through: Oct 05, 2022

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 2021 2020 2019

U.S. Equity Index ETFs

CGDV Capital Group Dividend Value $327 -0.4%
-11.1%
N/A N/A N/A
CGGR Capital Group Growth $317 -0.4%
-16.4%
N/A N/A N/A
DFAC Dimensional US Core Equity 2 ETF $14,736 -0.1%
-17.7%
N/A N/A N/A
DFAT Dimensional US Targeted Value ETF $7,036 -0.3%
-11.4%
N/A N/A N/A
DFSV Dimensional US Small Cap Value ETF N/A -0.3%
-5.6%
N/A N/A N/A
JEPQ JPMorgan NASDAQ Equity Premium N/A +0.1%
-11.3%
N/A N/A N/A
SSUS Day Hagan NDR Smart Sector ETF (Active) N/A -0.1%
-20.3%
+28.0% N/A N/A

International Equity

DFAX Dimensional World ex US Core Equity 2 ETF $4,867 -1.0%
-22.2%
N/A N/A N/A
DFIV Dimensional International Value ETF N/A -1.3%
-14.7%
N/A N/A N/A
IDEV iShares Core MSCI Intl Developed Markets N/A -1.2%
-23.5%
+13.0% +8.3% +23.1%

U.S. Treasury Bonds/TIPS

SGOV iShares 0-3 Month Treasury Bond ETF N/A +0.0%
+0.7%
+0.0% N/A N/A

Quasi-Equity: REITs, Preferreds, MLPs etc

ALTL Pacer Lunt Large Cap Alternator ETF N/A -0.2%
-14.8%
+45.3% N/A N/A
BUFR FT Cboe Vest Fund of Buffer ETFs N/A +0.1%
-9.8%
+11.9% N/A N/A
DBMF iMGP DBi Managed Futures Strategy ETF N/A +1.0%
+28.9%
+11.4% +1.8% N/A
HAUZ DWS Xtrackers International Real Estate N/A -1.9%
-28.5%
+9.8% -6.2% N/A
PFFA Virtus InfraCap U.S. Preferred Stock ETF N/A -0.8%
-17.6%
+23.5% -7.9% +32.0%
RLY SPDR SSGA Multi-Asset Real Rtn Active ETF N/A -0.2%
+3.1%
+22.9% -0.6% +15.6%

Commodities

BCI abrdn Bloomberg All Commodity K-1 Free ETF N/A +1.1%
+17.8%
+25.8% -2.8% +7.1%
USOI X-LINKS Crude Oil Covered Call ETN $377 +1.9%
+13.4%
+37.3% -65.4% N/A

US Sectors

CNRG SPDR S&P Kensho Clean Power ETF N/A -3.3%
-1.6%
-15.7% +138.4% +63.2%
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-2022