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 Feb 27, 2015
  • through: Mar 27, 2015
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
DXJ WisdomTree Japan Hedged Equity +9.9% +3.0% 12.0 % 1
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq +9.6% +1.7% 9.6 % 2
HEDJ WisdomTree Europe Hedged Equity +16.0% +2.6% 13.5 % 3
PFF iShares S&P US Preferred Stock Index +3.4% +0.2% 4.2 % 4
EWJ iShares MSCI Japan Index Fund +10.9% +3.1% 14.7 % 5
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +3.1% +0.6% 7.9 % 6
IJH iShares Core S&P MidCap 400 Index +3.5% +0.3% 13.0 % 7
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +2.6% +0.4% 5.8 % 8
IJK iShares S&P MidCap 400 Growth +5.5% +1.4% 14.2 % 9
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +2.0% +0.5% 4.4 % 10
VHT Vanguard MSCI U.S. Health Care +7.8% +1.6% 16.3 % 11
MDY S&P MidCap 400 SPDRs +3.4% +0.3% 13.4 % 12
VB Vanguard U.S. Small Cap +3.4% +0.2% 13.3 % 13
BND Vanguard Total Bond Market (4-5yr) +1.8% +0.3% 4.3 % 14
XLV U.S. Health Care Sector SPDR +6.7% +1.4% 16.8 % 15
IWO iShares Russell 2000 Growth +5.3% +0.8% 15.5 % 16
IBB iShares Nasdaq Biotechnology Index +15.9% +3.0% 24.7 % 17
VCIT Vanguard Interm Corp Bond (6-7yr) +2.3% +0.0% 6.1 % 18
MBB iShares Barclays MBS Bond Fund (2yr) +1.3% +0.2% 3.2 % 19
BSV Vanguard Short-Tm Bond Mix (2-3yr) +1.0% +0.3% 2.1 % 20
TLT iShares Barclays Long-Term Trsry (15-18yr) +6.2% +1.4% 17.5 % 21
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +1.2% +0.2% 2.2 % 22
LQD iShares iBoxx Invest Grade Bond (7-8yr) +2.5% -0.2% 8.2 % 23
AGG iShares Core Total US Bond (4-5yr) +1.7% +0.2% 5.1 % 24
CIU iShares Barclays Intermed Credit (4-5yr) +1.8% +0.0% 4.0 % 25
SLV iShares Silver Trust +7.5% +2.2% 22.1 % 26
IJR iShares Core S&P SmallCap 600 Index +3.1% +0.8% 14.3 % 27
IWM iShares Russell 2000 Index Fund +3.1% +0.7% 14.3 % 28
MUB iShares S&P National Muni Bond (2-3yr) +1.1% +0.2% 5.1 % 29
EWG iShares MSCI Germany Index +6.9% +1.3% 20.6 % 30
SHY Barclays Low Duration Treasury (2-yr) +0.6% +0.2% 1.2 % 31
BKLN PowerShares S&P-LSTA Senior Loan +1.3% -0.3% 2.5 % 32
VBR Vanguard U.S. SmallCap Value +2.0% +0.1% 13.2 % 33
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.6% +0.2% 1.3 % 34
IWP iShares Russell Midcap Growth +4.0% -0.2% 14.1 % 35
TIP iShares Barclays TIPS +1.9% -0.4% 8.4 % 36
EMB iShares JPM Emerg Markets Bond (7-8yr) +1.6% -0.2% 8.3 % 37
VO Vanguard CRSP U.S. Mid Cap +2.7% -0.3% 13.7 % 38
VEA Vanguard MSCI Euro Pacific +5.1% +0.1% 16.9 % 39
EFA iShares MSCI EAFE +4.9% +0.1% 17.3 % 40
SHV Barclays Short-Term Treasury (0.4) +0.0% +0.0% 0.1 % 41
IEFA iShares Core MSCI EAFE +5.1% +0.0% 17.0 % 42
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +1.6% -1.1% 6.2 % 43
VNQ Vanguard MSCI U.S. REIT +3.3% +1.2% 20.5 % 44
IWR iShares Russell Midcap Index Fund +2.4% -0.6% 13.7 % 45
IWN iShares Russell 2000 Value +0.8% +0.7% 13.7 % 46
RWX SPDR DJ International Real Estate +5.1% -0.5% 17.1 % 47
IYR iShares Dow Jones Real Estate REIT +2.8% +0.7% 19.6 % 48
