ETF 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. Note: Non-subscribers are restricted to screening only the 100 largest ETFs.
  •  
  • Time Period
  • Weight
  • ReturnA
  • %
  • ReturnB
  • %
  • Volatility
  • %
  •  
  • Through
  • Assets >=
  •  as of Aug 31, 2016
  • through: Sep 26, 2016
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
VGT Vanguard MSCI U.S. Technology +16.8% +1.0% 14.6 % 1
QQQ PowerShares Nasdaq-100 Index +15.1% +0.7% 15.0 % 2
XLK U.S. Technology Sector SPDR +14.4% +0.8% 14.9 % 3
SCZ iShares MSCI EAFE Small Cap Index +13.3% +1.8% 15.7 % 4
IBB iShares Nasdaq Biotechnology Index +22.0% +3.3% 21.3 % 5
IEFA iShares Core MSCI EAFE +12.0% +0.8% 16.3 % 6
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq +10.5% +0.2% 13.5 % 7
IWO iShares Russell 2000 Growth +14.8% +0.8% 18.6 % 8
IEMG iShares Core MSCI Emerging Markets +14.9% +1.1% 23.1 % 9
EEM iShares MSCI Emerging Markets +15.0% +0.9% 24.2 % 10
EFA iShares MSCI EAFE +11.6% +0.6% 16.2 % 11
VEA Vanguard FTSE Developed Ex North America +11.6% +0.6% 16.9 % 12
EWJ iShares MSCI Japan Index Fund +11.1% +2.5% 17.9 % 13
VEU Vanguard FTSE All-World ex-US +12.0% +0.6% 17.9 % 14
VBK Vanguard U.S. Small Cap Growth +12.6% +0.4% 17.6 % 15
SCHF Schwab FTSE Developed Market Int'l Equity +11.5% +0.5% 16.7 % 16
VWO Vanguard FTSE Emerging Markets +13.8% +0.6% 22.1 % 17
DXJ WisdomTree Japan Hedged Equity +11.9% +0.8% 18.4 % 18
EZU iShares MSCI EMU Index Fund +13.1% +0.2% 17.3 % 19
BKLN PowerShares S&P-LSTA Senior Loan +3.4% +0.4% 2.1 % 20
VXUS Vanguard MSCI All Country Ex-US Int'l +12.0% +0.4% 18.0 % 21
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +6.7% +0.2% 7.1 % 22
TIP iShares Barclays TIPS +1.3% +0.9% 4.9 % 23
VGK Vanguard Europe +12.3% +0.1% 16.9 % 24
IWM iShares Russell 2000 Index Fund +14.0% +0.1% 18.5 % 25
GLD SPDR Gold Shares +0.7% +1.2% 11.1 % 26
MBB iShares Barclays MBS Bond Fund (2yr) +0.7% +0.5% 1.3 % 27
IAU iShares COMEX Gold Trust +0.6% +1.2% 11.1 % 28
EFAV iShares MSCI EAFE Minimum Volatility +7.0% +0.3% 13.8 % 29
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +7.1% +0.0% 7.3 % 30
ACWI iShares MSCI All-World ACWI Index +10.0% -0.1% 15.3 % 31
SLV iShares Silver Trust +9.1% +3.9% 26.5 % 32
EMB iShares JPM Emerg Markets Bond (7-8yr) +5.1% +0.2% 8.4 % 33
VUG Vanguard MSCI U.S. LargeCap Growth +9.3% -0.4% 14.5 % 34
HEDJ WisdomTree Europe Hedged Equity +11.5% -0.1% 16.0 % 35
VCIT Vanguard Interm Corp Bond (6-7yr) +1.5% +0.4% 4.0 % 36
VHT Vanguard MSCI U.S. Health Care +7.7% -0.1% 13.7 % 37
VB Vanguard U.S. Small Cap +11.5% -0.1% 17.5 % 38
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) -0.3% +0.5% 2.3 % 39
VT Vanguard FTSE Global All Cap +9.9% -0.2% 15.9 % 40
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +0.4% +0.5% 3.8 % 41
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.2% +0.3% 1.2 % 42
BND Vanguard Total Bond Market (4-5yr) +0.6% +0.3% 3.4 % 43
CIU iShares Barclays Intermed Credit (4-5yr) +1.1% +0.1% 2.3 % 44
SCHB Schwab Dow Jones U.S. Broad Market +8.6% -0.7% 14.0 % 45
SHY Barclays Low Duration Treasury (2-yr) -0.1% +0.2% 0.7 % 46
VTI Vanguard Total U.S. Stock Market +8.7% -0.6% 14.3 % 47
