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
VWO Vanguard FTSE Emerging Markets +10.2% +3.6% 16.3 % 1
VEU Vanguard FTSE All-World ex-US +6.3% +0.5% 14.3 % 2
VGK Vanguard Europe +5.4% +0.0% 13.5 % 3
VXUS Vanguard MSCI All Country Ex-US Int'l +6.2% +0.6% 14.4 % 4
IEMG iShares Core MSCI Emerging Markets +9.6% +3.0% 17.4 % 5
EEM iShares MSCI Emerging Markets +9.9% +3.0% 17.9 % 6
EFA iShares MSCI EAFE +5.0% -0.1% 13.6 % 7
IXUS iShares Core MSCI Total Int'l Stock +6.1% +0.5% 14.6 % 8
IEFA iShares Core MSCI EAFE +4.8% -0.1% 13.7 % 9
USFR WisdomTree Floating Rate Treasury ETF +1.5% +0.5% 0.3 % 10
SGOV iShares 0-3 Month Treasury Bond ETF +1.3% +0.4% 0.2 % 11
DVY iShares DJ Select Dividend Index +6.1% +0.2% 14.5 % 12
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.3% +0.4% 0.3 % 13
JPST JPMorgan Ultra-Short Income ETF +1.3% +0.4% 0.5 % 14
SHV Barclays Short-Term Treasury +1.2% +0.4% 0.2 % 15
SDY SPDR S&P U.S. Dividend Aristocrats +4.2% -0.3% 10.7 % 16
SPDW SPDR Portfolio Dev World Ex-US ETF +4.8% -0.3% 14.0 % 17
VEA Vanguard FTSE Developed Ex North America +4.9% -0.3% 14.2 % 18
VT Vanguard FTSE Global All Cap +4.5% -0.7% 13.7 % 19
SCHF Schwab FTSE Developed Market Int'l Equity +4.8% -0.4% 14.0 % 20
IAU iShares COMEX Gold Trust +13.0% -1.0% 17.3 % 21
ACWI iShares MSCI All-World ACWI Index +4.5% -0.7% 13.8 % 22
IGSB iShares Barclays 1-3 Year Credit (2yr) +0.5% +0.3% 3.1 % 23
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.5% +0.3% 3.3 % 24
VGSH Vanguard Short-Term Gov't Bond (2yr) +0.2% +0.2% 2.1 % 25
SHY iShares 1-3 Year Treasury Bond ETF +0.2% +0.2% 2.1 % 26
GLD SPDR Gold Shares +12.9% -1.0% 17.4 % 27
MUB iShares S&P National Muni Bond (2-3yr) -0.5% +0.5% 3.7 % 28
BSV Vanguard Short-Term Bond -0.1% +0.1% 2.9 % 29
VTEB Vanguard Tax Exempt Bond ETF -0.6% +0.4% 3.6 % 30
XLI U.S. Industrials Sector SPDR +6.5% -2.3% 11.4 % 31
VTV Vanguard U.S. LargeCap Value +4.3% -1.8% 10.4 % 32
TIP iShares Barclays TIPS -0.3% +0.0% 5.7 % 33
BNDX Vanguard Total International Bond +0.2% -0.3% 4.4 % 34
COWZ Pacer US Cash Cows 100 ETF +6.1% -5.4% 13.0 % 35
DGRO iShares Core Dividend Growth ETF +3.2% -1.1% 10.4 % 36
VCIT Vanguard Interm Corp Bond (6-7yr) -0.7% +0.0% 7.2 % 37
DFAC Dimensional US Core Equity 2 ETF +4.3% -1.7% 13.8 % 38
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) -1.4% -0.1% 5.8 % 39
IUSB iShares Core Total USD Bond Market -1.1% -0.1% 6.7 % 40
VYM Vanguard High Dividend Yield Index +4.1% -1.8% 11.0 % 41
BND Vanguard Total Bond Market -1.4% -0.2% 6.7 % 42
IWD iShares Russell 1000 Value +4.3% -2.1% 11.4 % 43
IJH iShares Core S&P MidCap 400 Index +6.3% -1.9% 15.4 % 44
XLF U.S. Financial Sector SPDR +4.4% -2.5% 12.0 % 45
VO Vanguard CRSP U.S. Mid Cap +4.3% -1.9% 12.5 % 46
JEPI JPMorgan Equity Premium Income +1.5% -1.2% 9.1 % 47
VOO Vanguard S&P 500 +3.8% -1.4% 13.9 % 48
VIG Vanguard Dividend Appreciation +1.9% -1.4% 10.2 % 49
MDY S&P MidCap 400 SPDRs +6.2% -1.9% 15.4 % 50
AGG iShares Core Total US Bond -1.4% -0.2% 6.7 % 51
