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 Jan 31, 2012
  • Page size
ETFs: 146(Assets >= $1 Billion)
through: Feb 03, 2012
1   2
SymbolETFReturnAReturnBVolatilityOverall Rank
IBB iShares Nasdaq Biotechnology Index +25.2% +13.4% 15.2 % 1
VNQ Vanguard MSCI U.S. REIT +11.6% +9.1% 9.7 % 2
IJR iShares S&P SmallCap 600 Index +15.1% +10.1% 13.0 % 3
IWN iShares Russell 2000 Value +14.4% +9.7% 12.8 % 4
IWM iShares Russell 2000 Index Fund +13.9% +10.6% 13.2 % 5
IJS iShares S&P SmallCap 600 Value +17.9% +10.8% 14.5 % 6
IWO iShares Russell 2000 Growth +13.2% +11.6% 14.2 % 7
IYR iShares Dow Jones Real Estate REIT +11.0% +8.9% 9.3 % 8
VXF Vanguard S&P U.S. Small & Midcap +12.8% +10.4% 12.9 % 9
RWR SPDR Dow Jones REIT +11.4% +9.1% 10.6 % 10
VBR Vanguard MSCI U.S. SmallCap Value +13.9% +9.5% 12.9 % 11
VB Vanguard MSCI U.S. Small Cap +12.9% +10.1% 13.1 % 12
IJT iShares S&P SmallCap 600 Growth +12.3% +9.3% 12.4 % 13
VBK Vanguard MSCI U.S. Small Cap Growth +12.0% +10.7% 13.4 % 14
ICF iShares Cohen&Steers Realty REIT +10.8% +9.0% 10.7 % 15
VGT Vanguard MSCI U.S. Technology +10.0% +8.8% 9.6 % 16
XLI U.S. Industrials Sector SPDR +13.5% +7.5% 11.3 % 17
IJH iShares S&P MidCap 400 Index +11.2% +9.1% 12.3 % 18
XHB S&P Homebuilders SPDR +28.2% +12.5% 28.7 % 19
MDY S&P MidCap 400 SPDRs +11.2% +9.0% 12.3 % 20
XLB U.S. Materials Sector SPDR +11.0% +8.8% 11.9 % 21
IYW iShares DJ U.S. Technology +9.6% +8.4% 9.3 % 22
IJJ iShares S&P MidCap 400 Value +13.1% +8.4% 13.3 % 23
EWZ iShares MSCI Brazil Index Fund +11.3% +15.5% 20.7 % 24
EWW iShares MSCI Mexico Index Fund +12.6% +11.6% 20.1 % 25
VO Vanguard MSCI U.S. Mid Cap +10.4% +8.3% 12.1 % 26
IWR iShares Russell Midcap Index Fund +9.9% +7.7% 11.0 % 27
IWV iShares Russell 3000 Index Fund +9.8% +6.0% 8.9 % 28
IWS iShares Russell Midcap Value +10.2% +6.7% 10.5 % 29
XLV U.S. Health Care Sector SPDR +9.9% +3.3% 6.8 % 30
QQQ PowerShares Nasdaq-100 Index +9.3% +7.7% 8.8 % 31
VTI Vanguard MSCI Total U.S. Stock Market +9.9% +6.0% 9.2 % 32
XLF U.S. Financial Sector SPDR +12.0% +9.3% 15.5 % 33
IVE iShares S&P 500 Value Index Fund +11.0% +5.4% 10.4 % 34
IWP iShares Russell Midcap Growth +9.7% +8.8% 12.3 % 35
VUG Vanguard MSCI U.S. LargeCap Growth +9.4% +6.9% 8.9 % 36
XLY U.S. Consumer Discret Sector SPDR +10.2% +5.7% 10.4 % 37
DEM WisdomTree Emerging Markets Income +9.4% +11.0% 14.2 % 38
OEF iShares S&P U.S. 100 Index +9.7% +4.3% 7.9 % 39
IJK iShares S&P MidCap 400 Growth +9.1% +9.5% 11.2 % 40
PRF FTSE RAFI US 1000 Portfolio +9.7% +5.2% 9.2 % 41
IWF iShares Russell 1000 Growth +9.3% +6.7% 8.9 % 42
XLK U.S. Technology Sector SPDR +8.7% +6.8% 8.5 % 43
DLN Wisdomtree U.S. LargeCap Dividend +9.6% +3.2% 7.4 % 44
VV Vanguard MSCI U.S. Large Cap +9.5% +5.6% 8.9 % 45
RSP Rydex S&P Equal Stock Weight +9.6% +7.0% 10.9 % 46
IWB iShares Russell 1000 Index Fund +9.5% +5.7% 9.1 % 47
SCZ iShares MSCI EAFE Small Cap Index +8.2% +11.0% 12.9 % 48
DIA SPDR Dow Jones Industrial Average +9.4% +3.7% 7.5 % 49
VOO Vanguard S&P 500 +9.3% +5.1% 8.6 % 50
IVV iShares S&P 500 Index Fund +9.2% +5.0% 8.4 % 51
VTV Vanguard MSCI U.S. LargeCap Value +9.7% +4.3% 9.3 % 52
