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 Mar 31, 2016
  • through: Apr 29, 2016
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +8.0% +3.4% 7.0 % 1
RWX SPDR DJ International Real Estate +12.3% +3.1% 11.1 % 2
GLD SPDR Gold Shares +15.6% +5.7% 16.5 % 3
IAU iShares COMEX Gold Trust +15.8% +5.7% 16.6 % 4
XLI U.S. Industrials Sector SPDR +12.9% +0.8% 10.9 % 5
SLV iShares Silver Trust +24.9% +18.4% 22.2 % 6
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +7.3% +3.0% 6.4 % 7
VBR Vanguard U.S. SmallCap Value +12.9% +2.0% 14.5 % 8
GDX Market Vectors Gold Miners Equity Index +81.8% +28.4% 47.4 % 9
XLE U.S. Energy Sector SPDR +16.8% +10.5% 21.7 % 10
IWS iShares Russell Midcap Value +12.2% +1.8% 12.7 % 11
AMLP ALPS Alerian MLP Infrastructure Index +21.6% +15.2% 30.7 % 12
SDY SPDR S&P U.S. Dividend Aristocrats +12.5% +0.4% 10.4 % 13
IWN iShares Russell 2000 Value +11.3% +2.0% 14.6 % 14
IVE iShares S&P 500 Value Index Fund +9.7% +1.6% 11.6 % 15
HDV iShares High Dividend Equity +8.2% +0.6% 9.0 % 16
IWD iShares Russell 1000 Value +9.5% +1.6% 11.9 % 17
VB Vanguard U.S. Small Cap +11.2% +1.5% 13.9 % 18
VTV Vanguard MSCI U.S. LargeCap Value +8.4% +1.1% 11.0 % 19
RSP Guggenheim S&P 500 Equal Weight +10.4% +0.8% 12.5 % 20
EMB iShares JPM Emerg Markets Bond (7-8yr) +6.8% +1.3% 4.4 % 21
IWR iShares Russell Midcap Index Fund +10.5% +0.6% 11.9 % 22
DIA SPDR Dow Jones Industrial Average +8.8% +0.0% 9.4 % 23
VYM Vanguard High Dividend Yield Index +8.0% +0.3% 9.4 % 24
IJH iShares Core S&P MidCap 400 Index +11.3% +0.7% 13.8 % 25
LQD iShares iBoxx Invest Grade Bond (7-8yr) +6.3% +1.2% 4.0 % 26
DVY iShares DJ Select Dividend Index +11.0% +0.1% 11.8 % 27
VOE Vanguard CRSP U.S. Midcap Value +10.3% +0.7% 12.7 % 28
IJR iShares Core S&P SmallCap 600 Index +10.7% +0.9% 15.9 % 29
MDY S&P MidCap 400 SPDRs +11.1% +0.6% 14.0 % 30
IWM iShares Russell 2000 Index Fund +9.6% +1.2% 14.9 % 31
XLF U.S. Financial Sector SPDR +7.9% +2.7% 16.0 % 32
VXUS Vanguard MSCI All Country Ex-US Int'l +7.9% +3.2% 17.5 % 33
VWO Vanguard FTSE Emerging Markets +13.5% +0.7% 20.0 % 34
IEMG iShares Core MSCI Emerging Markets +12.2% +0.9% 18.6 % 35
VEU Vanguard FTSE All-World ex-US +7.9% +2.9% 17.3 % 36
PFF iShares S&P US Preferred Stock Index +3.3% +1.5% 3.5 % 37
EEM iShares MSCI Emerging Markets +12.5% +0.7% 19.5 % 38
VT Vanguard FTSE Global All Cap +7.9% +1.2% 13.0 % 39
SCZ iShares MSCI EAFE Small Cap Index +7.6% +1.9% 15.0 % 40
VO Vanguard CRSP U.S. Mid Cap +10.1% +0.1% 12.2 % 41
VCIT Vanguard Interm Corp Bond (6-7yr) +4.5% +0.8% 3.0 % 42
ACWI iShares MSCI All-World ACWI Index +7.5% +1.4% 12.8 % 43
EWG iShares MSCI Germany Index +7.8% +2.8% 19.3 % 44
VTI Vanguard Total U.S. Stock Market +7.8% +0.0% 10.5 % 45
SCHB Schwab Dow Jones U.S. Broad Market +7.7% +0.0% 10.4 % 46
IWB iShares Russell 1000 Index Fund +7.6% -0.1% 10.3 % 47
EFAV iShares MSCI EAFE Minimum Volatility +5.9% +2.2% 12.0 % 48
VGK Vanguard Europe +6.4% +3.5% 16.5 % 49
CIU iShares Barclays Intermed Credit (4-5yr) +2.8% +0.5% 2.1 % 50
