through: Feb 21, 2024

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 2023 2022 2021

U.S. Equity Index ETFs

SMMD Shares Russell 2500 ETF N/A -0.3%
-0.2%
+17.7% -18.5% +18.3%

International Equity

JGLO JPMorgan Global Select Equity ETF $980 +0.3%
+5.1%
N/A N/A N/A
JIRE JP Morgan Int'l Res Enhanced Equity $6,248 +0.1%
+2.7%
+20.0% N/A N/A

U.S. Treasury Bonds/TIPS

TBIL US Treasury 3 Month Bill ETF N/A +0.0%
+0.7%
+5.1% N/A N/A

Corporate/Credit Bonds

CLOA Blackrock AAA CLO ETF $61 +0.0%
+1.3%
N/A N/A N/A
JAAA Janus Henderson AAA CLO ETF $5,338 +0.0%
+1.2%
+8.6% +0.5% +1.4%

Quasi-Equity: REITs, Preferreds, MLPs etc

EALT Innovator US Equity 5 to 15 Buffer Qtrly $15 +0.2%
+3.3%
N/A N/A N/A
FTHI First Trust BuyWrite Income ETF N/A +0.1%
+3.8%
+20.7% -4.4% +13.9%
GPIQ NASDAQ 100 Core Premium Income ETF $22 -0.3%
+3.7%
N/A N/A N/A
GPIX Goldman Sachs S&P 500 Core Premium Income $23 -0.1%
+3.9%
N/A N/A N/A
HELO JP Morgan Hedged Equity ETF $204 +0.1%
+3.0%
N/A N/A N/A
LGH HCM Defender 500 Index ETF $301 +0.3%
+5.2%
+24.2% -27.4% +39.9%
QQQY Defiance Nasdaq 100 Enhanced Opts Income $275 -0.1%
+1.3%
N/A N/A N/A
VPN Global X Data Center REITs $51 -0.5%
+0.8%
+18.9% -30.9% +20.3%

Int'l Bonds / Currencies

FBTC Fidelity Wise Origin Bitcoin N/A -2.0%
+9.1%
N/A N/A N/A
IBIT iShares Bitcoin Trust ETF N/A -2.0%
+9.2%
N/A N/A N/A

US Sectors

BTEK Blackrock Future Tech ETF $14 -1.8%
+4.3%
+33.1% -49.9% +0.7%
MAGS Roundhill Magnificent Seven $36 -0.1%
+8.8%
N/A N/A N/A
SEMI Columbia Seligman Semiconductor ETF $31 +0.1%
+2.0%
+45.4% N/A N/A

Derivatives - Leveraged and Volatility Products

SVIX -1x Short VIX Futures ETF $135 +0.8%
+1.2%
+157.4% 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 Dec-2023