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, 2015
  • through: May 22, 2015
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
XLF U.S. Financial Sector SPDR +2.3% +2.4% 10.4 % 1
DXJ WisdomTree Japan Hedged Equity +11.8% +2.6% 17.1 % 2
IVE iShares S&P 500 Value Index Fund +1.5% +1.1% 8.8 % 3
IEFA iShares Core MSCI EAFE +5.2% +1.2% 13.6 % 4
VTV Vanguard MSCI U.S. LargeCap Value +1.5% +1.0% 9.7 % 5
IJH iShares Core S&P MidCap 400 Index +2.0% +0.6% 9.8 % 6
PRF FTSE RAFI US 1000 Portfolio +1.4% +0.7% 9.0 % 7
VGK Vanguard Europe +4.4% +1.9% 14.8 % 8
EFA iShares MSCI EAFE +4.9% +0.9% 14.0 % 9
DIA SPDR Dow Jones Industrial Average +1.2% +1.2% 9.5 % 10
VO Vanguard CRSP U.S. Mid Cap +1.9% +0.4% 9.6 % 11
VEA Vanguard MSCI Euro Pacific +5.2% +0.6% 13.4 % 12
SJNK SPDR Barcap Short-Term High Yield (2yr) +1.3% +0.3% 2.3 % 13
VXUS Vanguard MSCI All Country Ex-US Int'l +5.5% +0.4% 12.4 % 14
MDY S&P MidCap 400 SPDRs +2.0% +0.6% 10.1 % 15
SLV iShares Silver Trust +4.5% +8.5% 26.8 % 16
EMB iShares JPM Emerg Markets Bond (7-8yr) +2.4% -0.7% 5.6 % 17
EZU iShares MSCI EMU Index Fund +3.7% +1.8% 17.5 % 18
IWD iShares Russell 1000 Value +1.0% +0.9% 9.5 % 19
XLV U.S. Health Care Sector SPDR +3.7% +0.8% 14.6 % 20
FEZ SPDR Euro STOXX 50 +3.5% +1.8% 17.9 % 21
ACWI iShares MSCI All-World ACWI Index +3.1% +0.1% 10.6 % 22
SCHB Schwab Dow Jones U.S. Broad Market +1.4% +0.4% 9.8 % 23
VEU Vanguard FTSE All-World ex-US +5.2% +0.0% 12.0 % 24
IJK iShares S&P MidCap 400 Growth +2.5% +0.3% 11.6 % 25
IWB iShares Russell 1000 Index Fund +1.4% +0.5% 9.9 % 26
VOO Vanguard S&P 500 +1.3% +0.7% 10.1 % 27
VTI Vanguard Total U.S. Stock Market +1.4% +0.4% 9.9 % 28
EWG iShares MSCI Germany Index +2.6% +1.3% 19.2 % 29
IVV iShares Core S&P 500 ETF +1.3% +0.6% 10.1 % 30
XLK U.S. Technology Sector SPDR +1.5% +1.1% 13.4 % 31
VGT Vanguard MSCI U.S. Technology +1.5% +1.1% 13.4 % 32
VHT Vanguard MSCI U.S. Health Care +4.3% +0.6% 15.2 % 33
VV Vanguard MSCI U.S. Large Cap +1.3% +0.6% 10.0 % 34
BKLN PowerShares S&P-LSTA Senior Loan +0.9% +0.1% 3.3 % 35
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq +6.0% +0.1% 14.7 % 36
IWV iShares Russell 3000 Index Fund +1.4% +0.4% 10.0 % 37
SPY SPDR S&P 500 Index +1.3% +0.6% 10.1 % 38
RSP Rydex S&P Equal Stock Weight +0.9% +0.4% 9.4 % 39
VYM Vanguard High Dividend Yield Index +0.6% +0.4% 9.0 % 40
VBR Vanguard U.S. SmallCap Value +2.0% +0.0% 10.2 % 41
IWF iShares Russell 1000 Growth +1.7% +0.2% 10.7 % 42
PFF iShares S&P US Preferred Stock Index +1.2% +0.0% 7.4 % 43
IBB iShares Nasdaq Biotechnology Index +7.9% +0.2% 27.0 % 44
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +0.9% +0.0% 4.1 % 45
IWP iShares Russell Midcap Growth +1.6% -0.3% 9.7 % 46
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.4% -0.1% 1.0 % 47
EWJ iShares MSCI Japan Index Fund +8.3% -0.2% 17.4 % 48
VB Vanguard U.S. Small Cap +2.1% -0.2% 11.3 % 49
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.5% -0.2% 1.9 % 50
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.5% -0.2% 1.4 % 51
