through: Oct 22, 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

EUSA iShares MSCI USA Equal Weighted ETF $200 -0.7%
+0.7%
+19.0% +14.0% -2.8%
JKK iShares Morningstar Small-Cap Growth ETF $213 +0.4%
+6.4%
+24.7% +8.8% +0.3%
MMTM SPDR S&P 1500 Momentum Tilt ETF $39 -0.1%
+5.8%
+24.4% +6.2% +3.8%
SPYB SPDR S&P 500 Buyback ETF $43 -0.7%
+0.6%
+21.2% +15.3% N/A
VMOT Alpha Architect Value Momentum Trend $129 +0.2%
-7.3%
N/A N/A N/A
VTWV Vanguard Russell 2000 Value ETF $221 -0.3%
-1.1%
+8.1% +31.6% -7.5%

U.S. Sector ETFs

AIEQ AI Powered Equity ETF $206 -0.6%
+5.4%
N/A N/A N/A
AIRR First Trust RBA Amer Indl RenaisTM ETF $196 +0.7%
-6.8%
+16.3% +43.4% -9.5%
IPAY ETFMG Prime Mobile Payments ETF $523 +0.4%
+16.3%
+36.4% +4.6% N/A
XITK SPDR FactSet Innovative Tech ETF $78 +1.7%
+17.0%
+36.0% N/A N/A
XLC U.S. Communication Services Sector SPDR $1,986 -0.1%
-6.5%
N/A N/A N/A
XSW SPDR S&P Software & Services ETF $141 +1.1%
+17.9%
+27.9% +8.5% +7.2%
XWEB SPDR S&P Internet ETF $68 +1.5%
+25.9%
+29.5% N/A N/A

International Equity

GAMR ETFMG Video Game Tech ETF $131 +0.8%
-9.9%
+60.2% N/A N/A
IVAL Alpha Architect Intl Quant Val ETF $103 -0.8%
-13.4%
+31.0% +9.5% -3.6%
SRET Global X SuperDividend REIT ETF $112 -0.5%
-0.8%
+17.7% +23.2% N/A

U.S. Treasury Bonds/TIPS

SPTS SPDR Portfolio Short Term Treasury ETF $565 +0.1%
-0.2%
+0.6% +0.8% +0.9%

Corporate/Credit Bonds

VNLA Janus Henderson Short Duration Inc ETF N/A +0.0%
+1.5%
+2.1% N/A N/A

Commodities

BAR GraniteShares Gold Trust N/A -0.3%
-6.4%
N/A N/A N/A
GLDM SPDR Gold MiniShares Trust N/A -0.2%
-2.8%
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 Sep-2018