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 May 31, 2016
  • through: Jun 24, 2016
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
XLU U.S. Utilities Sector SPDR +4.7% +4.7% 8.3 % 1
VNQ Vanguard MSCI U.S. REIT +4.8% +2.9% 7.7 % 2
TLT iShares Barclays Long-Term Trsry (15-18yr) +5.3% +4.6% 13.7 % 3
IYR iShares Dow Jones Real Estate REIT +4.6% +2.1% 8.5 % 4
LQD iShares iBoxx Invest Grade Bond (7-8yr) +3.6% +1.9% 4.3 % 5
VCIT Vanguard Interm Corp Bond (6-7yr) +3.5% +1.8% 3.7 % 6
EMB iShares JPM Emerg Markets Bond (7-8yr) +3.8% +1.5% 6.4 % 7
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +4.9% +0.2% 8.4 % 8
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +3.1% +2.3% 7.0 % 9
MUB iShares S&P National Muni Bond (2-3yr) +2.8% +1.4% 3.1 % 10
SPLV PowerShares S&P 500 Low Volatility Index +3.4% +1.5% 9.2 % 11
AMLP ALPS Alerian MLP Infrastructure Index +23.9% +3.3% 18.6 % 12
DVY iShares DJ Select Dividend Index +3.6% +0.9% 11.6 % 13
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +4.3% +0.1% 8.4 % 14
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +2.9% +1.8% 4.8 % 15
BND Vanguard Total Bond Market (4-5yr) +2.3% +1.3% 3.5 % 16
CIU iShares Barclays Intermed Credit (4-5yr) +2.2% +1.2% 2.3 % 17
AGG iShares Core Total US Bond (4-5yr) +2.1% +1.3% 3.2 % 18
SLV iShares Silver Trust +16.8% +8.8% 23.7 % 19
GLD SPDR Gold Shares +8.1% +8.1% 23.2 % 20
TIP iShares Barclays TIPS +2.3% +1.2% 4.8 % 21
IAU iShares COMEX Gold Trust +8.0% +8.2% 23.3 % 22
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +1.9% +1.4% 4.1 % 23
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +1.7% +0.9% 2.0 % 24
USMV iShares MSCI USA Minimum Volatility Index +3.1% +0.8% 8.8 % 25
PFF iShares S&P US Preferred Stock Index +3.0% +0.4% 4.5 % 26
SDY SPDR S&P U.S. Dividend Aristocrats +3.3% +0.1% 12.4 % 27
BKLN PowerShares S&P-LSTA Senior Loan +2.4% -0.5% 3.9 % 28
BNDX Vanguard Total International Bond +1.5% +0.7% 3.1 % 29
HDV iShares High Dividend Equity +3.3% +0.1% 11.0 % 30
GDX Market Vectors Gold Miners Equity Index +37.5% +16.4% 54.2 % 31
MBB iShares Barclays MBS Bond Fund (2yr) +1.2% +0.6% 1.6 % 32
BSV Vanguard Short-Tm Bond Mix (2-3yr) +1.1% +0.8% 2.0 % 33
CSJ iShares Barclays 1-3 Year Credit (2yr) +1.1% +0.5% 1.1 % 34
XLE U.S. Energy Sector SPDR +9.3% +0.2% 20.8 % 35
IWN iShares Russell 2000 Value +4.9% -0.6% 18.0 % 36
XLP U.S. Consumer Staples Sector SPDR +1.6% +0.9% 10.3 % 37
SHY Barclays Low Duration Treasury (2-yr) +0.6% +0.4% 1.2 % 38
IWM iShares Russell 2000 Index Fund +4.9% -0.8% 18.7 % 39
XLV U.S. Health Care Sector SPDR +3.5% -1.8% 14.9 % 40
VHT Vanguard MSCI U.S. Health Care +4.0% -1.9% 15.6 % 41
IJR iShares Core S&P SmallCap 600 Index +4.1% -0.6% 19.3 % 42
IWS iShares Russell Midcap Value +3.4% -1.2% 16.6 % 43
VB Vanguard U.S. Small Cap +4.0% -1.2% 18.8 % 44
VYM Vanguard High Dividend Yield Index +1.8% -0.9% 14.0 % 45
IWO iShares Russell 2000 Growth +4.6% -1.2% 20.9 % 46
VBR Vanguard U.S. SmallCap Value +3.3% -1.3% 18.8 % 47
IJJ iShares S&P MidCap 400 Value +3.1% -0.9% 19.4 % 48
