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 +15.5% +1.3% 12.7 % 1
XLI U.S. Industrials Sector SPDR +8.5% -1.2% 11.4 % 2
VWO Vanguard FTSE Emerging Markets +6.5% +1.9% 12.8 % 3
IAU iShares COMEX Gold Trust +14.8% +4.0% 17.5 % 4
VEU Vanguard FTSE All-World ex-US +4.4% -0.9% 11.9 % 5
GLD SPDR Gold Shares +14.8% +4.0% 17.6 % 6
IEMG iShares Core MSCI Emerging Markets +6.8% +1.2% 14.1 % 7
EEM iShares MSCI Emerging Markets +6.8% +1.0% 14.3 % 8
VXUS Vanguard MSCI All Country Ex-US Int'l +4.3% -0.8% 12.1 % 9
USFR WisdomTree Floating Rate Treasury ETF +1.5% +0.5% 0.3 % 10
VTV Vanguard U.S. LargeCap Value +5.2% -2.3% 10.0 % 11
SGOV iShares 0-3 Month Treasury Bond ETF +1.3% +0.4% 0.2 % 12
IXUS iShares Core MSCI Total Int'l Stock +4.4% -0.8% 12.2 % 13
VYM Vanguard High Dividend Yield Index +4.7% -2.1% 10.3 % 14
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.3% +0.4% 0.3 % 15
VGK Vanguard Europe +4.4% -0.9% 12.4 % 16
JPST JPMorgan Ultra-Short Income ETF +1.2% +0.4% 0.5 % 17
SHV Barclays Short-Term Treasury +1.2% +0.4% 0.3 % 18
IWD iShares Russell 1000 Value +4.8% -2.5% 11.0 % 19
IGSB iShares Barclays 1-3 Year Credit (2yr) -0.1% -0.3% 2.7 % 20
SHY iShares 1-3 Year Treasury Bond ETF -0.2% -0.1% 1.9 % 21
VGSH Vanguard Short-Term Gov't Bond (2yr) -0.2% -0.1% 1.9 % 22
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) -0.1% -0.3% 2.8 % 23
COWZ Pacer US Cash Cows 100 ETF +8.3% -3.5% 10.9 % 24
SDY SPDR S&P U.S. Dividend Aristocrats +3.7% -1.7% 10.6 % 25
ACWI iShares MSCI All-World ACWI Index +4.1% -1.8% 12.2 % 26
VT Vanguard FTSE Global All Cap +4.0% -1.8% 12.2 % 27
BSV Vanguard Short-Term Bond -0.6% -0.4% 2.7 % 28
DGRO iShares Core Dividend Growth ETF +3.7% -2.0% 9.9 % 29
BNDX Vanguard Total International Bond -0.2% -0.7% 4.2 % 30
EFA iShares MSCI EAFE +3.7% -1.6% 12.1 % 31
JEPI JPMorgan Equity Premium Income +2.2% -1.4% 8.7 % 32
XLF U.S. Financial Sector SPDR +5.6% -2.7% 12.7 % 33
MUB iShares S&P National Muni Bond (2-3yr) -0.9% -0.6% 3.9 % 34
SPDW SPDR Portfolio Dev World Ex-US ETF +3.6% -1.5% 12.1 % 35
SPLG SPDR Portfolio Large Cap +4.2% -2.3% 12.8 % 36
TIP iShares Barclays TIPS -1.0% -0.6% 5.3 % 37
VTEB Vanguard Tax Exempt Bond ETF -0.8% -0.9% 3.8 % 38
DVY iShares DJ Select Dividend Index +3.9% -1.4% 13.9 % 39
VO Vanguard CRSP U.S. Mid Cap +4.4% -2.6% 12.2 % 40
IEFA iShares Core MSCI EAFE +3.4% -1.6% 12.1 % 41
VOO Vanguard S&P 500 +4.2% -2.3% 12.9 % 42
SPY SPDR S&P 500 Index +4.1% -2.3% 12.8 % 43
VEA Vanguard FTSE Developed Ex North America +3.6% -1.6% 12.4 % 44
IVV iShares Core S&P 500 ETF +4.2% -2.3% 12.9 % 45
SPYV SPDR Portfolio S&P 500 Value +3.7% -2.5% 10.3 % 46
SCHF Schwab FTSE Developed Market Int'l Equity +3.6% -1.7% 12.2 % 47
IVE iShares S&P 500 Value Index Fund +3.7% -2.6% 10.4 % 48
IVW iShares S&P 500 Growth Index Fund +4.5% -2.2% 18.7 % 49
VIG Vanguard Dividend Appreciation +2.3% -2.4% 9.6 % 50
SPYG SPDR Portfolio S&P 500 Growth +4.5% -2.2% 18.9 % 51
IUSB iShares Core Total USD Bond Market -1.7% -1.3% 6.1 % 52