SCHF Schwab FTSE Developed Market Int'l Equity +6.4% +3.5% 17.2 % 51
MUB iShares S&P National Muni Bond (2-3yr) +1.1% +0.7% 1.6 % 52
VEA Vanguard MSCI Euro Pacific +6.3% +3.5% 17.2 % 53
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +2.7% +0.5% 3.5 % 54
IWP iShares Russell Midcap Growth +8.6% -0.6% 11.9 % 55
SCHX Schwab Dow Jones U.S. Large-Cap +7.3% -0.2% 10.2 % 56
CSJ iShares Barclays 1-3 Year Credit (2yr) +1.1% +0.4% 0.8 % 57
IJK iShares S&P MidCap 400 Growth +8.1% -0.1% 13.5 % 58
VV Vanguard MSCI U.S. Large Cap +7.2% -0.2% 10.1 % 59
AGG iShares Core Total US Bond (4-5yr) +2.0% +0.3% 2.4 % 60
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +1.8% +0.3% 1.1 % 61
EZU iShares MSCI EMU Index Fund +6.2% +3.4% 18.3 % 62
BND Vanguard Total Bond Market (4-5yr) +2.2% +0.3% 2.6 % 63
VIG Vanguard Dividend Appreciation +7.1% -1.1% 8.9 % 64
IVV iShares Core S&P 500 ETF +7.2% -0.2% 10.2 % 65
TIP iShares Barclays TIPS +3.1% +0.1% 4.6 % 66
IWO iShares Russell 2000 Growth +7.9% +0.3% 16.6 % 67
SPY SPDR S&P 500 Index +7.1% -0.3% 10.2 % 68
USMV iShares MSCI USA Minimum Volatility Index +6.6% -1.2% 8.3 % 69
IEFA iShares Core MSCI EAFE +5.7% +3.2% 17.4 % 70
MBB iShares Barclays MBS Bond Fund (2yr) +0.7% +0.1% 1.0 % 71
XLY U.S. Consumer Discret Sector SPDR +7.3% -0.3% 11.0 % 72
VHT Vanguard MSCI U.S. Health Care +5.8% +1.7% 15.7 % 73
VOO Vanguard S&P 500 +7.0% -0.3% 10.3 % 74
XLV U.S. Health Care Sector SPDR +5.4% +1.8% 15.5 % 75
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.9% +0.1% 1.5 % 76
EFA iShares MSCI EAFE +5.3% +3.3% 17.5 % 77
IWV iShares Russell 3000 Index Fund +7.3% -0.3% 11.1 % 78
SHY Barclays Low Duration Treasury (2-yr) +0.3% +0.1% 0.7 % 79
OEF iShares S&P U.S. 100 Index +6.1% -0.4% 9.8 % 80
BNDX Vanguard Total International Bond +1.8% -0.2% 2.0 % 81
VUG Vanguard MSCI U.S. LargeCap Growth +5.9% -1.6% 9.9 % 82
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +0.7% -0.1% 2.4 % 83
VNQ Vanguard MSCI U.S. REIT +7.5% -2.2% 12.5 % 84
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +1.3% -0.1% 4.7 % 85
IWF iShares Russell 1000 Growth +5.8% -1.7% 9.8 % 86
SPLV PowerShares S&P 500 Low Volatility Index +6.2% -1.7% 10.5 % 87
IVW iShares S&P 500 Growth Index Fund +4.7% -2.2% 9.7 % 88
FXI iShares FTSE China 25 Index Fund +7.5% -0.1% 24.5 % 89
XLU U.S. Utilities Sector SPDR +7.4% -2.8% 15.9 % 90
HEDJ WisdomTree Europe Hedged Equity +0.9% +1.9% 18.6 % 91
TLT iShares Barclays Long-Term Trsry (15-18yr) +2.2% -1.0% 10.7 % 92
XLP U.S. Consumer Staples Sector SPDR +3.6% -2.5% 11.5 % 93
EWJ iShares MSCI Japan Index Fund -0.7% +2.6% 27.3 % 94
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq -1.6% +1.6% 20.3 % 95
XLK U.S. Technology Sector SPDR +2.7% -5.7% 11.9 % 96
VGT Vanguard MSCI U.S. Technology +2.8% -5.4% 12.8 % 97
QQQ PowerShares Nasdaq-100 Index +1.8% -4.2% 13.2 % 98
IBB iShares Nasdaq Biotechnology Index +0.4% -0.1% 31.9 % 99
DXJ WisdomTree Japan Hedged Equity -13.6% -2.8% 41.8 % 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