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, 2014
  • Page size
ETFs: 100(Assets >= Largest 100)
through: Aug 01, 2014
SymbolETFReturnAReturnBVolatilityRank
VNQ Vanguard MSCI U.S. REIT +3.0% +0.1% 8.8 % 1
IYR iShares Dow Jones Real Estate REIT +2.8% +0.0% 8.3 % 2
TIP iShares Barclays TIPS +2.0% +1.1% 4.6 % 3
RWX SPDR DJ International Real Estate +4.0% -1.3% 9.6 % 4
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +1.5% +1.3% 5.0 % 5
AGG iShares Core Total US Bond (4-5yr) +1.0% +0.7% 2.9 % 6
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +1.2% +0.7% 3.7 % 7
CIU iShares Barclays Intermed Credit (4-5yr) +0.9% +0.4% 2.4 % 8
LQD iShares iBoxx Invest Grade Bond (7-8yr) +1.1% +1.0% 4.3 % 9
EMB iShares JPM Emerg Markets Bond (7-8yr) +2.3% -0.7% 5.7 % 10
FXI iShares FTSE China 25 Index Fund +18.1% +6.0% 15.5 % 11
EWJ iShares MSCI Japan Index Fund +7.8% -1.6% 11.1 % 12
BND Vanguard Total Bond Market (4-5yr) +0.8% +0.6% 2.6 % 13
MBB iShares Barclays MBS Bond Fund (2yr) +0.9% +0.4% 3.4 % 14
XLK U.S. Technology Sector SPDR +7.1% -0.4% 11.9 % 15
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.5% +0.2% 1.1 % 16
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.3% +0.2% 1.2 % 17
QQQ PowerShares Nasdaq-100 Index +8.5% -1.1% 13.1 % 18
EWY iShares MSCI South Korea Index Fund +6.2% +1.0% 14.2 % 19
MINT PIMCO Enhanced Short-Term Bond (0.6yr) +0.3% +0.1% 0.4 % 20
SHY Barclays Low Duration Treasury (2-yr) +0.2% +0.1% 0.8 % 21
DXJ WisdomTree Japan Hedged Equity +8.6% -0.9% 13.6 % 22
VWO Vanguard FTSE Emerging Markets +7.7% -0.1% 13.7 % 23
PFF iShares S&P US Preferred Stock Index +0.9% -0.5% 4.5 % 24
AMLP ALPS Alerian MLP Infrastructure Index +2.2% -2.3% 8.4 % 25
EEM iShares MSCI Emerging Markets +6.7% -0.2% 13.2 % 26
OEF iShares S&P U.S. 100 Index +3.1% -2.4% 10.5 % 27
XLB U.S. Materials Sector SPDR +2.9% -2.9% 9.5 % 28
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.2% +0.0% 0.9 % 29
IEMG iShares Core MSCI Emerging Markets +6.6% -0.2% 13.4 % 30
VGT Vanguard MSCI U.S. Technology +7.0% -1.4% 12.7 % 31
VOO Vanguard S&P 500 +2.9% -2.9% 10.4 % 32
SPY SPDR S&P 500 Index +2.9% -2.9% 10.3 % 33
VTV Vanguard MSCI U.S. LargeCap Value +2.2% -2.6% 9.4 % 34
XLV U.S. Health Care Sector SPDR +6.0% -2.2% 12.9 % 35
IVV iShares Core S&P 500 ETF +2.8% -2.9% 10.4 % 36
VV Vanguard MSCI U.S. Large Cap +2.8% -2.9% 10.2 % 37
BKLN PowerShares S&P-LSTA Senior Loan +0.1% -1.1% 2.5 % 38
VYM Vanguard High Dividend Yield Index +2.1% -2.7% 9.6 % 39
IVW iShares S&P 500 Growth Index Fund +3.9% -2.9% 11.4 % 40
GDX Market Vectors Gold Miners Equity Index +7.7% -1.1% 30.7 % 41
IWD iShares Russell 1000 Value +2.2% -2.9% 9.8 % 42
DEM WisdomTree Emerging Markets Income +5.7% -1.3% 15.1 % 43
IWB iShares Russell 1000 Index Fund +2.7% -3.0% 10.4 % 44
HDV iShares High Dividend Equity +1.3% -2.8% 9.1 % 45
EWZ iShares MSCI Brazil Index Fund +2.6% +1.9% 22.8 % 46
IVE iShares S&P 500 Value Index Fund +1.8% -2.8% 9.7 % 47
IWF iShares Russell 1000 Growth +3.1% -3.2% 11.4 % 48