VIG Vanguard Dividend Appreciation +0.8% -1.0% 12.5 % 49
IJK iShares S&P MidCap 400 Growth +3.2% -2.0% 17.6 % 50
IJH iShares Core S&P MidCap 400 Index +3.2% -1.4% 18.8 % 51
MDY S&P MidCap 400 SPDRs +3.1% -1.5% 18.9 % 52
IWD iShares Russell 1000 Value +2.2% -2.0% 16.5 % 53
IWR iShares Russell Midcap Index Fund +1.9% -1.7% 17.5 % 54
VTV Vanguard MSCI U.S. LargeCap Value +1.4% -1.7% 15.7 % 55
VOE Vanguard CRSP U.S. Midcap Value +1.6% -1.5% 18.4 % 56
IVE iShares S&P 500 Value Index Fund +1.5% -1.9% 16.5 % 57
SCHB Schwab Dow Jones U.S. Broad Market +1.1% -2.2% 15.3 % 58
VTI Vanguard Total U.S. Stock Market +1.1% -2.3% 15.6 % 59
SCHX Schwab Dow Jones U.S. Large-Cap +0.7% -2.4% 15.1 % 60
DIA SPDR Dow Jones Industrial Average -0.2% -2.2% 14.4 % 61
RSP Guggenheim S&P 500 Equal Weight +1.1% -2.2% 17.6 % 62
VV Vanguard MSCI U.S. Large Cap +0.6% -2.3% 15.2 % 63
VO Vanguard CRSP U.S. Mid Cap +1.3% -2.0% 18.4 % 64
VOO Vanguard S&P 500 +0.6% -2.4% 15.0 % 65
IWV iShares Russell 3000 Index Fund +0.9% -2.3% 15.8 % 66
IVV iShares Core S&P 500 ETF +0.6% -2.4% 15.1 % 67
IWB iShares Russell 1000 Index Fund +0.7% -2.4% 15.6 % 68
IVW iShares S&P 500 Growth Index Fund -0.5% -2.9% 14.4 % 69
SPY SPDR S&P 500 Index +0.5% -2.5% 15.4 % 70
VUG Vanguard MSCI U.S. LargeCap Growth -0.2% -3.0% 14.8 % 71
IWP iShares Russell Midcap Growth +0.6% -2.0% 17.6 % 72
IWF iShares Russell 1000 Growth -0.8% -2.8% 14.8 % 73
VWO Vanguard FTSE Emerging Markets -0.6% +0.0% 27.5 % 74
XLI U.S. Industrials Sector SPDR -0.8% -1.9% 17.5 % 75
EEM iShares MSCI Emerging Markets -1.7% -0.6% 29.0 % 76
IEMG iShares Core MSCI Emerging Markets -1.5% -0.8% 27.6 % 77
XLY U.S. Consumer Discret Sector SPDR -1.9% -3.2% 15.5 % 78
VT Vanguard FTSE Global All Cap +0.1% -3.1% 23.2 % 79
XLK U.S. Technology Sector SPDR -2.4% -3.2% 16.3 % 80
EWJ iShares MSCI Japan Index Fund -0.8% -2.6% 23.3 % 81
VGT Vanguard MSCI U.S. Technology -1.9% -3.8% 18.4 % 82
ACWI iShares MSCI All-World ACWI Index -0.7% -3.6% 23.1 % 83
QQQ PowerShares Nasdaq-100 Index -2.4% -4.6% 17.4 % 84
XLF U.S. Financial Sector SPDR -0.8% -6.1% 23.0 % 85
RWX SPDR DJ International Real Estate -1.0% -4.4% 31.3 % 86
EFAV iShares MSCI EAFE Minimum Volatility -1.9% -4.2% 25.7 % 87
IBB iShares Nasdaq Biotechnology Index -1.1% -8.9% 28.4 % 88
VEU Vanguard FTSE All-World ex-US -2.1% -4.9% 33.7 % 89
VXUS Vanguard MSCI All Country Ex-US Int'l -2.3% -5.1% 34.0 % 90
SCHF Schwab FTSE Developed Market Int'l Equity -2.6% -5.9% 34.8 % 91
VEA Vanguard MSCI Euro Pacific -2.7% -6.0% 35.4 % 92
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq -4.3% -6.9% 30.2 % 93
SCZ iShares MSCI EAFE Small Cap Index -2.8% -7.0% 36.1 % 94
IEFA iShares Core MSCI EAFE -3.3% -6.8% 37.0 % 95
EFA iShares MSCI EAFE -3.4% -6.7% 37.1 % 96
HEDJ WisdomTree Europe Hedged Equity -5.0% -8.3% 37.3 % 97
VGK Vanguard Europe -5.1% -9.4% 47.0 % 98
DXJ WisdomTree Japan Hedged Equity -11.9% -9.8% 38.1 % 99
EZU iShares MSCI EMU Index Fund -6.7% -10.0% 50.0 % 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