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, 2013
  • Page size
ETFs: 100(Assets >= Largest 100)
through: May 24, 2013
SymbolETFReturnAReturnBVolatilityRank
IVW iShares S&P 500 Growth Index Fund +11.5% +4.5% 8.8 % 1
XLY U.S. Consumer Discret Sector SPDR +15.3% +4.7% 10.5 % 2
DIA SPDR Dow Jones Industrial Average +11.6% +4.3% 7.5 % 3
IVV iShares Core S&P 500 ETF +11.5% +4.5% 9.0 % 4
SPY SPDR S&P 500 Index +11.4% +4.5% 9.0 % 5
XLF U.S. Financial Sector SPDR +14.7% +6.3% 12.6 % 6
VOO Vanguard S&P 500 +11.4% +4.4% 9.0 % 7
RSP Rydex S&P Equal Stock Weight +12.2% +4.6% 11.1 % 8
QQQ PowerShares Nasdaq-100 Index +11.0% +5.5% 8.9 % 9
OEF iShares S&P U.S. 100 Index +11.1% +4.5% 7.8 % 10
IWP iShares Russell Midcap Growth +11.7% +4.7% 11.5 % 11
VTV Vanguard MSCI U.S. LargeCap Value +12.0% +4.2% 9.3 % 12
IWF iShares Russell 1000 Growth +11.2% +4.4% 9.2 % 13
VV Vanguard MSCI U.S. Large Cap +11.3% +4.3% 9.3 % 14
IVE iShares S&P 500 Value Index Fund +11.2% +4.4% 9.7 % 15
VTI Vanguard MSCI Total U.S. Stock Market +11.2% +4.4% 9.7 % 16
IWD iShares Russell 1000 Value +11.3% +4.3% 9.8 % 17
VYM Vanguard High Dividend Yield Index +11.3% +3.3% 8.7 % 18
IWB iShares Russell 1000 Index Fund +11.2% +4.3% 9.3 % 19
XLV U.S. Health Care Sector SPDR +15.0% +3.3% 11.3 % 20
IWV iShares Russell 3000 Index Fund +11.1% +4.4% 9.7 % 21
SDY SPDR S&P U.S. Dividend Aristocrats +11.5% +3.2% 10.4 % 22
VO Vanguard MSCI U.S. Mid Cap +11.7% +3.9% 11.5 % 23
VUG Vanguard MSCI U.S. LargeCap Growth +10.4% +4.4% 9.8 % 24
HDV iShares High Dividend Equity +11.0% +0.9% 8.5 % 25
IBB iShares Nasdaq Biotechnology Index +25.2% +4.4% 19.7 % 26
IWR iShares Russell Midcap Index Fund +11.2% +4.3% 11.6 % 27
XLK U.S. Technology Sector SPDR +8.7% +5.5% 10.9 % 28
XLP U.S. Consumer Staples Sector SPDR +11.0% +2.0% 9.6 % 29
IWO iShares Russell 2000 Growth +11.1% +5.7% 15.4 % 30
XLI U.S. Industrials Sector SPDR +9.7% +6.0% 12.6 % 31
VGT Vanguard MSCI U.S. Technology +8.0% +6.1% 11.6 % 32
VB Vanguard U.S. Small Cap +10.7% +4.9% 14.1 % 33
IJR iShares Core S&P SmallCap 600 Index +10.6% +5.8% 15.4 % 34
USMV iShares MSCI USA Minimum Volatility Index +10.0% +0.9% 8.5 % 35
VIG Vanguard Dividend Appreciation +9.9% +3.9% 9.9 % 36
DXJ WisdomTree Japan Hedged Equity +23.3% +3.0% 25.9 % 37
IWM iShares Russell 2000 Index Fund +10.3% +5.4% 15.2 % 38
DVY iShares DJ Select Dividend Index +10.6% +1.6% 10.9 % 39
IWS iShares Russell Midcap Value +10.5% +3.8% 11.9 % 40
AMJ J.P. Morgan Alerian MLP Index +12.3% +1.5% 15.5 % 41
VBR Vanguard MSCI U.S. SmallCap Value +9.8% +4.6% 13.9 % 42
AMLP ALPS Alerian MLP Infrastructure Index +7.6% +2.4% 8.8 % 43
PFF iShares S&P US Preferred Stock Index +2.9% +1.0% 3.5 % 44
IJK iShares S&P MidCap 400 Growth +10.9% +4.2% 13.9 % 45
XLE U.S. Energy Sector SPDR +8.1% +5.9% 15.1 % 46
BKLN PowerShares S&P-LSTA Senior Loan +1.8% +0.4% 1.6 % 47
MDY S&P MidCap 400 SPDRs +10.2% +4.3% 13.7 % 48
EWG iShares MSCI Germany Index +7.6% +5.1% 13.2 % 49
IJH iShares Core S&P MidCap 400 Index +10.2% +4.2% 13.4 % 50
