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 Oct 31, 2014
  • through: Nov 25, 2014
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
XLP U.S. Consumer Staples Sector SPDR +8.2% +4.9% 5.9 % 1
VIG Vanguard Dividend Appreciation +5.0% +4.9% 5.6 % 2
VYM Vanguard High Dividend Yield Index +4.5% +4.5% 4.6 % 3
SDY SPDR S&P U.S. Dividend Aristocrats +5.8% +4.5% 5.8 % 4
XLI U.S. Industrials Sector SPDR +6.7% +5.2% 7.0 % 5
IVW iShares S&P 500 Growth Index Fund +4.7% +4.6% 5.8 % 6
DIA SPDR Dow Jones Industrial Average +4.7% +5.2% 6.0 % 7
XLK U.S. Technology Sector SPDR +4.8% +5.2% 6.9 % 8
QQQ PowerShares Nasdaq-100 Index +5.6% +4.7% 6.9 % 9
IVV iShares Core S&P 500 ETF +3.9% +4.4% 5.5 % 10
IWF iShares Russell 1000 Growth +4.2% +4.5% 5.8 % 11
VGT Vanguard MSCI U.S. Technology +4.8% +5.8% 8.1 % 12
VOO Vanguard S&P 500 +3.9% +4.4% 5.6 % 13
VUG Vanguard MSCI U.S. LargeCap Growth +4.1% +4.5% 6.6 % 14
VV Vanguard MSCI U.S. Large Cap +3.7% +4.4% 5.6 % 15
IWB iShares Russell 1000 Index Fund +3.5% +4.3% 5.4 % 16
SPY SPDR S&P 500 Index +3.9% +4.4% 5.6 % 17
XLF U.S. Financial Sector SPDR +4.9% +4.1% 6.2 % 18
XLV U.S. Health Care Sector SPDR +8.4% +4.6% 11.3 % 19
OEF iShares S&P U.S. 100 Index +3.6% +4.1% 4.9 % 20
DXJ WisdomTree Japan Hedged Equity +10.4% +12.0% 28.7 % 21
RSP Rydex S&P Equal Stock Weight +3.5% +4.6% 6.6 % 22
IYW iShares DJ U.S. Technology Sector +4.2% +4.9% 8.5 % 23
VTV Vanguard MSCI U.S. LargeCap Value +3.4% +4.3% 5.3 % 24
SPLV PowerShares S&P 500 Low Volatility Index +6.6% +3.5% 6.8 % 25
VTI Vanguard Total U.S. Stock Market +3.4% +4.3% 5.8 % 26
SCHB Schwab Dow Jones U.S. Broad Market +3.4% +4.3% 5.7 % 27
IVE iShares S&P 500 Value Index Fund +2.9% +4.3% 5.5 % 28
XLY U.S. Consumer Discret Sector SPDR +3.3% +5.6% 7.9 % 29
IWD iShares Russell 1000 Value +2.8% +4.2% 5.3 % 30
IWP iShares Russell Midcap Growth +3.4% +4.9% 7.6 % 31
IWV iShares Russell 3000 Index Fund +3.4% +4.2% 5.8 % 32
VO Vanguard CRSP U.S. Mid Cap +3.4% +4.4% 7.1 % 33
PRF FTSE RAFI US 1000 Portfolio +2.5% +4.2% 5.4 % 34
HDV iShares High Dividend Equity +3.0% +3.0% 5.2 % 35
IJK iShares S&P MidCap 400 Growth +2.7% +4.4% 7.0 % 36
IWR iShares Russell Midcap Index Fund +2.8% +4.3% 6.7 % 37
PFF iShares S&P US Preferred Stock Index +1.3% +1.2% 1.5 % 38
DVY iShares DJ Select Dividend Index +4.1% +2.7% 7.8 % 39
IYR iShares Dow Jones Real Estate REIT +4.1% +2.5% 8.1 % 40
MDY S&P MidCap 400 SPDRs +1.8% +4.0% 6.5 % 41
IJH iShares Core S&P MidCap 400 Index +1.9% +4.0% 6.6 % 42
VNQ Vanguard MSCI U.S. REIT +4.6% +2.1% 10.1 % 43
IWS iShares Russell Midcap Value +2.2% +3.8% 6.4 % 44
MBB iShares Barclays MBS Bond Fund (2yr) +1.4% +0.5% 2.2 % 45
IBB iShares Nasdaq Biotechnology Index +9.0% +1.9% 19.4 % 46
XLU U.S. Utilities Sector SPDR +7.1% +1.3% 17.0 % 47
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +1.3% +0.3% 3.9 % 48
AGG iShares Core Total US Bond (4-5yr) +0.9% +0.2% 2.6 % 49
BND Vanguard Total Bond Market (4-5yr) +0.8% +0.2% 2.5 % 50
