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 Jun 30, 2015
  • through: Jul 02, 2015
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
SHY Barclays Low Duration Treasury (2-yr) +0.1% +0.2% 1.1 % 1
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.1% +0.2% 1.1 % 2
BSV Vanguard Short-Tm Bond Mix (2-3yr) -0.2% +0.1% 1.8 % 3
XLY U.S. Consumer Discret Sector SPDR +2.3% +0.9% 12.6 % 4
VHT Vanguard MSCI U.S. Health Care +4.7% +1.2% 13.9 % 5
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) -0.4% -0.2% 1.6 % 6
XLV U.S. Health Care Sector SPDR +4.3% +1.0% 14.3 % 7
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) -0.7% +0.2% 4.1 % 8
IBB iShares Nasdaq Biotechnology Index +9.0% +2.1% 22.5 % 9
BKLN PowerShares S&P-LSTA Senior Loan -0.5% -0.6% 2.5 % 10
IWO iShares Russell 2000 Growth +1.5% +0.3% 14.7 % 11
XLF U.S. Financial Sector SPDR +2.2% +0.4% 16.0 % 12
MUB iShares S&P National Muni Bond (2-3yr) -1.3% +0.2% 3.2 % 13
VTV Vanguard MSCI U.S. LargeCap Value +1.1% -0.9% 11.4 % 14
USMV iShares MSCI USA Minimum Volatility Index -0.5% -0.2% 11.0 % 15
CIU iShares Barclays Intermed Credit (4-5yr) -1.1% -0.2% 3.9 % 16
IWB iShares Russell 1000 Index Fund +0.8% -0.8% 11.5 % 17
IVW iShares S&P 500 Growth Index Fund +1.2% -0.8% 12.2 % 18
SCHX Schwab Dow Jones U.S. Large-Cap +0.7% -0.8% 11.6 % 19
TIP iShares Barclays TIPS -1.7% +0.4% 5.7 % 20
MBB iShares Barclays MBS Bond Fund (2yr) -1.1% -0.3% 3.7 % 21
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) -0.6% -0.6% 5.3 % 22
IJK iShares S&P MidCap 400 Growth -0.4% -0.3% 11.4 % 23
SPY SPDR S&P 500 Index +0.9% -0.9% 11.7 % 24
VOO Vanguard S&P 500 +1.0% -0.9% 11.8 % 25
IVE iShares S&P 500 Value Index Fund +0.7% -1.0% 11.1 % 26
IWD iShares Russell 1000 Value +0.6% -0.9% 11.0 % 27
VV Vanguard MSCI U.S. Large Cap +0.7% -0.8% 11.7 % 28
PFF iShares S&P US Preferred Stock Index -0.8% -0.8% 3.1 % 29
IWF iShares Russell 1000 Growth +0.9% -0.8% 12.2 % 30
SCHB Schwab Dow Jones U.S. Broad Market +0.6% -0.8% 11.5 % 31
IVV iShares Core S&P 500 ETF +1.0% -0.9% 11.8 % 32
EMB iShares JPM Emerg Markets Bond (7-8yr) -1.5% -0.3% 5.0 % 33
EWJ iShares MSCI Japan Index Fund +2.2% -0.6% 15.5 % 34
IWV iShares Russell 3000 Index Fund +0.6% -0.8% 11.9 % 35
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) -0.6% -0.9% 4.8 % 36
IJR iShares Core S&P SmallCap 600 Index -0.2% +0.1% 12.4 % 37
VTI Vanguard Total U.S. Stock Market +0.6% -0.9% 11.5 % 38
VYM Vanguard High Dividend Yield Index +0.4% -1.1% 11.3 % 39
VUG Vanguard MSCI U.S. LargeCap Growth +0.5% -0.8% 12.2 % 40
IWM iShares Russell 2000 Index Fund -0.3% -0.2% 13.4 % 41
BND Vanguard Total Bond Market (4-5yr) -2.2% -0.3% 4.4 % 42
PRF FTSE RAFI US 1000 Portfolio +0.2% -1.1% 11.1 % 43
AGG iShares Core Total US Bond (4-5yr) -2.1% -0.3% 4.6 % 44
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) -2.3% -0.2% 5.8 % 45
VBK Vanguard U.S. Small Cap Growth +0.0% -0.6% 12.5 % 46
VCIT Vanguard Interm Corp Bond (6-7yr) -2.5% -0.3% 5.8 % 47
QQQ PowerShares Nasdaq-100 Index +2.9% -1.2% 13.7 % 48
