
+36.0% N/A N/A
XLC U.S. Communication Services Sector SPDR $361 +0.7%
-0.8%
N/A N/A N/A
XWEB SPDR S&P Internet ETF N/A +1.3%
+37.5%
+29.5% N/A N/A

International Equity

BLOK Amplify Transformational Data Sharing ETF $170 -0.1%
-3.1%
N/A N/A N/A
GAMR ETFMG Video Game Tech ETF $131 -0.6%
-3.0%
+60.2% N/A N/A
MJ ETFMG Alternative Harvest ETF $346 -2.4%
-22.3%
+39.4% +14.4% N/A
SRET Global X SuperDividend REIT ETF N/A +0.6%
+3.8%
+17.7% +23.2% N/A

U.S. Treasury Bonds/TIPS

CLTL Invesco Treasury Collateral ETF $471 +0.0%
+1.0%
N/A N/A N/A
SPTS SPDR Portfolio Short Term Treasury ETF $507 +0.0%
-0.2%
+0.6% +0.8% +0.9%

Corporate/Credit Bonds

VTC Vanguard Total Corporate Bond ETF $53 +0.2%
-2.2%
N/A N/A N/A

Quasi-Equity: REITs, Preferreds, MLPs etc

FCVT First Trust SSI Strat Convert Secs ETF $171 +0.1%
+6.4%
+12.7% +8.0% N/A

Int'l Bonds / Currencies

PGHY PowerShares Global ShrtTerm HiYld Bd ETF $231 -0.2%
+1.0%
+3.0% +13.7% +2.9%

Derivatives - Leveraged and Volatility Products

EURL +3x Direxion Daily FTSE Europe Bull 3x ETF $54 -1.3%
-18.0%
+91.3% -17.8% -16.4%
INDL +3x Direxion Daily MSCI India Bull 3x ETF $112 +4.2%
-15.9%
+128.0% -16.6% -33.0%
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 Jul-2018