through: Jun 19, 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

ARKQ ARK Industrial Innovation ETF $144 -2.1%
+9.8%
+50.1% +14.5% -2.5%
DSI iShares MSCI KLD 400 Social ETF $1,093 -0.3%
+5.6%
+20.9% +10.5% +0.3%
QVAL Alpha Architect Quantitative Value ETF $123 -0.3%
+4.4%
+25.6% +13.0% -13.5%
QYLD Horizons NASDAQ 100 Covered Call ETF $239 +0.2%
+5.2%
+18.8% +4.8% +7.2%

International Equity

BLOK Amplify Transformational Data Sharing ETF $184 -1.9%
+1.1%
N/A N/A N/A
DIM Wisdomtree International MidCap Dividend $300 -1.0%
-1.7%
+28.0% +2.7% +2.5%
HEZU iShares Currency Hedged MSCI Eurozn ETF $1,666 -0.5%
+3.2%
+14.3% +6.7% +7.6%
MJ ETFMG Alternative Harvest ETF $371 +0.5%
-7.1%
+39.4% +14.4% N/A

U.S. Treasury Bonds/TIPS

CLTL Invesco Treasury Collateral ETF $468 +0.0%
+0.7%
N/A N/A N/A

Corporate/Credit Bonds

SLQD iShares 0-5 Year Invmt Grade Corp Bond ETF $840 +0.0%
-0.5%
+2.1% +1.7% +1.3%
VTC Vanguard Total Corporate Bond ETF $51 +0.2%
-3.2%
N/A N/A N/A

Quasi-Equity: REITs, Preferreds, MLPs etc

BLCN Reality Shares Nasdaq NexGen Economy ETF $125 -1.4%
-3.8%
N/A N/A N/A
FCVT First Trust SSI Strat Convert Secs ETF $148 -0.3%
+7.9%
+12.7% +8.0% N/A

Int'l Bonds / Currencies

PGHY PowerShares Global ShrtTerm HiYld Bd ETF $227 -0.1%
+0.8%
+3.0% +13.7% +2.9%

Derivatives - Leveraged and Volatility Products

EURL +3x Direxion Daily FTSE Europe Bull 3x ETF $55 -2.9%
-12.0%
+91.3% -17.8% -16.4%
INDL +3x Direxion Daily MSCI India Bull 3x ETF $116 -1.2%
-26.4%
+128.0% -16.6% -33.0%
JDST -3x Direxion Daily Jr Gold Miners Bear $93 +1.9%
+0.7%
-63.4% -97.6% -52.6%
USLV +3x Long VelocityShares Silver ETN $293 -3.3%
-18.1%
+1.6% +16.5% -48.3%
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 May-2018