DIA SPDR Dow Jones Industrial Average +0.4% -0.9% 12.2 % 49
SCZ iShares MSCI EAFE Small Cap Index +3.7% -1.1% 14.8 % 50
XLP U.S. Consumer Staples Sector SPDR -1.3% +0.4% 12.3 % 51
SDY SPDR S&P U.S. Dividend Aristocrats -0.9% -0.6% 11.5 % 52
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) -3.0% -0.3% 8.1 % 53
VXF Vanguard S&P U.S. Small & Midcap -0.5% -0.6% 12.3 % 54
HDV iShares High Dividend Equity -0.7% -1.1% 9.8 % 55
VO Vanguard CRSP U.S. Mid Cap -0.8% -0.8% 11.5 % 56
XLK U.S. Technology Sector SPDR +1.4% -2.7% 13.3 % 57
SPLV PowerShares S&P 500 Low Volatility Index -1.7% +0.4% 12.9 % 58
IJH iShares Core S&P MidCap 400 Index -0.9% -1.0% 11.4 % 59
VGT Vanguard MSCI U.S. Technology +1.2% -2.8% 13.2 % 60
LQD iShares iBoxx Invest Grade Bond (7-8yr) -4.2% -0.6% 7.0 % 61
VB Vanguard U.S. Small Cap -0.8% -0.9% 11.7 % 62
MDY S&P MidCap 400 SPDRs -0.9% -1.0% 11.4 % 63
RSP Rydex S&P Equal Stock Weight -0.8% -1.2% 11.4 % 64
IWN iShares Russell 2000 Value -2.0% -0.5% 12.2 % 65
DXJ WisdomTree Japan Hedged Equity +4.9% -3.0% 19.1 % 66
IWR iShares Russell Midcap Index Fund -1.2% -1.2% 11.2 % 67
DVY iShares DJ Select Dividend Index -2.0% -1.0% 10.6 % 68
VIG Vanguard Dividend Appreciation -0.9% -1.0% 11.9 % 69
GLD SPDR Gold Shares -3.1% -1.0% 9.3 % 70
ACWI iShares MSCI All-World ACWI Index +0.0% -1.4% 13.6 % 71
IWP iShares Russell Midcap Growth -0.8% -1.1% 12.0 % 72
IWS iShares Russell Midcap Value -1.7% -1.3% 10.4 % 73
IAU iShares COMEX Gold Trust -3.0% -1.0% 9.0 % 74
VWO Vanguard FTSE Emerging Markets -1.4% -0.4% 14.9 % 75
IEFA iShares Core MSCI EAFE +0.6% -1.8% 16.8 % 76
VXUS Vanguard MSCI All Country Ex-US Int'l +0.1% -1.4% 15.5 % 77
VEA Vanguard MSCI Euro Pacific +0.3% -1.6% 16.8 % 78
VBR Vanguard U.S. SmallCap Value -1.5% -1.1% 12.0 % 79
XLI U.S. Industrials Sector SPDR -1.7% -2.4% 11.4 % 80
IEMG iShares Core MSCI Emerging Markets -1.8% -0.6% 14.9 % 81
FXI iShares FTSE China 25 Index Fund +0.8% -6.7% 24.9 % 82
VEU Vanguard FTSE All-World ex-US -0.3% -1.6% 15.6 % 83
EEM iShares MSCI Emerging Markets -2.8% -0.5% 15.5 % 84
EFA iShares MSCI EAFE -0.2% -2.0% 17.2 % 85
VGK Vanguard Europe -0.2% -2.6% 20.2 % 86
AMLP ALPS Alerian MLP Infrastructure Index -4.5% -3.6% 9.6 % 87
SLV iShares Silver Trust -6.7% -3.4% 11.0 % 88
RWX SPDR DJ International Real Estate -3.7% -1.2% 13.9 % 89
XLU U.S. Utilities Sector SPDR -4.3% -1.5% 13.0 % 90
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq -1.7% -2.0% 19.8 % 91
XLE U.S. Energy Sector SPDR -3.5% -2.7% 13.6 % 92
VNQ Vanguard MSCI U.S. REIT -9.4% -1.5% 14.3 % 93
EZU iShares MSCI EMU Index Fund -2.7% -2.9% 25.7 % 94
AMJ J.P. Morgan Alerian MLP Index -6.8% -5.2% 13.9 % 95
FEZ SPDR Euro STOXX 50 -3.3% -2.8% 27.0 % 96
HEDJ WisdomTree Europe Hedged Equity -5.7% -1.8% 27.8 % 97
TLT iShares Barclays Long-Term Trsry (15-18yr) -10.7% -2.3% 18.7 % 98
EWG iShares MSCI Germany Index -6.0% -2.9% 26.6 % 99
GDX Market Vectors Gold Miners Equity Index -7.2% -7.6% 22.9 % 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