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 Apr 30, 2015
  • through: May 27, 2015
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
IJH iShares Core S&P MidCap 400 Index +1.8% +0.8% 10.6 % 1
VHT Vanguard MSCI U.S. Health Care +4.6% +2.7% 14.1 % 2
IJK iShares S&P MidCap 400 Growth +2.7% +1.2% 12.1 % 3
XLV U.S. Health Care Sector SPDR +4.0% +2.3% 14.0 % 4
VO Vanguard CRSP U.S. Mid Cap +1.3% +0.8% 10.5 % 5
MDY S&P MidCap 400 SPDRs +1.7% +0.8% 10.9 % 6
DXJ WisdomTree Japan Hedged Equity +13.0% +4.4% 17.5 % 7
XLF U.S. Financial Sector SPDR +1.8% +2.1% 11.6 % 8
IBB iShares Nasdaq Biotechnology Index +8.1% +6.5% 22.7 % 9
SJNK SPDR Barcap Short-Term High Yield (2yr) +1.0% +0.2% 2.2 % 10
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq +6.0% +0.6% 15.3 % 11
VBK Vanguard U.S. Small Cap Growth +2.1% +0.8% 13.4 % 12
QQQ PowerShares Nasdaq-100 Index +2.7% +0.8% 14.8 % 13
IWF iShares Russell 1000 Growth +1.4% +0.6% 11.8 % 14
VTV Vanguard MSCI U.S. LargeCap Value +1.0% +0.5% 10.4 % 15
IWO iShares Russell 2000 Growth +3.0% +0.8% 15.0 % 16
VGT Vanguard MSCI U.S. Technology +2.1% +1.1% 15.5 % 17
XLK U.S. Technology Sector SPDR +2.3% +0.9% 15.8 % 18
VTI Vanguard Total U.S. Stock Market +1.1% +0.5% 10.9 % 19
SCHB Schwab Dow Jones U.S. Broad Market +1.1% +0.5% 10.7 % 20
PFF iShares S&P US Preferred Stock Index +1.0% +0.1% 7.4 % 21
IWV iShares Russell 3000 Index Fund +1.1% +0.5% 11.1 % 22
IWP iShares Russell Midcap Growth +1.0% +0.5% 10.4 % 23
IVW iShares S&P 500 Growth Index Fund +1.1% +0.7% 13.0 % 24
IVV iShares Core S&P 500 ETF +1.0% +0.6% 11.3 % 25
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +0.8% +0.1% 4.2 % 26
IWB iShares Russell 1000 Index Fund +1.0% +0.6% 11.0 % 27
VB Vanguard U.S. Small Cap +1.8% +0.3% 11.8 % 28
BKLN PowerShares S&P-LSTA Senior Loan +0.8% +0.0% 3.4 % 29
XLY U.S. Consumer Discret Sector SPDR +1.2% +0.4% 11.0 % 30
VV Vanguard MSCI U.S. Large Cap +0.9% +0.6% 11.0 % 31
IWD iShares Russell 1000 Value +0.5% +0.6% 10.2 % 32
IVE iShares S&P 500 Value Index Fund +0.7% +0.5% 9.5 % 33
VBR Vanguard U.S. SmallCap Value +1.6% +0.0% 11.0 % 34
PRF FTSE RAFI US 1000 Portfolio +0.8% +0.3% 9.8 % 35
VOO Vanguard S&P 500 +1.0% +0.6% 11.2 % 36
IWR iShares Russell Midcap Index Fund +0.7% +0.6% 10.4 % 37
SPY SPDR S&P 500 Index +1.0% +0.6% 11.2 % 38
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.4% -0.1% 1.4 % 39
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.4% -0.1% 1.9 % 40
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.2% +0.0% 1.0 % 41
VUG Vanguard MSCI U.S. LargeCap Growth +0.9% +0.8% 12.2 % 42
DIA SPDR Dow Jones Industrial Average +0.2% +0.6% 10.4 % 43
IWS iShares Russell Midcap Value +0.4% +0.6% 10.9 % 44
SHY Barclays Low Duration Treasury (2-yr) +0.2% +0.0% 0.9 % 45
VGK Vanguard Europe +2.8% +0.4% 17.2 % 46
EMB iShares JPM Emerg Markets Bond (7-8yr) +1.0% -1.2% 5.6 % 47
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +0.2% +0.0% 4.7 % 48
ACWI iShares MSCI All-World ACWI Index +1.9% -0.7% 12.0 % 49
