through: Feb 06, 2023

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 2022 2021 2020

U.S. Equity Index ETFs
DFUS Dimensional U.S. Equity ETF $5,935 -0.8%
+7.3%
-18.3% N/A N/A
JPME JPMorgan Diversified Ret US Mid Cap $323 -0.8%
+7.1%
-10.1% +28.9% +8.4%
NSPY Nightshares 500 ETF $4 -0.6%
-0.9%
N/A N/A N/A
QYLG Global X NASDAQ 100 Covered Call & Growth $67 -0.5%
+11.3%
-26.3% +18.3% N/A
XYLG Global X SP500 Covered Call & Growth $51 -0.3%
+5.9%
-15.5% +23.8% N/A

International Equity
DISV Dimensional International Small Cap Value $855 -1.2%
+8.0%
N/A N/A N/A
FPEI First Trust Preferred Secs & Income $1,023 -0.6%
+5.4%
-8.2% +4.6% +7.1%

Emerging Markets Equity
DFAE Dimensional Emerging Core Equity ETF $2,242 -1.1%
+6.2%
-17.5% +3.5% N/A

Corporate/Credit Bonds
JPIE JPMorgan Income ETF $323 -0.6%
+2.0%
-6.1% N/A N/A

Quasi-Equity: REITs, Preferreds, MLPs etc
CCOR The Core Alternative ETF (Active) N/A +0.6%
-3.1%
+2.5% +9.9% +4.0%
CTA Simplify Managed Futures Strat ETF $127 +2.0%
-2.0%
N/A N/A N/A
FIG Simplify Macro Strategy ETF $24 -0.3%
+1.4%
N/A N/A N/A
KMLM KFA Mount Lucas Managed Futures Strategy $252 +0.7%
-3.0%
+30.4% +7.1% N/A
NSPL Nightshares 500 1x 1.5x ETF $9 -0.9%
+6.5%
N/A N/A N/A
PNOV Innovator S&P 500 Power Buffer ETF Nov N/A -0.3%
+5.1%
-2.6% +7.1% +10.4%

US Sectors
DRLL Strive U.S. Energy ETF $403 -0.4%
-2.3%
N/A N/A N/A

Derivatives - Leveraged and Volatility Products
EVEN +2x DIREXION DAILY S&P EQ WGT B2X $3 -1.5%
+14.6%
N/A N/A N/A
SARK -1x AXS Short Innovation Daily ETF $278 +1.5%
-27.9%
+82.0% N/A N/A
SVOL Simplify Volatility Premium $153 -0.4%
+4.5%
-3.2% N/A N/A
TUA Simplify Leveraged Short Term Treasury ETF $88 -1.5%
-0.5%
N/A 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-2023
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