PGF PowerShares Financial Sector Preferred +6.7% +5.8% 4.1 % 53
VOT Vanguard MSCI U.S. Midcap Growth +9.1% +9.1% 12.6 % 54
KBE SPDR S&P Bank Industry Index +15.1% +6.6% 17.9 % 55
SPY SPDR S&P 500 Index +9.2% +5.1% 8.5 % 56
IWD iShares Russell 1000 Value +9.7% +4.6% 9.6 % 57
DTN WisdomTree U.S. Dividend ex-Financials +9.4% +3.9% 8.6 % 58
VYM Vanguard High Dividend Yield Index +9.3% +2.7% 6.9 % 59
EWS iShares MSCI Singapore Index +7.7% +13.9% 15.4 % 60
EWG iShares MSCI Germany Index +9.2% +14.1% 22.8 % 61
VWO Vanguard MSCI Emerging Markets +8.5% +13.3% 17.6 % 62
IVW iShares S&P 500 Growth Index Fund +7.7% +4.7% 7.8 % 63
VIG Vanguard Dividend Appreciation +8.3% +3.4% 8.0 % 64
ACWI iShares MSCI All-World ACWI Index +7.9% +7.2% 11.1 % 65
ILF iShares S&P Latin America +8.9% +11.6% 18.1 % 66
ELD WisdomTree Emerg Mkts Local Debt (4-5yr) +5.4% +7.8% 8.3 % 67
FXI iShares FTSE China 25 Index Fund +8.4% +13.4% 20.4 % 68
RSX Market Vectors DAXglobal Russia +8.2% +17.3% 22.3 % 69
EEM iShares MSCI Emerging Markets +7.9% +13.4% 18.0 % 70
PFF iShares S&P US Preferred Stock Index +5.9% +4.9% 4.1 % 71
SDY SPDR S&P U.S. Dividend Aristocrats +7.9% +3.6% 8.5 % 72
VT Vanguard Total World Stock Index +7.6% +7.4% 12.0 % 73
AMJ J.P. Morgan Alerian MLP Index +9.8% +1.2% 10.9 % 74
IOO iShares S&P Global 100 Index Fund +7.9% +5.5% 11.2 % 75
AMLP ALPS Alerian MLP Infrastructure Index +7.5% +0.9% 5.8 % 76
WIP SPDR Int'l Govt Infl-Protect Bond (9-10yr) +4.6% +6.3% 8.0 % 77
IEV iShares S&P Europe 350 Index Fund +7.8% +9.7% 18.1 % 78
RWX SPDR DJ International Real Estate +5.2% +11.2% 14.1 % 79
DVY iShares DJ Select Dividend Index +7.2% +2.0% 7.8 % 80
AAXJ iShares MSCI Asia ex-Japan +6.3% +12.6% 16.1 % 81
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +5.3% +3.1% 4.5 % 82
VEU Vanguard FTSE All-World ex-US +7.0% +9.3% 15.6 % 83
EPP iShares MSCI Pacific ex-Japan +6.7% +9.9% 15.7 % 84
MOO Market Vectors Agribusiness +6.8% +7.8% 13.2 % 85
MUB iShares S&P National Muni Bond (2-3yr) +6.7% +3.3% 8.6 % 86
PGX PowerShares U.S. Preferred Stock +4.5% +3.0% 3.1 % 87
EWT iShares MSCI Taiwan Index Fund +5.4% +11.3% 15.5 % 88
VGK Vanguard MSCI Europe +7.1% +9.7% 19.7 % 89
VPL Vanguard Pacific Region +5.5% +7.0% 11.9 % 90
EFV iShares MSCI EAFE Value Index +6.9% +8.6% 15.4 % 91
VEA Vanguard MSCI Euro Pacific +6.7% +8.3% 14.3 % 92
VCIT Vanguard Interm Corp Bond (6-7yr) +2.6% +3.0% 3.6 % 93
EWA iShares MSCI Australia Index Fund +7.0% +8.9% 15.8 % 94
EWY iShares MSCI South Korea Index Fund +6.5% +10.6% 19.1 % 95
TFI SPDR Nuveen Barclays Muni Bond (9-10yr) +5.2% +2.0% 5.3 % 96
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +5.0% +2.3% 4.6 % 97
LQD iShares iBoxx Invest Grade Bond (7-8yr) +2.0% +3.1% 4.3 % 98
EFG iShares MSCI EAFE Growth Index +6.5% +8.3% 14.7 % 99
EFA iShares MSCI EAFE Index +6.6% +8.2% 14.9 % 100
  • ETF Categories
  • U.S. Equity
  • International Equity
  • Emerging Markets Equity
  • U.S. Treasury Bonds/TIPS
  • Corporate/Credit Bonds
  • Quasi-Equity: REITs, Preferreds, MLPs etc
  • Commodities
  • Int'l Bonds / Currencies
  • Derivatives - Leveraged and Volatility Products
  • Other
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