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. Want to backtest the Screener?
  •  
  • Time Period
  • Weight
  • ReturnA
  • %
  • ReturnB
  • %
  • Volatility
  • %
  •  
  • Through
  • Assets >=
  •  as of Feb 28, 2017
  • through: Apr 26, 2017
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
VUG Vanguard MSCI U.S. LargeCap Growth +6.9% +2.2% 6.5 % 1
IWF iShares Russell 1000 Growth +6.5% +2.2% 6.5 % 2
QQQ PowerShares Nasdaq-100 Index +7.8% +2.5% 7.4 % 3
IVW iShares S&P 500 Growth Index Fund +6.3% +1.9% 6.5 % 4
SCZ iShares MSCI EAFE Small Cap Index +7.7% +3.0% 8.1 % 5
XLY U.S. Consumer Discret Sector SPDR +5.9% +3.2% 7.8 % 6
VGT Vanguard MSCI U.S. Technology +7.6% +1.9% 8.0 % 7
USMV iShares MSCI USA Minimum Volatility Index +6.1% +1.5% 4.1 % 8
XLK U.S. Technology Sector SPDR +7.0% +1.5% 7.3 % 9
HEDJ WisdomTree Europe Hedged Equity +10.5% +3.7% 14.1 % 10
VIG Vanguard Dividend Appreciation +5.5% +1.7% 7.1 % 11
VHT Vanguard MSCI U.S. Health Care +8.5% +1.0% 6.9 % 12
VGK Vanguard Europe +8.0% +3.8% 14.8 % 13
PFF iShares S&P US Preferred Stock Index +4.5% +1.5% 3.7 % 14
XLV U.S. Health Care Sector SPDR +8.2% +0.8% 7.2 % 15
IEFA iShares Core MSCI EAFE +6.1% +2.1% 10.8 % 16
SPLV PowerShares S&P 500 Low Volatility Index +5.7% +0.9% 5.5 % 17
IWP iShares Russell Midcap Growth +4.5% +2.3% 8.5 % 18
IWO iShares Russell 2000 Growth +5.2% +3.7% 12.2 % 19
EFAV iShares MSCI EAFE Minimum Volatility +6.3% +1.2% 7.9 % 20
IBB iShares Nasdaq Biotechnology Index +8.8% +1.5% 12.1 % 21
XLU U.S. Utilities Sector SPDR +7.8% +0.2% 7.0 % 22
EFA iShares MSCI EAFE +5.8% +1.9% 11.1 % 23
SCHB Schwab Dow Jones U.S. Broad Market +4.2% +1.7% 7.4 % 24
VT Vanguard FTSE Global All Cap +5.2% +1.6% 8.3 % 25
SCHX Schwab Dow Jones U.S. Large-Cap +4.4% +1.4% 7.2 % 26
XLP U.S. Consumer Staples Sector SPDR +5.0% +0.9% 6.7 % 27
VTI Vanguard Total U.S. Stock Market +4.2% +1.7% 7.5 % 28
GLD SPDR Gold Shares +5.7% +1.5% 9.5 % 29
ITOT iShares Core S&P Total US Market +4.2% +1.7% 7.5 % 30
VXUS Vanguard MSCI All Country Ex-US Int'l +5.6% +1.6% 10.2 % 31
SCHF Schwab FTSE Developed Market Int'l Equity +5.4% +1.8% 10.7 % 32
VBK Vanguard U.S. Small Cap Growth +4.1% +3.0% 10.0 % 33
IWV iShares Russell 3000 Index Fund +4.2% +1.7% 7.6 % 34
VEA Vanguard FTSE Developed Ex North America +5.4% +1.7% 10.5 % 35
EMB iShares JPM Emerg Markets Bond (7-8yr) +3.8% +1.2% 3.3 % 36
IAU iShares COMEX Gold Trust +5.7% +1.5% 9.6 % 37
VV Vanguard MSCI U.S. Large Cap +4.4% +1.4% 7.3 % 38
IVV iShares Core S&P 500 ETF +4.4% +1.3% 7.1 % 39
DVY iShares DJ Select Dividend Index +3.1% +1.6% 6.9 % 40
IWB iShares Russell 1000 Index Fund +4.3% +1.5% 7.3 % 41
VO Vanguard CRSP U.S. Mid Cap +3.8% +2.2% 8.3 % 42
VEU Vanguard FTSE All-World ex-US +5.6% +1.6% 10.6 % 43
XLI U.S. Industrials Sector SPDR +4.0% +2.6% 10.3 % 44
IJK iShares S&P MidCap 400 Growth +3.7% +2.7% 10.2 % 45
VOO Vanguard S&P 500 +4.3% +1.3% 7.3 % 46
RSP Guggenheim S&P 500 Equal Weight +3.4% +1.7% 7.5 % 47
ACWI iShares MSCI All-World ACWI Index +4.6% +1.4% 8.1 % 48
