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
XLE U.S. Energy Sector SPDR +16.5% +3.5% 12.6 % 1
VWO Vanguard FTSE Emerging Markets +4.3% +0.5% 11.8 % 2
VTV Vanguard U.S. LargeCap Value +5.3% -2.7% 10.0 % 3
VYM Vanguard High Dividend Yield Index +4.6% -2.5% 10.3 % 4
XLI U.S. Industrials Sector SPDR +8.1% -2.8% 11.3 % 5
SDY SPDR S&P U.S. Dividend Aristocrats +3.7% -2.3% 10.4 % 6
USFR WisdomTree Floating Rate Treasury ETF +1.5% +0.5% 0.3 % 7
IWD iShares Russell 1000 Value +5.0% -3.0% 11.0 % 8
SGOV iShares 0-3 Month Treasury Bond ETF +1.3% +0.4% 0.2 % 9
VGK Vanguard Europe +4.6% -2.3% 11.9 % 10
DGRO iShares Core Dividend Growth ETF +3.7% -2.5% 10.0 % 11
IAU iShares COMEX Gold Trust +15.4% +6.3% 18.0 % 12
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.3% +0.4% 0.3 % 13
IEMG iShares Core MSCI Emerging Markets +4.8% -0.3% 13.1 % 14
VEU Vanguard FTSE All-World ex-US +3.9% -2.5% 11.2 % 15
GLD SPDR Gold Shares +15.4% +6.3% 18.2 % 16
SHV Barclays Short-Term Treasury +1.2% +0.3% 0.3 % 17
SPYV SPDR Portfolio S&P 500 Value +4.0% -3.0% 10.4 % 18
EEM iShares MSCI Emerging Markets +4.7% -0.6% 13.3 % 19
JPST JPMorgan Ultra-Short Income ETF +1.2% +0.3% 0.5 % 20
XLF U.S. Financial Sector SPDR +6.6% -2.4% 13.0 % 21
VXUS Vanguard MSCI All Country Ex-US Int'l +3.7% -2.4% 11.3 % 22
IVE iShares S&P 500 Value Index Fund +3.9% -3.0% 10.6 % 23
IXUS iShares Core MSCI Total Int'l Stock +3.6% -2.5% 11.4 % 24
COWZ Pacer US Cash Cows 100 ETF +7.5% -4.1% 10.4 % 25
VGSH Vanguard Short-Term Gov't Bond (2yr) -0.2% -0.4% 2.0 % 26
DVY iShares DJ Select Dividend Index +4.0% -1.8% 14.0 % 27
IGSB iShares Barclays 1-3 Year Credit (2yr) -0.2% -0.8% 2.8 % 28
SHY iShares 1-3 Year Treasury Bond ETF -0.3% -0.5% 2.0 % 29
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) -0.3% -0.8% 2.9 % 30
JEPI JPMorgan Equity Premium Income +2.1% -2.3% 8.6 % 31
BSV Vanguard Short-Term Bond -0.6% -0.9% 2.8 % 32
ACWI iShares MSCI All-World ACWI Index +3.5% -3.4% 11.4 % 33
EFA iShares MSCI EAFE +3.5% -3.4% 11.5 % 34
VO Vanguard CRSP U.S. Mid Cap +4.3% -3.8% 12.0 % 35
USMV iShares MSCI USA Minimum Volatility Index +2.1% -2.6% 7.7 % 36
BNDX Vanguard Total International Bond -0.5% -1.7% 4.1 % 37
VTEB Vanguard Tax Exempt Bond ETF -0.9% -1.4% 3.7 % 38
VT Vanguard FTSE Global All Cap +3.5% -3.3% 11.4 % 39
MUB iShares S&P National Muni Bond (2-3yr) -0.9% -1.2% 3.8 % 40
VIG Vanguard Dividend Appreciation +2.4% -3.2% 9.7 % 41
SPDW SPDR Portfolio Dev World Ex-US ETF +3.4% -3.3% 11.5 % 42
TIP iShares Barclays TIPS -1.2% -1.7% 5.5 % 43
SCHF Schwab FTSE Developed Market Int'l Equity +3.5% -3.5% 11.7 % 44
RSP Invesco S&P 500 Equal Weight (VADAX) +3.5% -3.8% 11.6 % 45
DFAC Dimensional US Core Equity 2 ETF +3.7% -4.0% 12.0 % 46
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) +3.7% -3.8% 12.3 % 47
SPLG SPDR Portfolio Large Cap +3.5% -3.7% 12.1 % 48
SPY SPDR S&P 500 Index +3.5% -3.8% 12.1 % 49
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) -2.3% -2.3% 5.6 % 50