BIV Vanguard Barclays Govt-Credit Mix -1.4% -0.2% 7.1 % 52
IVV iShares Core S&P 500 ETF +3.8% -1.4% 14.0 % 53
GOVT iShares Barclays US Treasury (5-6yr) -1.6% -0.2% 5.9 % 54
SPY SPDR S&P 500 Index +3.8% -1.4% 13.9 % 55
SPLG SPDR Portfolio Large Cap +3.8% -1.4% 13.9 % 56
XLE U.S. Energy Sector SPDR +11.7% -5.6% 15.8 % 57
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) +3.8% -1.4% 14.0 % 58
DIA SPDR Dow Jones Industrial Average +0.5% -0.5% 11.5 % 59
SPYG SPDR Portfolio S&P 500 Growth +4.3% -1.1% 20.2 % 60
SCHD Schwab U.S. Dow Jones Dividend 100 +2.0% -1.3% 12.7 % 61
MBB iShares Barclays MBS Bond Fund (2yr) -1.6% -0.2% 8.7 % 62
LQD iShares iBoxx Invest Grade Bond -1.8% -0.2% 9.0 % 63
VBR Vanguard U.S. SmallCap Value +4.7% -1.8% 15.7 % 64
IVE iShares S&P 500 Value Index Fund +3.2% -1.7% 10.8 % 65
USMV iShares MSCI USA Minimum Volatility Index +1.4% -1.5% 8.2 % 66
SPYV SPDR Portfolio S&P 500 Value +3.2% -1.7% 10.7 % 67
IWR iShares Russell Midcap Index Fund +4.2% -2.4% 13.7 % 68
IVW iShares S&P 500 Growth Index Fund +4.2% -1.1% 20.1 % 69
SCHB Schwab Dow Jones U.S. Broad Market +3.8% -1.4% 14.4 % 70
VTI Vanguard Total U.S. Stock Market +3.8% -1.4% 14.2 % 71
IEF iShares Barclays 7-10 Yr Treasury -2.4% -0.4% 7.9 % 72
VV Vanguard MSCI U.S. Large Cap +3.7% -1.4% 14.3 % 73
SMH Market Vectors Semiconductor ETF +13.9% -2.2% 35.4 % 74
IWM iShares Russell 2000 Index Fund +4.1% -1.2% 19.7 % 75
IWB iShares Russell 1000 Index Fund +3.7% -1.5% 14.0 % 76
RSP Invesco S&P 500 Equal Weight (VADAX) +3.4% -2.2% 12.5 % 77
ITOT iShares Core S&P Total US Market +3.7% -1.5% 14.4 % 78
VB Vanguard U.S. Small Cap +4.4% -2.2% 16.9 % 79
IWF iShares Russell 1000 Growth (SWLGX) +3.3% -1.0% 18.9 % 80
GBTC Grayscale Bitcoin Trust ETF +44.3% -7.8% 59.7 % 81
IJR iShares Core S&P SmallCap 600 Index +2.6% -0.5% 18.9 % 82
IBIT iShares Bitcoin Trust ETF +44.5% -7.8% 59.8 % 83
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) +3.7% -1.0% 20.2 % 84
VONG Vanguard Russell 1000 Growth ETF +3.3% -1.0% 19.0 % 85
VHT Vanguard MSCI U.S. Health Care -0.3% -1.7% 10.0 % 86
VXF Vanguard Extended Market ETF +3.9% -1.9% 18.1 % 87
VUG Vanguard U.S. LargeCap Growth (VIGRX) +3.1% -1.1% 20.0 % 88
XLV U.S. Health Care Sector SPDR -0.5% -1.7% 9.4 % 89
QUAL iShares MSCI USA Quality Factor ETF +3.4% -2.1% 14.1 % 90
XLY U.S. Consumer Discret Sector SPDR +0.5% -0.5% 19.4 % 91
VBK Vanguard U.S. Small Cap Growth +3.9% -2.5% 18.9 % 92
QQQ PowerShares Nasdaq-100 Index +1.6% -1.1% 20.2 % 93
QQQM Invesco NASDAQ 100 ETF (Mini) +1.6% -1.1% 20.2 % 94
MGK Vanguard MSCI Mega Cap 300 Growth +2.1% -1.4% 20.6 % 95
TLT iShares Barclays Long-Term Treasury -5.5% -1.4% 14.1 % 96
VGT Vanguard MSCI U.S. Technology +1.1% -1.7% 24.3 % 97
XLK U.S. Technology Sector SPDR +0.3% -1.9% 23.0 % 98
XLC U.S. Communication Services Sector SPDR +0.9% -2.8% 22.1 % 99
VNQ Vanguard MSCI U.S. REIT -2.8% -3.1% 21.6 % 100
through: May 03, 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: Mar 29, 2024
Company
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