IEFA iShares Core MSCI EAFE +3.8% -0.3% 15.5 % 50
MBB iShares Barclays MBS Bond Fund (2yr) +0.2% -0.2% 2.8 % 51
VYM Vanguard High Dividend Yield Index +0.4% -0.1% 9.3 % 52
IWM iShares Russell 2000 Index Fund +1.9% -0.3% 13.5 % 53
USMV iShares MSCI USA Minimum Volatility Index +0.2% +0.1% 10.2 % 54
RSP Rydex S&P Equal Stock Weight +0.3% +0.3% 10.5 % 55
HEDJ WisdomTree Europe Hedged Equity +4.9% -0.3% 21.4 % 56
VEU Vanguard FTSE All-World ex-US +3.5% -1.4% 13.4 % 57
VXUS Vanguard MSCI All Country Ex-US Int'l +3.6% -1.2% 14.0 % 58
CIU iShares Barclays Intermed Credit (4-5yr) -0.1% -0.4% 3.3 % 59
EWJ iShares MSCI Japan Index Fund +7.4% -0.9% 18.1 % 60
XLP U.S. Consumer Staples Sector SPDR -0.5% +0.4% 9.9 % 61
VEA Vanguard MSCI Euro Pacific +3.6% -0.8% 15.0 % 62
IEMG iShares Core MSCI Emerging Markets +4.2% -3.7% 12.9 % 63
EFA iShares MSCI EAFE +3.3% -0.6% 15.8 % 64
AAXJ iShares MSCI Asia ex-Japan +6.2% -3.0% 14.1 % 65
IJR iShares Core S&P SmallCap 600 Index +1.3% -0.8% 12.6 % 66
SDY SPDR S&P U.S. Dividend Aristocrats -0.3% +0.0% 10.4 % 67
VWO Vanguard FTSE Emerging Markets +4.1% -3.4% 13.9 % 68
AMLP ALPS Alerian MLP Infrastructure Index -0.7% +0.1% 9.4 % 69
AGG iShares Core Total US Bond (4-5yr) -0.5% -0.7% 4.5 % 70
BND Vanguard Total Bond Market (4-5yr) -0.5% -0.7% 4.1 % 71
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) -0.5% -0.8% 5.3 % 72
VIG Vanguard Dividend Appreciation -0.8% +0.4% 10.7 % 73
FXI iShares FTSE China 25 Index Fund +19.2% -2.2% 25.6 % 74
EEM iShares MSCI Emerging Markets +3.2% -4.6% 13.8 % 75
EZU iShares MSCI EMU Index Fund +1.9% -0.5% 20.3 % 76
SLV iShares Silver Trust +0.8% +0.6% 24.2 % 77
MUB iShares S&P National Muni Bond (2-3yr) -1.0% -0.9% 3.1 % 78
DVY iShares DJ Select Dividend Index -0.8% -0.5% 9.0 % 79
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) -0.6% -1.0% 7.4 % 80
HDV iShares High Dividend Equity -0.5% -1.2% 8.7 % 81
VCIT Vanguard Interm Corp Bond (6-7yr) -0.7% -1.2% 5.9 % 82
FEZ SPDR Euro STOXX 50 +1.4% -0.5% 20.5 % 83
TIP iShares Barclays TIPS -0.6% -1.3% 6.6 % 84
XLI U.S. Industrials Sector SPDR -1.9% +0.4% 11.2 % 85
IWN iShares Russell 2000 Value +0.7% -1.5% 11.9 % 86
SPLV PowerShares S&P 500 Low Volatility Index -0.9% -0.3% 11.9 % 87
LQD iShares iBoxx Invest Grade Bond (7-8yr) -2.2% -1.7% 7.8 % 88
XLU U.S. Utilities Sector SPDR -1.7% -1.0% 13.4 % 89
EWG iShares MSCI Germany Index +0.2% -1.3% 21.2 % 90
IAU iShares COMEX Gold Trust -1.5% -2.1% 13.6 % 91
RWX SPDR DJ International Real Estate -0.7% -1.8% 14.9 % 92
GLD SPDR Gold Shares -1.6% -2.1% 13.6 % 93
AMJ J.P. Morgan Alerian MLP Index -2.9% -1.7% 13.7 % 94
XLE U.S. Energy Sector SPDR -1.9% -4.3% 14.1 % 95
IDV iShares DJ Int'l Select Dividend -2.6% -2.8% 14.8 % 96
IYR iShares Dow Jones Real Estate REIT -3.1% -2.3% 17.3 % 97
VNQ Vanguard MSCI U.S. REIT -3.5% -2.6% 18.6 % 98
TLT iShares Barclays Long-Term Trsry (15-18yr) -5.2% -3.4% 19.2 % 99
GDX Market Vectors Gold Miners Equity Index -6.5% -5.3% 25.5 % 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