VEA Vanguard FTSE Developed Ex North America +3.3% -3.5% 11.8 % 51
IEFA iShares Core MSCI EAFE +3.1% -3.5% 11.5 % 52
GOVT iShares Barclays US Treasury (5-6yr) -2.2% -2.5% 6.2 % 53
IVV iShares Core S&P 500 ETF +3.5% -3.8% 12.1 % 54
IWR iShares Russell Midcap Index Fund +4.2% -4.3% 12.9 % 55
IUSB iShares Core Total USD Bond Market -2.0% -2.5% 6.1 % 56
VOO Vanguard S&P 500 +3.5% -3.8% 12.1 % 57
VCIT Vanguard Interm Corp Bond (6-7yr) -1.9% -2.5% 6.4 % 58
IJH iShares Core S&P MidCap 400 Index +5.0% -4.8% 14.1 % 59
QUAL iShares MSCI USA Quality Factor ETF +3.8% -4.3% 13.1 % 60
BND Vanguard Total Bond Market -2.2% -2.7% 6.3 % 61
IWB iShares Russell 1000 Index Fund +3.5% -3.9% 12.2 % 62
MDY S&P MidCap 400 SPDRs +4.9% -4.8% 14.0 % 63
VV Vanguard MSCI U.S. Large Cap +3.4% -3.9% 12.2 % 64
AGG iShares Core Total US Bond -2.3% -2.7% 6.3 % 65
SCHD Schwab U.S. Dow Jones Dividend 100 +1.4% -3.3% 12.0 % 66
BIV Vanguard Barclays Govt-Credit Mix -2.5% -2.8% 6.5 % 67
SCHB Schwab Dow Jones U.S. Broad Market +3.4% -4.0% 12.5 % 68
VTI Vanguard Total U.S. Stock Market +3.3% -4.0% 12.4 % 69
ITOT iShares Core S&P Total US Market +3.3% -4.0% 12.5 % 70
MBB iShares Barclays MBS Bond Fund (2yr) -2.8% -3.2% 8.0 % 71
GBTC Grayscale Bitcoin Trust ETF +62.5% -5.9% 56.0 % 72
IBIT iShares Bitcoin Trust ETF +62.0% -5.8% 56.0 % 73
SMH Market Vectors Semiconductor ETF +10.3% -5.6% 31.5 % 74
DIA SPDR Dow Jones Industrial Average +0.6% -4.1% 10.4 % 75
IEF iShares Barclays 7-10 Yr Treasury -3.3% -3.4% 7.6 % 76
LQD iShares iBoxx Invest Grade Bond -3.2% -3.6% 8.0 % 77
SPYG SPDR Portfolio S&P 500 Growth +3.2% -4.3% 17.3 % 78
IVW iShares S&P 500 Growth Index Fund +3.1% -4.4% 17.1 % 79
VBR Vanguard U.S. SmallCap Value +2.9% -4.8% 14.5 % 80
VONG Vanguard Russell 1000 Growth ETF +2.3% -4.6% 16.2 % 81
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) +2.9% -4.4% 17.4 % 82
XLV U.S. Health Care Sector SPDR +1.4% -5.3% 12.2 % 83
VB Vanguard U.S. Small Cap +3.0% -5.4% 15.5 % 84
IWF iShares Russell 1000 Growth (SWLGX) +2.2% -4.7% 16.1 % 85
XLY U.S. Consumer Discret Sector SPDR +2.2% -5.5% 14.9 % 86
VUG Vanguard U.S. LargeCap Growth (VIGRX) +1.9% -4.6% 17.2 % 87
VXF Vanguard Extended Market ETF +2.2% -5.6% 16.4 % 88
VHT Vanguard MSCI U.S. Health Care +0.9% -5.7% 12.3 % 89
VBK Vanguard U.S. Small Cap Growth +2.8% -6.5% 16.8 % 90
QQQ PowerShares Nasdaq-100 Index -0.3% -4.6% 17.1 % 91
XLC U.S. Communication Services Sector SPDR +1.0% -4.7% 18.3 % 92
QQQM Invesco NASDAQ 100 ETF (Mini) -0.3% -4.6% 17.1 % 93
MGK Vanguard MSCI Mega Cap 300 Growth +0.8% -5.1% 17.5 % 94
IJR iShares Core S&P SmallCap 600 Index -0.6% -4.6% 17.8 % 95
IWM iShares Russell 2000 Index Fund +0.5% -6.3% 17.5 % 96
TLT iShares Barclays Long-Term Treasury -5.7% -7.0% 14.2 % 97
XLK U.S. Technology Sector SPDR -3.0% -5.3% 18.7 % 98
VGT Vanguard MSCI U.S. Technology -2.4% -5.6% 19.9 % 99
VNQ Vanguard MSCI U.S. REIT -5.1% -6.7% 20.8 % 100
through: Apr 25, 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
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