VOE Vanguard CRSP U.S. Midcap Value +10.3% -0.5% 16.3 % 48
BNDX Vanguard Total International Bond +1.3% +0.1% 3.3 % 49
IWN iShares Russell 2000 Value +13.1% -0.5% 18.7 % 50
AGG iShares Core Total US Bond (4-5yr) +0.6% +0.2% 3.0 % 51
IJR iShares Core S&P SmallCap 600 Index +11.9% -0.3% 18.0 % 52
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) -0.7% +0.6% 4.3 % 53
IWF iShares Russell 1000 Growth +8.3% -0.9% 13.8 % 54
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.6% +0.1% 1.2 % 55
VV Vanguard MSCI U.S. Large Cap +8.1% -0.8% 13.8 % 56
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.3% +0.1% 0.7 % 57
SCHX Schwab Dow Jones U.S. Large-Cap +8.2% -0.7% 13.9 % 58
LQD iShares iBoxx Invest Grade Bond (7-8yr) +1.9% +0.0% 5.4 % 59
VO Vanguard CRSP U.S. Mid Cap +9.8% -0.7% 15.9 % 60
VBR Vanguard U.S. SmallCap Value +10.7% -0.4% 17.7 % 61
IVW iShares S&P 500 Growth Index Fund +8.5% -0.9% 14.3 % 62
XLF U.S. Financial Sector SPDR +10.0% -2.1% 14.0 % 63
SPY SPDR S&P 500 Index +7.9% -0.9% 13.8 % 64
VOO Vanguard S&P 500 +7.9% -0.9% 13.8 % 65
XLV U.S. Health Care Sector SPDR +6.1% -0.7% 13.0 % 66
IWP iShares Russell Midcap Growth +9.1% -1.3% 15.1 % 67
RSP Guggenheim S&P 500 Equal Weight +9.0% -1.1% 15.3 % 68
PFF iShares S&P US Preferred Stock Index +2.4% -0.7% 6.5 % 69
VNQ Vanguard MSCI U.S. REIT +5.2% +1.3% 21.1 % 70
IJK iShares S&P MidCap 400 Growth +9.3% -1.3% 15.8 % 71
IWR iShares Russell Midcap Index Fund +9.1% -0.9% 16.6 % 72
VTV Vanguard MSCI U.S. LargeCap Value +7.1% -1.2% 13.8 % 73
IWV iShares Russell 3000 Index Fund +8.2% -1.1% 15.0 % 74
IWS iShares Russell Midcap Value +9.1% -0.5% 17.8 % 75
MDY S&P MidCap 400 SPDRs +9.3% -0.9% 17.0 % 76
IWB iShares Russell 1000 Index Fund +7.7% -1.2% 14.4 % 77
DIA SPDR Dow Jones Industrial Average +6.2% -1.5% 12.8 % 78
MUB iShares S&P National Muni Bond (2-3yr) -0.7% -0.5% 1.5 % 79
XLI U.S. Industrials Sector SPDR +8.8% -1.5% 15.1 % 80
IVV iShares Core S&P 500 ETF +7.4% -1.4% 14.3 % 81
SPLV PowerShares S&P 500 Low Volatility Index +2.6% +0.1% 15.6 % 82
VYM Vanguard High Dividend Yield Index +5.5% -1.0% 14.0 % 83
TLT iShares Barclays Long-Term Trsry (15-18yr) -0.5% -0.3% 12.4 % 84
XLY U.S. Consumer Discret Sector SPDR +5.8% -2.3% 13.7 % 85
XLU U.S. Utilities Sector SPDR +0.4% +4.3% 20.2 % 86
VIG Vanguard Dividend Appreciation +5.4% -1.7% 13.8 % 87
DVY iShares DJ Select Dividend Index +5.3% -0.3% 16.7 % 88
AMLP ALPS Alerian MLP Infrastructure Index +4.9% +0.2% 17.8 % 89
IYR iShares Dow Jones Real Estate REIT +4.3% +0.4% 21.2 % 90
IJH iShares Core S&P MidCap 400 Index +8.8% -1.4% 17.3 % 91
IWD iShares Russell 1000 Value +7.1% -1.4% 15.3 % 92
IVE iShares S&P 500 Value Index Fund +6.2% -1.9% 14.8 % 93
USMV iShares MSCI USA Minimum Volatility Index +2.7% -1.0% 15.2 % 94
IJJ iShares S&P MidCap 400 Value +8.4% -1.3% 18.5 % 95
SDY SPDR S&P U.S. Dividend Aristocrats +5.3% -1.4% 15.4 % 96
HDV iShares High Dividend Equity +2.0% -1.6% 15.4 % 97
XLP U.S. Consumer Staples Sector SPDR +0.4% -2.0% 15.3 % 98
XLE U.S. Energy Sector SPDR +4.8% -2.3% 23.0 % 99
GDX Market Vectors Gold Miners Equity Index -1.0% -1.5% 49.9 % 100
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