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 Jan 31, 2017
  • through: Feb 17, 2017
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
QQQ PowerShares Nasdaq-100 Index +11.4% +5.3% 6.1 % 1
VUG Vanguard MSCI U.S. LargeCap Growth +9.4% +4.5% 5.5 % 2
IWF iShares Russell 1000 Growth +9.0% +4.3% 5.2 % 3
VGT Vanguard MSCI U.S. Technology +11.4% +5.8% 7.3 % 4
XLK U.S. Technology Sector SPDR +11.3% +4.8% 6.7 % 5
VWO Vanguard FTSE Emerging Markets +11.0% +5.8% 8.4 % 6
EEM iShares MSCI Emerging Markets +11.9% +5.4% 9.1 % 7
IEMG iShares Core MSCI Emerging Markets +11.7% +5.4% 8.7 % 8
DIA SPDR Dow Jones Industrial Average +9.6% +4.0% 6.8 % 9
SCHX Schwab Dow Jones U.S. Large-Cap +8.7% +3.8% 6.0 % 10
IVW iShares S&P 500 Growth Index Fund +8.5% +4.0% 5.1 % 11
VT Vanguard FTSE Global All Cap +9.1% +3.6% 6.1 % 12
GDX Market Vectors Gold Miners Equity Index +13.8% +7.2% 29.1 % 13
XLF U.S. Financial Sector SPDR +12.5% +5.7% 14.0 % 14
VV Vanguard MSCI U.S. Large Cap +8.6% +3.8% 6.0 % 15
IWB iShares Russell 1000 Index Fund +8.6% +3.8% 6.1 % 16
IJK iShares S&P MidCap 400 Growth +9.5% +4.1% 8.8 % 17
VOO Vanguard S&P 500 +8.6% +3.7% 6.0 % 18
VTI Vanguard Total U.S. Stock Market +8.6% +3.8% 6.5 % 19
SCHB Schwab Dow Jones U.S. Broad Market +8.6% +3.7% 6.5 % 20
IVV iShares Core S&P 500 ETF +8.5% +3.7% 5.9 % 21
ITOT iShares Core S&P Total US Market +8.6% +3.7% 6.6 % 22
SCZ iShares MSCI EAFE Small Cap Index +8.8% +3.3% 6.4 % 23
SPY SPDR S&P 500 Index +8.5% +3.7% 6.1 % 24
ACWI iShares MSCI All-World ACWI Index +8.6% +3.2% 6.0 % 25
VIG Vanguard Dividend Appreciation +7.5% +4.1% 5.5 % 26
VEU Vanguard FTSE All-World ex-US +9.2% +2.8% 6.5 % 27
IWV iShares Russell 3000 Index Fund +8.5% +3.7% 6.5 % 28
VXUS Vanguard MSCI All Country Ex-US Int'l +9.3% +2.9% 6.8 % 29
HEDJ WisdomTree Europe Hedged Equity +11.8% +2.9% 9.5 % 30
MDY S&P MidCap 400 SPDRs +9.1% +3.6% 9.7 % 31
AMLP ALPS Alerian MLP Infrastructure Index +9.0% +4.0% 11.6 % 32
IJH iShares Core S&P MidCap 400 Index +9.0% +3.6% 9.8 % 33
VOE Vanguard CRSP U.S. Midcap Value +8.4% +4.2% 8.2 % 34
VEA Vanguard FTSE Developed Ex North America +8.8% +2.3% 6.6 % 35
XLY U.S. Consumer Discret Sector SPDR +8.3% +3.2% 6.3 % 36
VO Vanguard CRSP U.S. Mid Cap +8.1% +3.9% 7.5 % 37
SCHF Schwab FTSE Developed Market Int'l Equity +8.7% +2.2% 6.8 % 38
USMV iShares MSCI USA Minimum Volatility Index +7.1% +3.2% 5.1 % 39
VGK Vanguard Europe +9.4% +1.9% 7.9 % 40
XLI U.S. Industrials Sector SPDR +8.3% +3.9% 9.3 % 41
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq +9.3% +1.5% 7.9 % 42
VBK Vanguard U.S. Small Cap Growth +8.1% +4.3% 10.3 % 43
IEFA iShares Core MSCI EAFE +8.4% +1.9% 6.5 % 44
IVE iShares S&P 500 Value Index Fund +8.3% +3.4% 7.5 % 45
IWP iShares Russell Midcap Growth +7.5% +3.7% 6.9 % 46
IWS iShares Russell Midcap Value +8.5% +3.2% 8.5 % 47
XLP U.S. Consumer Staples Sector SPDR +8.1% +3.6% 8.0 % 48
SPLV PowerShares S&P 500 Low Volatility Index +7.1% +2.9% 6.3 % 49
VBR Vanguard U.S. SmallCap Value +8.7% +2.9% 10.7 % 50
