through: Feb 20, 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

FDVV Fidelity High Dividend ETF $269 +0.5%
+9.9%
-1.2% +13.9% N/A
SECT Main Sector Rotation ETF $404 +0.2%
+12.7%
-9.7% N/A N/A
SMMV iShares Edge MSCI Min Vol USA Sml Cap ETF $89 +0.0%
+11.3%
+1.2% +14.3% N/A
SPMO Invesco S&P 500 Momentum ETF $57 +0.1%
+12.9%
-0.9% +27.7% N/A
VFMO Vanguard US Momentum Factor ETF $32 -0.1%
+14.9%
N/A N/A N/A

U.S. Sector ETFs

XTL SPDR S&P Telecom ETF $92 +0.5%
+16.7%
-6.6% +0.6% +24.9%

International Equity

HDEF Xtrackers MSCI EAFE High Div Yld Eq ETF $211 +0.4%
+9.6%
N/A N/A N/A

U.S. Treasury Bonds/TIPS

GBIL Goldman Sachs Access Treasury 0-1 Yr ETF $2,935 +0.0%
+0.3%
+1.8% +0.7% N/A
TFLO iShares Treasury Floating Rate Bond ETF $614 +0.0%
+0.3%
+1.8% +1.0% -0.1%

Corporate/Credit Bonds

HYLB Xtrackers USD High Yield Corp Bd ETF $2,390 +0.1%
+5.7%
-1.8% +6.0% N/A
ICSH iShares Ultra Short-Term Bond ETF $965 +0.0%
+0.5%
+2.3% +1.6% +1.3%
USFR WisdomTree Floating Rate Treasury ETF $2,006 +0.0%
+0.3%
+2.0% N/A N/A
VNLA Janus Henderson Short Duration Inc ETF $960 +0.0%
+1.1%
+1.3% +2.1% N/A
VRIG Invesco Variable Rate Invest Grade ETF $415 +0.2%
+1.1%
+0.5% +3.2% N/A

Quasi-Equity: REITs, Preferreds, MLPs etc

FDIV First Trust Strategic Income $78 -0.1%
+7.6%
-4.2% +6.2% +11.9%

Commodities

BAR GraniteShares Gold Trust $447 -0.2%
+4.4%
-1.9% N/A N/A
GLDM SPDR Gold MiniShares Trust $518 -0.1%
+4.4%
N/A N/A N/A

Int'l Bonds / Currencies

FEMB First Trust Emerg Markets Lcl Ccy Bond N/A +0.2%
+4.4%
-7.2% +11.9% N/A

Derivatives - Leveraged and Volatility Products

BRZU +3x Direxion Daily MSCI Brazil Bull 3x ETF $415 -2.7%
+44.0%
-37.2% +30.8% +167.0%
VXXB iPath B S&P 500 VIX S-T Futs ETN $419 -4.0%
-33.2%
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-2019