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.
ETF Screener factor weights chart
  •  
  • Time Period
  • Weight
  • ReturnA
  • %
  • ReturnB
  • %
  • Volatility
  • %
  • Through
  • Assets >=
  •  as of Aug 29, 2014
  • through: Sep 22, 2014
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
DIA SPDR Dow Jones Industrial Average +2.0% +1.1% 5.3 % 1
OEF iShares S&P U.S. 100 Index +3.4% +1.1% 6.3 % 2
XLV U.S. Health Care Sector SPDR +7.1% +2.8% 8.3 % 3
XLB U.S. Materials Sector SPDR +1.9% +1.0% 5.8 % 4
VTV Vanguard MSCI U.S. LargeCap Value +1.8% +1.2% 6.0 % 5
VYM Vanguard High Dividend Yield Index +1.8% +1.0% 5.8 % 6
XLP U.S. Consumer Staples Sector SPDR +1.5% +1.8% 6.2 % 7
XLF U.S. Financial Sector SPDR +3.1% +2.0% 7.6 % 8
IVV iShares Core S&P 500 ETF +2.1% +0.5% 6.2 % 9
XLK U.S. Technology Sector SPDR +5.3% +0.3% 7.1 % 10
VOO Vanguard S&P 500 +2.2% +0.5% 6.4 % 11
SPY SPDR S&P 500 Index +2.1% +0.4% 6.3 % 12
IVE iShares S&P 500 Value Index Fund +1.1% +0.7% 6.3 % 13
IVW iShares S&P 500 Growth Index Fund +3.1% +0.2% 7.0 % 14
HDV iShares High Dividend Equity +1.1% +1.5% 6.9 % 15
IWD iShares Russell 1000 Value +1.0% +0.5% 6.2 % 16
VV Vanguard MSCI U.S. Large Cap +2.0% +0.3% 6.5 % 17
DXJ WisdomTree Japan Hedged Equity +5.6% +4.2% 11.8 % 18
IWB iShares Russell 1000 Index Fund +1.8% +0.2% 6.5 % 19
FLOT iShares Barclays Inv Gr Floating Rate +0.1% +0.1% 0.3 % 20
AMLP ALPS Alerian MLP Infrastructure Index +3.4% +0.4% 8.4 % 21
QQQ PowerShares Nasdaq-100 Index +7.0% +0.2% 8.8 % 22
IBB iShares Nasdaq Biotechnology Index +7.9% +2.3% 18.3 % 23
IYW iShares DJ U.S. Technology Sector +5.8% +0.1% 8.6 % 24
MBB iShares Barclays MBS Bond Fund (2yr) +0.4% +0.0% 2.2 % 25
VIG Vanguard Dividend Appreciation +0.2% +0.7% 5.6 % 26
SHY Barclays Low Duration Treasury (2-yr) +0.1% +0.0% 0.8 % 27
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.2% -0.1% 1.2 % 28
BND Vanguard Total Bond Market (4-5yr) +0.6% -0.4% 2.3 % 29
AMJ J.P. Morgan Alerian MLP Index +4.6% +0.9% 11.1 % 30
IWF iShares Russell 1000 Growth +2.5% -0.1% 7.5 % 31
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.2% -0.1% 1.0 % 32
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.1% +0.0% 0.7 % 33
AGG iShares Core Total US Bond (4-5yr) +0.5% -0.5% 2.1 % 34
CIU iShares Barclays Intermed Credit (4-5yr) +0.2% -0.4% 1.9 % 35
VTI Vanguard Total U.S. Stock Market +1.3% +0.0% 6.9 % 36
IWV iShares Russell 3000 Index Fund +1.3% +0.0% 6.9 % 37
PFF iShares S&P US Preferred Stock Index +0.6% -0.7% 4.0 % 38
VGT Vanguard MSCI U.S. Technology +4.8% -0.3% 8.6 % 39
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +0.5% -0.8% 2.9 % 40
SDY SPDR S&P U.S. Dividend Aristocrats +0.1% +0.1% 5.4 % 41
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +1.0% -1.0% 4.0 % 42
VCIT Vanguard Interm Corp Bond (6-7yr) +0.5% -0.8% 3.2 % 43
VUG Vanguard MSCI U.S. LargeCap Growth +2.3% -0.7% 7.7 % 44
SPLV PowerShares S&P 500 Low Volatility Index -0.3% +0.5% 6.6 % 45
RSP Rydex S&P Equal Stock Weight +0.6% -0.4% 6.7 % 46
HYS PIMCO BofA ML 0-5 Yr High Yield (2-3yr) -1.1% -0.5% 1.4 % 47
