through: Jul 19, 2019

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 2018 2017 2016

U.S. Equity Index ETFs

CSF VictoryShares US Discov Enh Vol Wtd $93 +0.0%
-4.5%
-11.7% +12.4% +18.7%
ESGV Vanguard ESG US Stock ETF $503 -0.7%
+21.6%
N/A N/A N/A
FLQL Franklin LibertyQ US Equity ETF $1,288 -0.6%
+19.3%
-2.8% N/A N/A
GSEW Goldman Sachs Equal Weight US Large Cap $134 -0.3%
+21.6%
-8.1% N/A N/A
LGLV SPDR SSGRA US Large Cap Low Vol ETF $568 -0.9%
+24.0%
+0.3% +17.8% +11.3%
MILN Global X Milennials Thematic ETF $56 -1.0%
+29.0%
+2.6% +24.5% N/A
QUS SPDR MSCI USA StrategicFactors ETF $340 -0.5%
+21.4%
-3.6% +21.7% +9.7%
SMLF iShares Edge MSCI Multifct SmCp $247 -0.3%
+12.7%
-8.4% +12.7% +20.6%
ULVM USAA MSCI USA Value Momentum Blend ETF $459 -0.4%
+15.9%
-12.1% N/A N/A
USMF Wisdomtree US Multifactor $101 -0.5%
+17.5%
-4.7% N/A N/A
VFMV Vanguard US Minimum Volatility ETF $41 -0.6%
+20.2%
N/A N/A N/A
XMVM Invesco S&P Midcap Value With Momentum $51 +1.1%
+18.4%
-9.6% +2.8% +28.7%

U.S. Sector ETFs

CAPE Barclays ETN+ Shiller CAPE $159 -0.5%
+22.9%
-3.5% +21.4% +18.1%

International Equity

UIVM USAA MSCI Intl Val Mom Blend ETF $323 -0.3%
+10.7%
-17.4% N/A N/A
VSGX Vanguard ESG International Stock ETF $324 -0.3%
+13.6%
N/A N/A N/A

Corporate/Credit Bonds

BNDW Vanguard Total World Bond ETF $140 +0.0%
+6.6%
N/A N/A N/A
IGEB iShares Edge Invest Grade Enh Bd $100 -0.1%
+10.5%
-2.1% N/A N/A

Derivatives - Leveraged and Volatility Products

PFFL +2x ETRACS Mnthly Pay Lvrgd Pref Stock ETN $25 +0.1%
+23.4%
N/A N/A N/A
TAIL Cambria Tail Risk ETF $56 -0.6%
-11.5%
+2.9% N/A N/A
UJB +2x Proshares Ultra High Yield Bond $5 +0.0%
+18.6%
-6.1% +11.7% +29.1%
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 Jun-2019