through: Sep 13, 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

BELT Blackrock LT US Concentrated Equity $6 +0.8%
-3.2%
N/A N/A N/A
FELG Fidelity Enhncd Lrg Cap Gowth $2,661 +0.5%
+23.3%
N/A N/A N/A
GARP iShares MSCI USA Quality GARP N/A +0.5%
+26.2%
+42.9% -26.7% +28.0%
QQQI NEOS Nasdaq-100 High Income ETF (Active) N/A +0.5%
+10.7%
N/A N/A N/A
TCAF T Rowe Price Capital Appreciation ETF $1,918 +0.6%
+18.1%
N/A N/A N/A
TDVI FT Vest Technology Dividend ETF N/A +1.2%
+21.3%
N/A N/A N/A
XSMO Invesco S&P SmallCap Momentum ETF $1,194 +2.7%
+13.9%
+21.5% -15.5% +19.2%

International Equity

DFIC Dimensional Int'l Core Equity 2 ETF $6,398 +0.4%
+9.5%
+17.3% N/A N/A
DIVI Franklin Intl Core Dividend Tilt Index ETF $893 +0.2%
+9.1%
+19.0% -1.2% +17.0%
EDEN iShares MSCI Denmark ETF $278 +1.0%
+18.5%
+18.0% -11.4% +14.8%
SHLD Global X Defense Tech ETF N/A +0.7%
+32.8%
N/A N/A N/A
SPGM SPDR MSCI Global Stock Market ETF $815 +0.5%
+14.6%
+21.3% -17.5% +21.1%

Quasi-Equity: REITs, Preferreds, MLPs etc

BUFB Innovator Laddered Alloc Buffer ETF $141 +0.1%
+12.4%
+20.5% N/A N/A
DFAR Dimensional US Real Estate ETF N/A +1.0%
+15.0%
+11.0% N/A N/A
FEPI REX FANG & Innovation Eq Premium Income $374 +0.4%
+7.9%
N/A N/A N/A
PFFV Global X Variable Rate Preferred ETF $254 +0.3%
+8.8%
+10.7% -13.8% +6.3%

Derivatives - Leveraged and Volatility Products

AAPB +2x Graniteshares 2x Long AAPL $30 -0.5%
+19.9%
+77.1% N/A N/A
METU +2x Direxion Daily META Bull N/A -0.5%
+5.8%
N/A N/A N/A
MSFU +2x Direxion Daily MSFT Bull $109 +1.5%
+14.6%
+83.0% N/A N/A
NVDL +2x GraniteShares 2x Long NVDA $3,961 -0.3%
+278.9%
+431.9% 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 Aug-2024