SHY Barclays Low Duration Treasury (2-yr) +0.3% -0.1% 0.9 % 52
IEMG iShares Core MSCI Emerging Markets +6.8% -1.7% 12.2 % 53
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +0.6% -0.1% 4.6 % 54
QQQ PowerShares Nasdaq-100 Index +2.0% -0.1% 13.0 % 55
VWO Vanguard FTSE Emerging Markets +6.4% -1.6% 13.1 % 56
XLY U.S. Consumer Discret Sector SPDR +2.4% -0.9% 10.9 % 57
IWR iShares Russell Midcap Index Fund +0.9% +0.0% 9.6 % 58
AAXJ iShares MSCI Asia ex-Japan +8.2% -1.6% 14.1 % 59
EEM iShares MSCI Emerging Markets +6.2% -2.5% 13.0 % 60
VBK Vanguard U.S. Small Cap Growth +2.2% -0.3% 13.2 % 61
MBB iShares Barclays MBS Bond Fund (2yr) +0.3% -0.7% 2.9 % 62
FXI iShares FTSE China 25 Index Fund +19.5% -1.1% 26.1 % 63
IWS iShares Russell Midcap Value +0.2% +0.4% 9.9 % 64
IVW iShares S&P 500 Growth Index Fund +1.1% +0.2% 11.8 % 65
HEDJ WisdomTree Europe Hedged Equity +5.4% -0.5% 21.2 % 66
VUG Vanguard MSCI U.S. LargeCap Growth +1.1% +0.1% 11.1 % 67
VIG Vanguard Dividend Appreciation -0.4% +0.4% 9.7 % 68
USMV iShares MSCI USA Minimum Volatility Index +0.5% +0.0% 9.9 % 69
AMJ J.P. Morgan Alerian MLP Index +0.4% +0.6% 12.2 % 70
HDV iShares High Dividend Equity +0.6% -0.8% 8.8 % 71
IJR iShares Core S&P SmallCap 600 Index +1.5% -0.8% 11.7 % 72
XLP U.S. Consumer Staples Sector SPDR -0.4% +0.1% 9.4 % 73
CIU iShares Barclays Intermed Credit (4-5yr) +0.2% -0.9% 3.3 % 74
XLI U.S. Industrials Sector SPDR -1.3% +1.0% 10.2 % 75
IWO iShares Russell 2000 Growth +3.1% -0.8% 14.9 % 76
SDY SPDR S&P U.S. Dividend Aristocrats -0.1% +0.2% 9.9 % 77
IAU iShares COMEX Gold Trust +0.2% +2.2% 14.8 % 78
IWM iShares Russell 2000 Index Fund +1.9% -1.1% 13.1 % 79
GLD SPDR Gold Shares +0.1% +2.3% 14.9 % 80
BND Vanguard Total Bond Market (4-5yr) -0.3% -1.4% 4.0 % 81
AGG iShares Core Total US Bond (4-5yr) -0.3% -1.3% 4.5 % 82
TIP iShares Barclays TIPS +0.2% -1.8% 6.9 % 83
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +0.0% -1.6% 5.2 % 84
DVY iShares DJ Select Dividend Index -0.8% -0.4% 8.9 % 85
MUB iShares S&P National Muni Bond (2-3yr) -1.1% -1.3% 3.0 % 86
RWX SPDR DJ International Real Estate +1.3% -0.2% 14.1 % 87
AMLP ALPS Alerian MLP Infrastructure Index -1.0% -1.1% 7.9 % 88
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) -0.4% -2.1% 7.1 % 89
VCIT Vanguard Interm Corp Bond (6-7yr) -0.5% -2.0% 5.7 % 90
IWN iShares Russell 2000 Value +0.6% -1.4% 11.4 % 91
GDX Market Vectors Gold Miners Equity Index -3.5% +2.4% 28.2 % 92
LQD iShares iBoxx Invest Grade Bond (7-8yr) -2.0% -2.9% 7.7 % 93
SPLV PowerShares S&P 500 Low Volatility Index -1.2% -0.4% 11.3 % 94
XLE U.S. Energy Sector SPDR +0.7% -2.2% 13.4 % 95
IDV iShares DJ Int'l Select Dividend -0.5% -0.5% 14.2 % 96
XLU U.S. Utilities Sector SPDR -2.4% -1.3% 14.1 % 97
IYR iShares Dow Jones Real Estate REIT -4.9% -2.7% 16.9 % 98
VNQ Vanguard MSCI U.S. REIT -5.6% -3.1% 18.0 % 99
TLT iShares Barclays Long-Term Trsry (15-18yr) -5.4% -6.5% 18.2 % 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