ETF Screener

Note: Non-subscribers are restricted to screening only the 100 largest ETFs.  Want to backtest the Screener?

The ETFreplay screener is a statistical model that ranks ETFs according to their Relative Strength.  The model has 3-factors: 2 timeframes for returns and 1 timeframe for volatility.  The time period and weight of each factor can be adjusted below.  Click 'Run Model' to update the screener.
  •  
  • Time Period
  • Weight
  • ReturnA
  • %
  • ReturnB
  • %
  • Volatility
  • %
  • Through
  • Assets >=
Factor Weights
ETF Screener factor weights chart
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
VNQ Vanguard MSCI U.S. REIT +18.7% +6.2% 11.4 % 1
DVY iShares DJ Select Dividend Index +12.2% +3.8% 10.3 % 2
SDY SPDR S&P U.S. Dividend Aristocrats +9.9% +2.8% 8.0 % 3
XLF U.S. Financial Sector SPDR +10.6% +4.3% 13.2 % 4
SCHD Schwab U.S. Dow Jones Dividend 100 +9.9% +2.8% 11.2 % 5
RSP Invesco S&P 500 Equal Weight (VADAX) +8.1% +3.2% 11.0 % 6
XLI U.S. Industrials Sector SPDR +9.2% +4.7% 14.8 % 7
GLD SPDR Gold Shares +9.6% +3.0% 13.1 % 8
IAU iShares COMEX Gold Trust +9.7% +3.0% 13.1 % 9
IWR iShares Russell Midcap Index Fund +8.4% +3.1% 13.1 % 10
IWD iShares Russell 1000 Value +8.2% +2.9% 11.0 % 11
DIA SPDR Dow Jones Industrial Average +7.9% +3.0% 11.1 % 12
VTV Vanguard U.S. LargeCap Value +7.8% +2.9% 10.8 % 13
DGRO iShares Core Dividend Growth ETF +8.0% +2.6% 9.7 % 14
IUSV iShares Core U.S. Value +7.8% +2.7% 9.8 % 15
VO Vanguard CRSP U.S. Mid Cap +7.8% +3.0% 12.5 % 16
JEPI JPMorgan Equity Premium Income +6.6% +2.8% 6.8 % 17
IVE iShares S&P 500 Value Index Fund +7.7% +2.7% 9.3 % 18
VBR Vanguard U.S. SmallCap Value +10.9% +4.0% 17.6 % 19
SPYV SPDR Portfolio S&P 500 Value +7.6% +2.7% 9.5 % 20
VYM Vanguard High Dividend Yield Index +7.4% +2.9% 11.7 % 21
VIG Vanguard Dividend Appreciation +7.4% +2.7% 10.6 % 22
VB Vanguard U.S. Small Cap +9.8% +3.6% 18.2 % 23
USMV iShares MSCI USA Minimum Volatility Index +8.5% +1.5% 8.5 % 24
IJR iShares Core S&P SmallCap 600 Index +12.2% +3.7% 21.3 % 25
XLY U.S. Consumer Discret Sector SPDR +9.1% +5.1% 20.1 % 26
IWM iShares Russell 2000 Index Fund +12.0% +3.9% 22.5 % 27
VXF Vanguard Extended Market ETF +9.6% +3.4% 19.7 % 28
LQD iShares iBoxx Invest Grade Bond +6.0% +1.6% 5.0 % 29
VCIT Vanguard Interm Corp Bond (6-7yr) +5.6% +1.5% 3.6 % 30
VHT Vanguard MSCI U.S. Health Care +7.8% +0.9% 8.6 % 31
IJH iShares Core S&P MidCap 400 Index +7.4% +2.7% 17.4 % 32
BIV Vanguard Barclays Govt-Credit Mix +5.4% +1.2% 4.0 % 33
MDY S&P MidCap 400 SPDRs +7.3% +2.6% 17.4 % 34
COWZ Pacer US Cash Cows 100 ETF +6.1% +2.4% 15.3 % 35
DFAC Dimensional US Core Equity 2 ETF +6.1% +2.3% 15.3 % 36
IUSB iShares Core Total USD Bond Market +4.9% +1.2% 3.8 % 37
XLV U.S. Health Care Sector SPDR +6.9% +0.8% 8.5 % 38
MBB iShares Barclays MBS Bond Fund (2yr) +5.1% +1.2% 4.2 % 39
AGG iShares Core Total US Bond +4.9% +1.2% 4.0 % 40
ITOT iShares Core S&P Total US Market +5.4% +2.1% 15.3 % 41
VTI Vanguard Total U.S. Stock Market +5.3% +2.0% 15.2 % 42
TIP iShares Barclays TIPS +3.9% +1.5% 3.8 % 43
BND Vanguard Total Bond Market +4.8% +1.1% 4.0 % 44
VEA Vanguard FTSE Developed Ex North America +6.4% +1.6% 15.7 % 45
IEFA iShares Core MSCI EAFE +6.4% +1.7% 15.7 % 46
VT Vanguard FTSE Global All Cap +5.3% +1.8% 14.9 % 47
SCHB Schwab Dow Jones U.S. Broad Market +5.3% +2.0% 15.2 % 48
IGSB iShares Barclays 1-3 Year Credit (2yr) +3.8% +1.1% 1.8 % 49
SCHF Schwab FTSE Developed Market Int'l Equity +6.4% +1.6% 15.6 % 50
TLT iShares Barclays Long-Term Treasury +6.7% +0.9% 12.1 % 51
SPDW SPDR Portfolio Dev World Ex-US ETF +6.4% +1.7% 15.9 % 52
