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: Oct 22, 2014
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +2.0% +2.2% 4.2 % 1
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +2.9% +2.9% 5.6 % 2
TLT iShares Barclays Long-Term Trsry (15-18yr) +6.3% +5.4% 12.4 % 3
AGG iShares Core Total US Bond (4-5yr) +1.8% +1.7% 3.2 % 4
MBB iShares Barclays MBS Bond Fund (2yr) +1.8% +1.4% 2.9 % 5
LQD iShares iBoxx Invest Grade Bond (7-8yr) +1.6% +1.9% 4.1 % 6
BND Vanguard Total Bond Market (4-5yr) +1.6% +1.6% 2.8 % 7
XLU U.S. Utilities Sector SPDR +3.8% +4.9% 13.5 % 8
CIU iShares Barclays Intermed Credit (4-5yr) +1.0% +1.1% 2.7 % 9
VCIT Vanguard Interm Corp Bond (6-7yr) +1.3% +1.6% 4.3 % 10
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.8% +0.8% 1.7 % 11
VNQ Vanguard MSCI U.S. REIT +0.9% +6.8% 12.6 % 12
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.8% +0.8% 2.5 % 13
IYR iShares Dow Jones Real Estate REIT +0.8% +5.6% 12.0 % 14
PFF iShares S&P US Preferred Stock Index +0.8% +1.0% 3.6 % 15
SHY Barclays Low Duration Treasury (2-yr) +0.5% +0.5% 1.0 % 16
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.3% +0.3% 0.9 % 17
FLOT iShares Barclays Inv Gr Floating Rate +0.0% -0.1% 0.5 % 18
XLP U.S. Consumer Staples Sector SPDR +2.0% +0.1% 14.2 % 19
TIP iShares Barclays TIPS -0.8% +1.3% 4.9 % 20
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) -0.4% +0.8% 9.1 % 21
EMB iShares JPM Emerg Markets Bond (7-8yr) -0.7% +0.6% 4.6 % 22
SPLV PowerShares S&P 500 Low Volatility Index +0.7% +0.8% 14.6 % 23
HYS PIMCO BofA ML 0-5 Yr High Yield (2-3yr) -0.7% +0.2% 5.1 % 24
BKLN PowerShares S&P-LSTA Senior Loan -1.0% -0.4% 5.1 % 25
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) -1.1% +0.3% 8.8 % 26
SJNK SPDR Barcap Short-Term High Yield (2yr) -1.2% -0.2% 5.5 % 27
SDY SPDR S&P U.S. Dividend Aristocrats -0.2% -0.7% 15.6 % 28
DVY iShares DJ Select Dividend Index -0.9% +0.3% 15.0 % 29
HDV iShares High Dividend Equity -1.6% -2.5% 14.3 % 30
IAU iShares COMEX Gold Trust -4.0% +2.0% 10.6 % 31
GLD SPDR Gold Shares -4.0% +2.0% 10.4 % 32
IBB iShares Nasdaq Biotechnology Index +8.2% -1.1% 28.4 % 33
VIG Vanguard Dividend Appreciation -2.3% -2.8% 16.5 % 34
VYM Vanguard High Dividend Yield Index -2.1% -2.9% 16.7 % 35
XLV U.S. Health Care Sector SPDR +2.2% -3.1% 23.1 % 36
IWS iShares Russell Midcap Value -3.4% -2.2% 18.0 % 37
XLF U.S. Financial Sector SPDR -1.2% -3.4% 19.7 % 38
VUG Vanguard MSCI U.S. LargeCap Growth -1.8% -3.0% 20.2 % 39
AMLP ALPS Alerian MLP Infrastructure Index -0.8% -2.1% 25.5 % 40
VV Vanguard MSCI U.S. Large Cap -2.6% -3.4% 18.7 % 41
IWF iShares Russell 1000 Growth -1.9% -3.3% 19.9 % 42
OEF iShares S&P U.S. 100 Index -2.5% -3.8% 18.4 % 43
RWX SPDR DJ International Real Estate -7.5% -2.2% 13.6 % 44
SPY SPDR S&P 500 Index -2.5% -3.4% 18.7 % 45
IVV iShares Core S&P 500 ETF -2.5% -3.4% 18.9 % 46
VOO Vanguard S&P 500 -2.5% -3.4% 18.8 % 47
IVW iShares S&P 500 Growth Index Fund -1.9% -3.3% 20.2 % 48