RSP Rydex S&P Equal Stock Weight +2.4% -3.5% 10.0 % 49
VUG Vanguard MSCI U.S. LargeCap Growth +3.6% -3.3% 12.0 % 50
VTI Vanguard Total U.S. Stock Market +2.5% -3.4% 10.6 % 51
IWV iShares Russell 3000 Index Fund +2.3% -3.4% 10.6 % 52
HYS PIMCO BofA ML 0-5 Yr High Yield (2-3yr) -1.1% -1.9% 2.9 % 53
SJNK SPDR Barcap Short-Term High Yield (2yr) -1.1% -2.0% 2.9 % 54
AMJ J.P. Morgan Alerian MLP Index +3.4% -3.7% 12.0 % 55
IWS iShares Russell Midcap Value +1.7% -3.6% 9.6 % 56
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) -0.8% -2.4% 4.7 % 57
ACWI iShares MSCI All-World ACWI Index +2.0% -3.3% 10.7 % 58
VO Vanguard CRSP U.S. Mid Cap +2.2% -3.7% 10.5 % 59
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) -0.9% -2.7% 5.0 % 60
XLY U.S. Consumer Discret Sector SPDR +2.5% -3.6% 12.0 % 61
DIA SPDR Dow Jones Industrial Average +0.4% -3.4% 9.5 % 62
VEU Vanguard FTSE All-World ex-US +1.4% -3.3% 11.2 % 63
SLV iShares Silver Trust +4.4% -3.8% 17.5 % 64
IWR iShares Russell Midcap Index Fund +2.0% -4.0% 10.7 % 65
DVY iShares DJ Select Dividend Index +0.1% -3.5% 8.9 % 66
SPLV PowerShares S&P 500 Low Volatility Index +0.0% -3.5% 9.3 % 67
IBB iShares Nasdaq Biotechnology Index +9.4% -5.9% 25.8 % 68
IJJ iShares S&P MidCap 400 Value +0.9% -4.8% 9.8 % 69
IWP iShares Russell Midcap Growth +2.2% -4.3% 12.1 % 70
XLF U.S. Financial Sector SPDR +1.4% -3.6% 11.9 % 71
SDY SPDR S&P U.S. Dividend Aristocrats -0.5% -4.0% 8.7 % 72
XLE U.S. Energy Sector SPDR +2.7% -4.5% 14.0 % 73
VIG Vanguard Dividend Appreciation -0.2% -4.4% 9.4 % 74
MDY S&P MidCap 400 SPDRs +0.8% -5.1% 10.7 % 75
IJH iShares Core S&P MidCap 400 Index +0.9% -5.1% 10.9 % 76
XLP U.S. Consumer Staples Sector SPDR -1.0% -3.6% 10.0 % 77
IAU iShares COMEX Gold Trust -0.5% -2.0% 14.4 % 78
DBC PowerShares DB Commodity Index -4.4% -4.8% 7.4 % 79
GLD SPDR Gold Shares -0.5% -2.2% 14.3 % 80
VBR Vanguard U.S. SmallCap Value +0.5% -5.9% 11.4 % 81
IJK iShares S&P MidCap 400 Growth +0.6% -5.5% 11.8 % 82
VEA Vanguard MSCI Euro Pacific -0.4% -4.0% 11.4 % 83
VXF Vanguard S&P U.S. Small & Midcap +0.6% -5.5% 12.2 % 84
EFA iShares MSCI EAFE -0.9% -4.5% 11.0 % 85
XLU U.S. Utilities Sector SPDR -1.7% -2.6% 13.7 % 86
SCZ iShares MSCI EAFE Small Cap Index -1.9% -5.3% 10.3 % 87
VB Vanguard U.S. Small Cap +0.3% -6.1% 12.5 % 88
EWU iShares MSCI United Kingdom Index -1.8% -5.0% 10.7 % 89
IDV iShares DJ Int'l Select Dividend -1.7% -4.8% 11.4 % 90
XLI U.S. Industrials Sector SPDR -1.5% -5.4% 11.7 % 91
VBK Vanguard U.S. Small Cap Growth +0.1% -6.5% 13.8 % 92
IWN iShares Russell 2000 Value -1.7% -7.4% 11.9 % 93
IJR iShares Core S&P SmallCap 600 Index -1.1% -7.0% 13.4 % 94
IWO iShares Russell 2000 Growth +0.0% -7.9% 18.3 % 95
IWM iShares Russell 2000 Index Fund -0.8% -7.6% 14.7 % 96
VGK Vanguard Europe -4.4% -6.5% 13.1 % 97
FEZ SPDR Euro STOXX 50 -5.1% -7.9% 16.8 % 98
EZU iShares MSCI EMU Index Fund -6.3% -8.2% 16.5 % 99
EWG iShares MSCI Germany Index -7.0% -9.6% 15.4 % 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