ACWI iShares MSCI All-World ACWI Index +7.9% +2.7% 9.9 % 51
IWN iShares Russell 2000 Value +9.4% +4.9% 15.8 % 52
VGK Vanguard MSCI Europe +8.3% +2.8% 11.3 % 53
SPLV PowerShares S&P 500 Low Volatility Index +9.6% +0.1% 10.5 % 54
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.4% -0.1% 1.0 % 55
IJJ iShares S&P MidCap 400 Value +9.2% +4.1% 13.7 % 56
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.1% +0.1% 0.5 % 57
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +2.8% -0.1% 4.3 % 58
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +2.9% -0.2% 5.0 % 59
SHV Barclays Short-Term Treasury (0.4) +0.0% +0.0% 0.1 % 60
CIU iShares Barclays Intermed Credit (4-5yr) +0.6% -0.6% 2.2 % 61
SHY Barclays Low Duration Treasury (2-yr) +0.0% -0.1% 0.3 % 62
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.1% -0.3% 1.0 % 63
VNQ Vanguard MSCI U.S. REIT +10.3% +1.2% 14.6 % 64
EWJ iShares MSCI Japan Index Fund +14.2% -1.2% 21.9 % 65
VEU Vanguard FTSE All-World ex-US +5.1% +0.7% 11.4 % 66
VCIT Vanguard Interm Corp Bond (6-7yr) +0.8% -1.6% 3.7 % 67
BOND PIMCO Total Return ETF +0.2% -1.1% 3.1 % 68
VEA Vanguard MSCI Euro Pacific +7.7% +0.6% 12.2 % 69
EFA iShares MSCI EAFE +7.6% +0.6% 12.2 % 70
MUB iShares S&P National Muni Bond (2-3yr) -0.1% -0.7% 2.2 % 71
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +0.2% -1.5% 4.3 % 72
IYR iShares Dow Jones Real Estate REIT +8.9% +0.2% 13.1 % 73
BND Vanguard Total Bond Market (4-5yr) -0.1% -1.1% 2.7 % 74
ICF iShares Cohen&Steers Realty REIT +9.2% +0.7% 14.2 % 75
MOO Market Vectors Agribusiness +1.5% +0.6% 11.6 % 76
EMB iShares JPM Emerg Markets Bond (7-8yr) +0.4% -1.9% 5.6 % 77
MBB iShares Barclays MBS Bond Fund (2yr) -0.4% -1.1% 2.4 % 78
AGG iShares Core Total US Bond (4-5yr) -0.2% -1.3% 2.6 % 79
EWC iShares MSCI Canada Index Fund +0.1% +2.8% 11.7 % 80
EWZ iShares MSCI Brazil Index Fund +0.7% +1.6% 12.3 % 81
LQD iShares iBoxx Invest Grade Bond (7-8yr) +0.1% -2.0% 6.0 % 82
EWH iShares MSCI Hong Kong Index Fund +3.4% +0.0% 12.2 % 83
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) -0.4% -2.1% 5.7 % 84
DEM WisdomTree Emerging Markets Income +0.7% +0.5% 12.8 % 85
TIP iShares Barclays TIPS -2.0% -3.3% 4.6 % 86
VWO Vanguard FTSE Emerging Markets -0.3% +0.2% 12.3 % 87
XLU U.S. Utilities Sector SPDR +6.3% -5.2% 13.8 % 88
EEM iShares MSCI Emerging Markets -1.0% +0.1% 12.6 % 89
DBC PowerShares DB Commodity Index -5.0% -0.1% 12.0 % 90
RWX SPDR DJ International Real Estate +6.0% -4.9% 15.6 % 91
EWY iShares MSCI South Korea Index Fund -5.6% +0.5% 16.8 % 92
TLT iShares Barclays Long-Term Trsry (15-18yr) -1.5% -5.1% 14.0 % 93
FXI iShares FTSE China 25 Index Fund -3.9% -1.0% 16.9 % 94
EPP iShares MSCI Pacific ex-Japan -2.6% -5.8% 15.6 % 95
EWW iShares MSCI Mexico Index Fund -4.0% -6.3% 17.0 % 96
IAU iShares COMEX Gold Trust -13.2% -5.0% 21.7 % 97
GLD SPDR Gold Shares -13.3% -5.1% 21.9 % 98
SLV iShares Silver Trust -23.0% -6.5% 29.1 % 99
GDX Market Vectors Gold Miners Equity Index -28.7% -6.7% 43.8 % 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