XLY U.S. Consumer Discret Sector SPDR +4.6% -1.1% 15.6 % 49
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +1.1% -1.1% 6.6 % 50
EZU iShares MSCI EMU Index Fund +3.9% +0.1% 20.4 % 51
IWF iShares Russell 1000 Growth +2.5% -1.4% 13.7 % 52
VEU Vanguard FTSE All-World ex-US +3.6% -0.8% 16.9 % 53
IJJ iShares S&P MidCap 400 Value +0.9% -1.0% 12.9 % 54
GLD SPDR Gold Shares +2.0% -0.9% 14.0 % 55
FEZ SPDR Euro STOXX 50 +3.3% +0.1% 20.8 % 56
FXI iShares FTSE China 25 Index Fund +6.9% -1.5% 19.8 % 57
IAU iShares COMEX Gold Trust +2.1% -0.9% 14.3 % 58
VUG Vanguard MSCI U.S. LargeCap Growth +2.2% -1.5% 14.3 % 59
IWS iShares Russell Midcap Value +0.8% -1.0% 13.7 % 60
USMV iShares MSCI USA Minimum Volatility Index +0.7% -1.1% 13.7 % 61
VGK Vanguard Europe +3.0% -1.0% 19.7 % 62
IWV iShares Russell 3000 Index Fund +0.3% -1.4% 13.4 % 63
SCHB Schwab Dow Jones U.S. Broad Market +0.3% -1.5% 13.2 % 64
VTI Vanguard Total U.S. Stock Market +0.3% -1.5% 13.4 % 65
ACWI iShares MSCI All-World ACWI Index +1.4% -1.3% 14.6 % 66
IVW iShares S&P 500 Growth Index Fund +1.2% -1.8% 14.2 % 67
IWB iShares Russell 1000 Index Fund +0.1% -1.6% 13.5 % 68
PRF FTSE RAFI US 1000 Portfolio -1.4% -1.9% 13.0 % 69
GDX Market Vectors Gold Miners Equity Index +6.0% -11.5% 42.3 % 70
RSP Rydex S&P Equal Stock Weight +0.2% -1.4% 14.1 % 71
QQQ PowerShares Nasdaq-100 Index +1.4% -2.4% 14.3 % 72
VV Vanguard MSCI U.S. Large Cap -0.1% -1.7% 13.8 % 73
SPY SPDR S&P 500 Index -0.5% -1.9% 13.8 % 74
VYM Vanguard High Dividend Yield Index -2.2% -2.7% 12.8 % 75
IVV iShares Core S&P 500 ETF -0.6% -1.9% 13.8 % 76
VOO Vanguard S&P 500 -0.5% -1.9% 13.9 % 77
SPLV PowerShares S&P 500 Low Volatility Index -1.3% -0.9% 15.6 % 78
IEMG iShares Core MSCI Emerging Markets +1.8% -2.7% 18.0 % 79
VTV Vanguard MSCI U.S. LargeCap Value -2.2% -2.0% 13.5 % 80
OEF iShares S&P U.S. 100 Index -1.6% -2.7% 13.6 % 81
SDY SPDR S&P U.S. Dividend Aristocrats -2.0% -1.6% 14.2 % 82
IVE iShares S&P 500 Value Index Fund -2.5% -2.2% 13.6 % 83
HDV iShares High Dividend Equity -3.0% -2.8% 13.0 % 84
VIG Vanguard Dividend Appreciation -1.8% -2.5% 13.7 % 85
XLP U.S. Consumer Staples Sector SPDR -0.8% -2.0% 14.2 % 86
IWD iShares Russell 1000 Value -2.4% -2.0% 13.8 % 87
AMLP ALPS Alerian MLP Infrastructure Index -4.5% -3.4% 13.2 % 88
DIA SPDR Dow Jones Industrial Average -1.3% -2.2% 15.3 % 89
DVY iShares DJ Select Dividend Index -2.8% -1.7% 14.7 % 90
XLF U.S. Financial Sector SPDR -3.7% -1.4% 16.4 % 91
VWO Vanguard FTSE Emerging Markets +1.0% -3.9% 19.1 % 92
EEM iShares MSCI Emerging Markets +0.9% -3.1% 19.5 % 93
VGT Vanguard MSCI U.S. Technology -0.6% -3.1% 15.6 % 94
IDV iShares DJ Int'l Select Dividend +0.2% -3.1% 19.3 % 95
XLK U.S. Technology Sector SPDR -1.4% -3.6% 15.5 % 96
XLI U.S. Industrials Sector SPDR -2.8% -2.9% 15.9 % 97
XLE U.S. Energy Sector SPDR -4.0% -2.7% 18.2 % 98
XLU U.S. Utilities Sector SPDR -7.8% -2.2% 21.4 % 99
AMJ J.P. Morgan Alerian MLP Index -6.3% -4.6% 17.8 % 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