DIA SPDR Dow Jones Industrial Average +5.1% +1.4% 8.4 % 49
SDY SPDR S&P U.S. Dividend Aristocrats +3.3% +1.4% 6.9 % 50
IWR iShares Russell Midcap Index Fund +3.0% +2.0% 8.3 % 51
SPY SPDR S&P 500 Index +4.3% +1.3% 7.4 % 52
HYG iShares iBoxx High-Yield Corp Bond +1.9% +1.4% 3.2 % 53
VCIT Vanguard Interm Corp Bond (6-7yr) +2.4% +1.2% 3.7 % 54
IEMG iShares Core MSCI Emerging Markets +6.8% +0.8% 10.5 % 55
JNK SPDR Barcap High-Yield Junk Bond +1.8% +1.4% 3.3 % 56
IWM iShares Russell 2000 Index Fund +3.1% +3.8% 13.0 % 57
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq +4.8% +1.5% 11.2 % 58
VB Vanguard U.S. Small Cap +2.6% +3.0% 11.2 % 59
IEF iShares Barclays 7-10 Yr Treasury +2.3% +1.1% 4.9 % 60
LQD iShares iBoxx Invest Grade Bond +2.3% +1.1% 4.6 % 61
IJH iShares Core S&P MidCap 400 Index +2.5% +2.6% 11.0 % 62
VOE Vanguard CRSP U.S. Midcap Value +3.2% +1.6% 8.9 % 63
BIV Vanguard Barclays Govt-Credit Mix +2.2% +1.1% 3.8 % 64
MDY S&P MidCap 400 SPDRs +2.5% +2.6% 11.1 % 65
CIU iShares Barclays Intermed Credit (4-5yr) +1.7% +0.9% 2.9 % 66
VNQ Vanguard MSCI U.S. REIT +1.4% +2.9% 8.4 % 67
EEM iShares MSCI Emerging Markets +6.5% +0.6% 11.2 % 68
VWO Vanguard FTSE Emerging Markets +5.9% +0.3% 10.3 % 69
IWS iShares Russell Midcap Value +1.9% +1.9% 8.8 % 70
IJR iShares Core S&P SmallCap 600 Index +2.2% +3.7% 14.8 % 71
MUB iShares S&P National Muni Bond (2-3yr) +1.7% +0.6% 2.2 % 72
AGG iShares Core Total US Bond +1.6% +0.8% 3.2 % 73
BND Vanguard Total Bond Market +1.5% +0.7% 3.1 % 74
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +1.3% +0.8% 3.0 % 75
VYM Vanguard High Dividend Yield Index +2.6% +0.3% 6.9 % 76
BNDX Vanguard Total International Bond +1.4% +0.6% 2.1 % 77
MBB iShares Barclays MBS Bond Fund (2yr) +1.4% +0.7% 3.2 % 78
HDV iShares High Dividend Equity +2.5% -0.4% 5.2 % 79
VBR Vanguard U.S. SmallCap Value +1.5% +3.1% 12.1 % 80
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +1.0% +0.5% 1.4 % 81
BSV Vanguard Short-Tm Bond Mix +0.8% +0.5% 1.4 % 82
IWN iShares Russell 2000 Value +1.1% +4.1% 14.1 % 83
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.6% +0.2% 0.8 % 84
IJJ iShares S&P MidCap 400 Value +1.3% +2.6% 11.8 % 85
TIP iShares Barclays TIPS +1.1% +0.5% 3.5 % 86
BKLN PowerShares S&P-LSTA Senior Loan +0.4% +0.5% 1.6 % 87
MINT PIMCO Enhanced Short-Term Bond (0.6yr) +0.6% +0.2% 0.3 % 88
VTV Vanguard MSCI U.S. LargeCap Value +2.3% +0.7% 8.2 % 89
SHY Barclays Low Duration Treasury (2-yr) +0.3% +0.2% 1.0 % 90
AMLP ALPS Alerian MLP Infrastructure Index -1.1% +1.0% 6.9 % 91
IVE iShares S&P 500 Value Index Fund +2.1% +0.6% 8.2 % 92
IWD iShares Russell 1000 Value +2.0% +0.8% 8.4 % 93
EWJ iShares MSCI Japan Index Fund +1.7% -0.5% 8.8 % 94
SLV iShares Silver Trust +2.9% -3.6% 12.7 % 95
VFH Vanguard MSCI U.S. Financials +1.4% +1.2% 15.1 % 96
XLF U.S. Financial Sector SPDR +1.2% +0.4% 16.4 % 97
DXJ WisdomTree Japan Hedged Equity +0.8% -0.6% 15.3 % 98
XLE U.S. Energy Sector SPDR -8.0% -1.0% 12.7 % 99
GDX Market Vectors Gold Miners Equity Index -5.2% -2.4% 26.6 % 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