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +1.0% +0.0% 2.3 % 51
BKLN PowerShares S&P-LSTA Senior Loan -0.4% +0.8% 2.3 % 52
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +0.8% +0.3% 3.1 % 53
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.4% +0.0% 1.0 % 54
IJJ iShares S&P MidCap 400 Value +0.8% +3.5% 6.9 % 55
TLT iShares Barclays Long-Term Trsry (15-18yr) +3.1% +1.9% 8.0 % 56
VBR Vanguard U.S. SmallCap Value +1.3% +3.8% 7.9 % 57
SHY Barclays Low Duration Treasury (2-yr) +0.3% -0.1% 0.7 % 58
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.3% +0.0% 1.5 % 59
IWO iShares Russell 2000 Growth +2.4% +3.8% 12.1 % 60
SHV Barclays Short-Term Treasury (0.4) +0.0% +0.0% 0.1 % 61
VCIT Vanguard Interm Corp Bond (6-7yr) +0.3% +0.2% 3.6 % 62
VB Vanguard U.S. Small Cap +1.2% +3.8% 8.4 % 63
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.2% -0.1% 0.9 % 64
FLOT iShares Barclays Inv Gr Floating Rate -0.1% +0.0% 0.7 % 65
CIU iShares Barclays Intermed Credit (4-5yr) +0.2% +0.1% 2.6 % 66
IJR iShares Core S&P SmallCap 600 Index +2.3% +3.2% 10.7 % 67
IWM iShares Russell 2000 Index Fund +1.6% +3.4% 10.9 % 68
EWG iShares MSCI Germany Index -2.4% +6.1% 14.8 % 69
LQD iShares iBoxx Invest Grade Bond (7-8yr) +0.1% +0.2% 4.9 % 70
IWN iShares Russell 2000 Value +0.8% +2.9% 10.0 % 71
ACWI iShares MSCI All-World ACWI Index -0.7% +3.3% 7.6 % 72
TIP iShares Barclays TIPS -1.5% +0.1% 3.8 % 73
EMB iShares JPM Emerg Markets Bond (7-8yr) -0.7% -0.1% 3.3 % 74
SJNK SPDR Barcap Short-Term High Yield (2yr) -1.7% -0.4% 2.2 % 75
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) -1.3% -0.3% 4.0 % 76
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) -2.1% -0.5% 3.8 % 77
EZU iShares MSCI EMU Index Fund -3.9% +4.1% 15.4 % 78
FEZ SPDR Euro STOXX 50 -3.9% +3.9% 17.0 % 79
VGK Vanguard Europe -4.1% +3.2% 11.9 % 80
VEA Vanguard MSCI Euro Pacific -4.6% +2.1% 10.6 % 81
EWJ iShares MSCI Japan Index Fund -1.4% +3.1% 23.9 % 82
EFA iShares MSCI EAFE -4.1% +2.3% 11.6 % 83
AMLP ALPS Alerian MLP Infrastructure Index -1.5% +0.6% 11.3 % 84
VEU Vanguard FTSE All-World ex-US -4.9% +2.0% 10.8 % 85
RWX SPDR DJ International Real Estate -4.3% +1.3% 14.2 % 86
IDV iShares DJ Int'l Select Dividend -6.4% +0.8% 10.7 % 87
FXI iShares FTSE China 25 Index Fund -3.2% +1.1% 20.8 % 88
VWO Vanguard FTSE Emerging Markets -6.4% +1.4% 15.8 % 89
AMJ J.P. Morgan Alerian MLP Index -3.8% +0.6% 17.9 % 90
IEMG iShares Core MSCI Emerging Markets -7.9% +0.5% 13.8 % 91
EWZ iShares MSCI Brazil Index Fund -19.7% +3.4% 39.7 % 92
EEM iShares MSCI Emerging Markets -8.2% +0.7% 15.5 % 93
XLE U.S. Energy Sector SPDR -11.5% +0.8% 19.4 % 94
DBC PowerShares DB Commodity Index -14.1% -3.7% 13.6 % 95
IAU iShares COMEX Gold Trust -6.4% -2.4% 22.2 % 96
EWY iShares MSCI South Korea Index Fund -14.9% -2.9% 14.4 % 97
GLD SPDR Gold Shares -6.4% -2.3% 22.4 % 98
SLV iShares Silver Trust -14.4% -3.1% 30.4 % 99
GDX Market Vectors Gold Miners Equity Index -21.9% -0.7% 73.9 % 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