IWR iShares Russell Midcap Index Fund +8.1% +3.4% 7.7 % 51
VTV Vanguard MSCI U.S. LargeCap Value +7.9% +3.2% 6.9 % 52
EFA iShares MSCI EAFE +8.4% +1.9% 6.6 % 53
RSP Guggenheim S&P 500 Equal Weight +7.6% +3.3% 6.9 % 54
VHT Vanguard MSCI U.S. Health Care +5.9% +5.7% 10.0 % 55
IWD iShares Russell 1000 Value +8.1% +3.1% 7.6 % 56
VB Vanguard U.S. Small Cap +8.4% +3.5% 10.6 % 57
XLV U.S. Health Care Sector SPDR +5.4% +5.5% 10.0 % 58
PFF iShares S&P US Preferred Stock Index +3.5% +2.5% 3.7 % 59
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +4.7% +1.1% 2.3 % 60
DXJ WisdomTree Japan Hedged Equity +10.6% +1.2% 13.5 % 61
EFAV iShares MSCI EAFE Minimum Volatility +5.9% +1.9% 4.5 % 62
EZU iShares MSCI EMU Index Fund +9.3% +0.5% 10.1 % 63
HDV iShares High Dividend Equity +6.0% +1.6% 5.1 % 64
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +4.5% +0.6% 2.4 % 65
VYM Vanguard High Dividend Yield Index +7.1% +2.7% 6.5 % 66
IWO iShares Russell 2000 Growth +7.1% +4.3% 12.3 % 67
IWN iShares Russell 2000 Value +8.6% +2.9% 13.1 % 68
EMB iShares JPM Emerg Markets Bond (7-8yr) +3.8% +1.5% 3.9 % 69
SDY SPDR S&P U.S. Dividend Aristocrats +6.5% +2.8% 6.6 % 70
SLV iShares Silver Trust +6.0% +5.4% 15.2 % 71
IJJ iShares S&P MidCap 400 Value +8.3% +3.0% 10.8 % 72
IBB iShares Nasdaq Biotechnology Index +2.8% +7.7% 15.9 % 73
CIU iShares Barclays Intermed Credit (4-5yr) +0.5% +0.6% 2.6 % 74
IWM iShares Russell 2000 Index Fund +7.8% +3.5% 12.6 % 75
BKLN PowerShares S&P-LSTA Senior Loan +1.9% +0.0% 1.2 % 76
MINT PIMCO Enhanced Short-Term Bond (0.6yr) +0.5% +0.2% 0.2 % 77
LQD iShares iBoxx Invest Grade Bond (7-8yr) +0.6% +0.6% 3.9 % 78
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.4% +0.3% 0.9 % 79
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.5% +0.3% 1.6 % 80
TIP iShares Barclays TIPS +0.6% +0.4% 3.2 % 81
IJR iShares Core S&P SmallCap 600 Index +7.8% +3.3% 13.3 % 82
DVY iShares DJ Select Dividend Index +6.6% +2.5% 7.8 % 83
SHY Barclays Low Duration Treasury (2-yr) +0.1% +0.1% 0.9 % 84
MUB iShares S&P National Muni Bond (2-3yr) +0.3% +0.2% 2.5 % 85
AGG iShares Core Total US Bond (4-5yr) -0.1% +0.5% 3.0 % 86
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.0% +0.1% 1.6 % 87
VCIT Vanguard Interm Corp Bond (6-7yr) +0.0% +0.5% 4.2 % 88
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) -0.2% +0.4% 3.1 % 89
MBB iShares Barclays MBS Bond Fund (2yr) -0.5% +0.5% 3.2 % 90
EWJ iShares MSCI Japan Index Fund +4.8% +1.4% 7.0 % 91
XLU U.S. Utilities Sector SPDR +7.8% +1.9% 11.9 % 92
BNDX Vanguard Total International Bond -0.1% +0.1% 2.7 % 93
BND Vanguard Total Bond Market (4-5yr) -0.2% +0.2% 3.3 % 94
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) -0.4% +0.3% 4.4 % 95
VNQ Vanguard MSCI U.S. REIT +7.6% +0.8% 10.5 % 96
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) -0.9% +0.5% 5.2 % 97
IAU iShares COMEX Gold Trust +0.8% +2.3% 10.5 % 98
GLD SPDR Gold Shares +0.8% +2.3% 10.6 % 99
XLE U.S. Energy Sector SPDR +1.4% -3.4% 14.2 % 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