IWV iShares Russell 3000 Index Fund -2.9% -3.4% 18.8 % 49
IJJ iShares S&P MidCap 400 Value -4.1% -2.3% 18.6 % 50
VTI Vanguard Total U.S. Stock Market -2.9% -3.3% 18.8 % 51
IWB iShares Russell 1000 Index Fund -2.7% -3.4% 18.9 % 52
QQQ PowerShares Nasdaq-100 Index -0.5% -3.5% 22.4 % 53
RSP Rydex S&P Equal Stock Weight -3.0% -3.1% 19.2 % 54
IVE iShares S&P 500 Value Index Fund -3.2% -3.5% 17.5 % 55
XLY U.S. Consumer Discret Sector SPDR -2.7% -3.2% 20.2 % 56
IWR iShares Russell Midcap Index Fund -3.0% -3.1% 20.0 % 57
DIA SPDR Dow Jones Industrial Average -3.1% -4.2% 17.7 % 58
IWN iShares Russell 2000 Value -5.1% -1.9% 18.8 % 59
IJR iShares Core S&P SmallCap 600 Index -4.4% -2.1% 19.3 % 60
VO Vanguard CRSP U.S. Mid Cap -3.0% -3.0% 20.4 % 61
IWD iShares Russell 1000 Value -3.6% -3.6% 17.9 % 62
VBR Vanguard U.S. SmallCap Value -4.6% -2.7% 19.0 % 63
VTV Vanguard MSCI U.S. LargeCap Value -3.3% -3.8% 18.0 % 64
IJH iShares Core S&P MidCap 400 Index -4.1% -2.9% 19.8 % 65
XLI U.S. Industrials Sector SPDR -3.0% -2.9% 23.2 % 66
MDY S&P MidCap 400 SPDRs -4.1% -3.0% 20.0 % 67
XLK U.S. Technology Sector SPDR -2.8% -4.4% 20.5 % 68
IWP iShares Russell Midcap Growth -2.7% -3.7% 22.6 % 69
IWM iShares Russell 2000 Index Fund -4.7% -2.7% 21.5 % 70
ACWI iShares MSCI All-World ACWI Index -6.3% -4.7% 17.7 % 71
VB Vanguard U.S. Small Cap -4.8% -3.1% 20.4 % 72
EWJ iShares MSCI Japan Index Fund -7.8% -5.9% 17.3 % 73
AMJ J.P. Morgan Alerian MLP Index -2.8% -4.0% 33.4 % 74
IJK iShares S&P MidCap 400 Growth -4.0% -3.5% 21.2 % 75
VEU Vanguard FTSE All-World ex-US -9.6% -6.1% 17.5 % 76
IYW iShares DJ U.S. Technology Sector -3.1% -5.1% 22.3 % 77
DBC PowerShares DB Commodity Index -13.9% -6.5% 13.3 % 78
VGT Vanguard MSCI U.S. Technology -3.3% -5.0% 21.9 % 79
SLV iShares Silver Trust -15.9% -3.1% 19.5 % 80
SCZ iShares MSCI EAFE Small Cap Index -10.8% -5.2% 18.6 % 81
VEA Vanguard MSCI Euro Pacific -10.1% -6.3% 18.0 % 82
FXI iShares FTSE China 25 Index Fund -4.6% -4.0% 20.5 % 83
EWY iShares MSCI South Korea Index Fund -11.7% -8.5% 16.3 % 84
EFA iShares MSCI EAFE -10.2% -6.4% 18.6 % 85
IWO iShares Russell 2000 Growth -4.3% -3.5% 24.2 % 86
IEMG iShares Core MSCI Emerging Markets -8.6% -5.7% 19.0 % 87
XLB U.S. Materials Sector SPDR -3.7% -5.4% 23.0 % 88
DXJ WisdomTree Japan Hedged Equity -3.2% -8.5% 22.8 % 89
EEM iShares MSCI Emerging Markets -9.4% -5.6% 20.1 % 90
IDV iShares DJ Int'l Select Dividend -11.9% -5.3% 19.8 % 91
VWO Vanguard FTSE Emerging Markets -8.0% -5.1% 21.4 % 92
EWU iShares MSCI United Kingdom Index -11.4% -7.1% 20.7 % 93
VGK Vanguard Europe -11.4% -7.3% 21.3 % 94
EWG iShares MSCI Germany Index -14.8% -9.1% 20.8 % 95
EZU iShares MSCI EMU Index Fund -13.1% -8.5% 23.4 % 96
FEZ SPDR Euro STOXX 50 -12.9% -9.3% 23.2 % 97
XLE U.S. Energy Sector SPDR -15.7% -8.6% 26.7 % 98
GDX Market Vectors Gold Miners Equity Index -21.6% -8.0% 44.1 % 99
EWZ iShares MSCI Brazil Index Fund -19.7% -11.6% 56.6 % 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