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +3.7% +1.1% 1.7 % 53
IEF iShares Barclays 7-10 Yr Treasury +5.3% +1.0% 5.1 % 54
IWB iShares Russell 1000 Index Fund +5.2% +2.0% 15.3 % 55
VEU Vanguard FTSE All-World ex-US +5.7% +1.5% 15.1 % 56
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) +4.9% +1.9% 15.1 % 57
EFA iShares MSCI EAFE +5.8% +1.6% 15.4 % 58
VXUS Vanguard MSCI All Country Ex-US Int'l +5.6% +1.5% 15.3 % 59
XLC U.S. Communication Services Sector SPDR +5.6% +1.5% 15.3 % 60
VGK Vanguard Europe +5.1% +1.5% 14.0 % 61
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) +4.6% +1.0% 3.7 % 62
VOO Vanguard S&P 500 +4.8% +1.9% 14.8 % 63
SPLG SPDR Portfolio Large Cap +4.7% +1.8% 14.7 % 64
VMBS Vanguard Mortgage-Backed Bonds +4.7% +1.1% 4.1 % 65
BSV Vanguard Short-Term Bond +3.5% +1.0% 1.9 % 66
IVV iShares Core S&P 500 ETF +4.8% +1.8% 14.9 % 67
SPY SPDR S&P 500 Index +4.7% +1.8% 14.8 % 68
IXUS iShares Core MSCI Total Int'l Stock +5.4% +1.5% 15.4 % 69
VGSH Vanguard Short-Term Gov't Bond (2yr) +3.0% +0.9% 1.5 % 70
SHY iShares 1-3 Year Treasury Bond ETF +3.0% +0.9% 1.6 % 71
GOVT iShares Barclays US Treasury (5-6yr) +4.4% +0.9% 4.2 % 72
VV Vanguard MSCI U.S. Large Cap +4.8% +1.9% 15.6 % 73
BNDX Vanguard Total International Bond +3.2% +0.6% 3.1 % 74
VTEB Vanguard Tax Exempt Bond ETF +2.3% +0.8% 2.1 % 75
SHV Barclays Short-Term Treasury +1.4% +0.5% 0.3 % 76
JPST JPMorgan Ultra-Short Income ETF +1.8% +0.5% 0.7 % 77
QUAL iShares MSCI USA Quality Factor ETF +3.8% +1.0% 13.9 % 78
MUB iShares S&P National Muni Bond (2-3yr) +2.2% +0.6% 2.4 % 79
SGOV iShares 0-3 Month Treasury Bond ETF +1.3% +0.4% 0.3 % 80
VWO Vanguard FTSE Emerging Markets +3.1% +1.1% 14.1 % 81
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.3% +0.4% 0.3 % 82
IUSG iShares Core U.S. Growth +2.6% +1.2% 20.8 % 83
VONG Vanguard Russell 1000 Growth ETF +2.4% +1.1% 21.1 % 84
IBIT iShares Bitcoin Trust ETF -2.8% +2.5% 53.1 % 85
SPYG SPDR Portfolio S&P 500 Growth +2.7% +1.1% 21.3 % 86
IVW iShares S&P 500 Growth Index Fund +2.7% +1.1% 21.4 % 87
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) +2.8% +0.9% 21.1 % 88
IWF iShares Russell 1000 Growth (SWLGX) +2.3% +1.1% 21.2 % 89
IEMG iShares Core MSCI Emerging Markets +2.4% +0.4% 15.8 % 90
VUG Vanguard U.S. LargeCap Growth (VIGRX) +2.3% +0.8% 20.8 % 91
EEM iShares MSCI Emerging Markets +2.2% +0.3% 16.2 % 92
MGK Vanguard MSCI Mega Cap 300 Growth +2.1% +0.7% 21.1 % 93
XLE U.S. Energy Sector SPDR -0.7% +0.1% 18.8 % 94
QQQ PowerShares Nasdaq-100 Index +0.6% +0.2% 22.8 % 95
QQQM Invesco NASDAQ 100 ETF (Mini) +0.6% +0.2% 22.8 % 96
VGT Vanguard MSCI U.S. Technology -0.1% -0.4% 27.8 % 97
IYW iShares DJ U.S. Technology Sector -1.0% -0.3% 27.0 % 98
XLK U.S. Technology Sector SPDR -2.1% -0.9% 30.4 % 99
SMH Market Vectors Semiconductor ETF -10.3% -3.8% 46.4 % 100
through: Sep 19, 2024
Categories

U.S. Equity
International Equity
Emerging Markets Equity
Commodities
U.S. Treasury Bonds / TIPS
Corporate / Credit Bonds
REITs, Preferreds etc
Currencies
Leveraged / Inverse
Other (Incl. Illiquid)
Notes:

For detailed information on how the ETF screener calculates relative strength see how the screener works

All returns are Total Return, which includes the receipt and reinvestment of any dividends and distributions

Volatility is the annualized standard deviation of daily returns

The full universe of Exchange Traded Funds from which the screener draws will grow over time as new ETFs pass the minimum lookback period required to qualify for the model

Assets data as of: Aug 01, 2024
Company
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