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) -2.1% -1.2% 5.5 % 53
VCIT Vanguard Interm Corp Bond (6-7yr) -1.5% -1.2% 6.3 % 54
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) +4.2% -2.4% 13.0 % 55
USMV iShares MSCI USA Minimum Volatility Index +1.8% -2.4% 7.9 % 56
IWB iShares Russell 1000 Index Fund +4.0% -2.4% 13.0 % 57
VV Vanguard MSCI U.S. Large Cap +4.0% -2.4% 13.0 % 58
GOVT iShares Barclays US Treasury (5-6yr) -2.1% -1.3% 5.7 % 59
AGG iShares Core Total US Bond -2.0% -1.4% 6.2 % 60
BND Vanguard Total Bond Market -2.0% -1.4% 6.2 % 61
MDY S&P MidCap 400 SPDRs +4.7% -3.6% 14.1 % 62
IJH iShares Core S&P MidCap 400 Index +4.8% -3.6% 14.3 % 63
RSP Invesco S&P 500 Equal Weight (VADAX) +3.6% -2.9% 11.8 % 64
SCHB Schwab Dow Jones U.S. Broad Market +3.9% -2.5% 13.2 % 65
BIV Vanguard Barclays Govt-Credit Mix -2.2% -1.4% 6.4 % 66
DFAC Dimensional US Core Equity 2 ETF +3.9% -2.8% 12.5 % 67
IWR iShares Russell Midcap Index Fund +4.2% -3.1% 13.1 % 68
XLY U.S. Consumer Discret Sector SPDR +3.6% -1.4% 17.8 % 69
QUAL iShares MSCI USA Quality Factor ETF +4.3% -3.0% 14.0 % 70
ITOT iShares Core S&P Total US Market +3.8% -2.5% 13.3 % 71
VTI Vanguard Total U.S. Stock Market +3.8% -2.7% 13.2 % 72
MBB iShares Barclays MBS Bond Fund (2yr) -2.5% -1.7% 8.1 % 73
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) +3.9% -2.2% 19.0 % 74
LQD iShares iBoxx Invest Grade Bond -2.6% -1.8% 8.0 % 75
IEF iShares Barclays 7-10 Yr Treasury -3.1% -1.8% 7.5 % 76
IBIT iShares Bitcoin Trust ETF +45.4% -9.8% 54.3 % 77
SMH Market Vectors Semiconductor ETF +14.6% -4.2% 32.7 % 78
GBTC Grayscale Bitcoin Trust ETF +45.6% -9.8% 54.5 % 79
SCHD Schwab U.S. Dow Jones Dividend 100 +1.5% -2.8% 12.0 % 80
DIA SPDR Dow Jones Industrial Average +0.6% -2.9% 10.6 % 81
VONG Vanguard Russell 1000 Growth ETF +3.3% -2.4% 17.7 % 82
IWF iShares Russell 1000 Growth (SWLGX) +3.2% -2.5% 17.7 % 83
VUG Vanguard U.S. LargeCap Growth (VIGRX) +3.0% -2.4% 18.7 % 84
VBR Vanguard U.S. SmallCap Value +2.7% -3.4% 14.5 % 85
XLV U.S. Health Care Sector SPDR +0.5% -4.1% 12.2 % 86
VB Vanguard U.S. Small Cap +2.6% -3.8% 15.8 % 87
VXF Vanguard Extended Market ETF +1.7% -3.7% 16.8 % 88
VHT Vanguard MSCI U.S. Health Care +0.1% -4.3% 12.4 % 89
MGK Vanguard MSCI Mega Cap 300 Growth +1.9% -2.8% 19.1 % 90
VBK Vanguard U.S. Small Cap Growth +2.4% -4.4% 17.4 % 91
QQQM Invesco NASDAQ 100 ETF (Mini) +1.2% -2.8% 18.3 % 92
QQQ PowerShares Nasdaq-100 Index +1.2% -2.7% 18.2 % 93
IJR iShares Core S&P SmallCap 600 Index -0.5% -2.7% 17.9 % 94
XLC U.S. Communication Services Sector SPDR +1.4% -3.8% 21.3 % 95
IWM iShares Russell 2000 Index Fund +0.5% -4.0% 18.1 % 96
VGT Vanguard MSCI U.S. Technology -0.4% -3.7% 21.2 % 97
TLT iShares Barclays Long-Term Treasury -5.3% -3.9% 13.9 % 98
XLK U.S. Technology Sector SPDR -1.3% -3.9% 19.4 % 99
VNQ Vanguard MSCI U.S. REIT -4.5% -4.8% 20.4 % 100
through: Apr 29, 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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