BKLN PowerShares S&P-LSTA Senior Loan -0.6% -0.6% 2.2 % 48
XLY U.S. Consumer Discret Sector SPDR +2.4% -1.3% 7.6 % 49
SJNK SPDR Barcap Short-Term High Yield (2yr) -1.2% -0.5% 1.5 % 50
LQD iShares iBoxx Invest Grade Bond (7-8yr) +0.5% -1.1% 4.4 % 51
XLI U.S. Industrials Sector SPDR -1.1% -0.1% 6.0 % 52
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) -1.1% -0.8% 3.1 % 53
EMB iShares JPM Emerg Markets Bond (7-8yr) -0.1% -0.9% 5.0 % 54
IWP iShares Russell Midcap Growth +0.8% -0.7% 8.4 % 55
VO Vanguard CRSP U.S. Mid Cap +0.5% -0.8% 7.5 % 56
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) -1.3% -1.0% 3.0 % 57
TLT iShares Barclays Long-Term Trsry (15-18yr) +3.7% -1.9% 11.2 % 58
ACWI iShares MSCI All-World ACWI Index -0.6% -0.8% 7.1 % 59
IWR iShares Russell Midcap Index Fund +0.0% -1.0% 7.9 % 60
TIP iShares Barclays TIPS -1.5% -2.4% 4.2 % 61
FXI iShares FTSE China 25 Index Fund +6.3% -4.3% 18.4 % 62
IWS iShares Russell Midcap Value -0.6% -1.1% 7.3 % 63
DVY iShares DJ Select Dividend Index -1.7% -0.5% 8.0 % 64
FEZ SPDR Euro STOXX 50 -6.5% +1.9% 10.3 % 65
EZU iShares MSCI EMU Index Fund -7.1% +0.9% 9.9 % 66
XLU U.S. Utilities Sector SPDR -1.7% +0.3% 14.6 % 67
IJK iShares S&P MidCap 400 Growth -0.9% -1.2% 8.7 % 68
IJH iShares Core S&P MidCap 400 Index -1.4% -1.7% 8.3 % 69
EWJ iShares MSCI Japan Index Fund -1.7% -1.0% 8.3 % 70
EWG iShares MSCI Germany Index -7.6% +0.7% 10.8 % 71
MDY S&P MidCap 400 SPDRs -1.5% -1.7% 8.4 % 72
VWO Vanguard FTSE Emerging Markets +0.8% -3.7% 14.7 % 73
VGK Vanguard Europe -5.3% +0.0% 9.4 % 74
VEA Vanguard MSCI Euro Pacific -4.0% -1.4% 7.8 % 75
IJJ iShares S&P MidCap 400 Value -1.8% -2.1% 8.3 % 76
EFA iShares MSCI EAFE -4.4% -1.2% 8.0 % 77
IEMG iShares Core MSCI Emerging Markets +0.1% -3.8% 12.6 % 78
SCZ iShares MSCI EAFE Small Cap Index -6.0% -3.1% 7.3 % 79
VEU Vanguard FTSE All-World ex-US -2.9% -1.8% 8.9 % 80
VBR Vanguard U.S. SmallCap Value -2.3% -2.1% 9.3 % 81
RWX SPDR DJ International Real Estate -2.2% -4.9% 8.4 % 82
VB Vanguard U.S. Small Cap -2.8% -2.1% 9.9 % 83
EWU iShares MSCI United Kingdom Index -4.0% -1.0% 11.9 % 84
EEM iShares MSCI Emerging Markets -0.8% -4.4% 13.7 % 85
IJR iShares Core S&P SmallCap 600 Index -3.8% -2.4% 10.6 % 86
IWO iShares Russell 2000 Growth -3.7% -1.9% 13.5 % 87
IYR iShares Dow Jones Real Estate REIT -1.6% -4.7% 13.0 % 88
IWN iShares Russell 2000 Value -5.0% -3.0% 10.4 % 89
IDV iShares DJ Int'l Select Dividend -7.3% -3.6% 9.0 % 90
EWY iShares MSCI South Korea Index Fund -2.4% -5.2% 11.6 % 91
IWM iShares Russell 2000 Index Fund -4.4% -2.5% 12.0 % 92
VNQ Vanguard MSCI U.S. REIT -2.1% -4.8% 14.3 % 93
DBC PowerShares DB Commodity Index -12.5% -5.6% 8.9 % 94
GLD SPDR Gold Shares -7.9% -5.1% 10.0 % 95
IAU iShares COMEX Gold Trust -8.0% -5.2% 9.9 % 96
XLE U.S. Energy Sector SPDR -8.3% -4.3% 13.7 % 97
EWZ iShares MSCI Brazil Index Fund -4.2% -7.7% 30.9 % 98
SLV iShares Silver Trust -14.8% -8.6% 14.3 % 99
GDX Market Vectors Gold Miners Equity Index -15.6% -15.0% 28.1 % 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