through: Jun 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

CRBN iShares MSCI ACWI Low Carbon Target ETF $426 +0.7%
+16.9%
-9.8% +23.5% +6.4%
ESGV Vanguard ESG US Stock ETF $411 +0.4%
+19.2%
N/A N/A N/A
FLQL Franklin LibertyQ US Equity ETF $1,130 +0.5%
+17.2%
-2.8% N/A N/A
GSEW Goldman Sachs Equal Weight US Large Cap $123 +0.5%
+19.5%
-8.1% N/A N/A
JKI iShares Morningstar Mid-Cap Value ETF $443 +0.6%
+13.8%
-10.9% +12.6% +24.4%
LGLV SPDR SSGRA US Large Cap Low Vol ETF $439 +0.5%
+21.9%
+0.3% +17.8% +11.3%
MILN Global X Milennials Thematic ETF $48 +0.7%
+27.0%
+2.6% +24.5% N/A
PXMV Invesco Russell MidCap Pure Value ETF $48 +0.7%
+18.2%
-9.6% +2.8% +28.7%
QUS SPDR MSCI USA StrategicFactors ETF $303 +0.5%
+19.0%
-3.6% +21.7% +9.7%
RVRS Reverse Cap Weighted US Large Cap ETF $9 +0.5%
+18.2%
-10.2% N/A N/A
SMLF iShares Edge MSCI Multifct SmCp N/A +0.6%
+12.6%
-8.4% +12.7% +20.6%
ULVM USAA MSCI USA Value Momentum Blend ETF $427 +0.6%
+14.1%
-12.1% N/A N/A
VFMV Vanguard US Minimum Volatility ETF $37 +0.6%
+18.1%
N/A N/A N/A

U.S. Sector ETFs

CAPE Barclays ETN+ Shiller CAPE $147 +0.3%
+19.8%
-3.5% +21.4% +18.1%

International Equity

UIVM USAA MSCI Intl Val Mom Blend ETF $303 +0.5%
+10.2%
-17.4% N/A N/A
VSGX Vanguard ESG International Stock ETF $266 +0.6%
+12.3%
N/A N/A N/A

Corporate/Credit Bonds

BNDW Vanguard Total World Bond ETF $126 +0.2%
+5.9%
N/A N/A N/A
IGEB iShares Edge Invest Grade Enh Bd N/A +0.6%
+9.8%
-2.1% N/A N/A

Derivatives - Leveraged and Volatility Products

PFFL +2x ETRACS Mnthly Pay Lvrgd Pref Stock ETN $24 +0.1%
+17.2%
N/A N/A N/A
UJB +2x Proshares Ultra High Yield Bond $3 +0.6%
+19.2%
-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 May-2019