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 01, 2015
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
SHY Barclays Low Duration Treasury (2-yr) +0.0% +0.1% 1.0 % 1
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.0% +0.0% 1.0 % 2
XLY U.S. Consumer Discret Sector SPDR +3.4% +0.4% 12.9 % 3
VHT Vanguard MSCI U.S. Health Care +5.3% +0.8% 14.1 % 4
BSV Vanguard Short-Tm Bond Mix (2-3yr) -0.3% +0.0% 1.7 % 5
XLV U.S. Health Care Sector SPDR +5.1% +0.7% 14.4 % 6
IBB iShares Nasdaq Biotechnology Index +8.8% +1.4% 22.6 % 7
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) -0.6% -0.2% 1.6 % 8
IWO iShares Russell 2000 Growth +2.4% +0.1% 14.9 % 9
XLF U.S. Financial Sector SPDR +3.2% +0.0% 16.2 % 10
BKLN PowerShares S&P-LSTA Senior Loan -0.4% -0.8% 2.6 % 11
VTV Vanguard MSCI U.S. LargeCap Value +1.6% -1.6% 11.8 % 12
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) -1.1% +0.1% 4.0 % 13
IWB iShares Russell 1000 Index Fund +1.3% -1.6% 11.9 % 14
SCHB Schwab Dow Jones U.S. Broad Market +1.1% -1.5% 11.8 % 15
IJR iShares Core S&P SmallCap 600 Index +0.8% -0.2% 12.6 % 16
MUB iShares S&P National Muni Bond (2-3yr) -1.6% +0.2% 3.3 % 17
SPY SPDR S&P 500 Index +1.4% -1.6% 12.0 % 18
IWD iShares Russell 1000 Value +1.1% -1.6% 11.3 % 19
IVV iShares Core S&P 500 ETF +1.4% -1.6% 12.1 % 20
IVW iShares S&P 500 Growth Index Fund +1.5% -1.5% 12.5 % 21
VTI Vanguard Total U.S. Stock Market +1.1% -1.5% 11.8 % 22
IJK iShares S&P MidCap 400 Growth +0.0% -1.0% 11.7 % 23
PFF iShares S&P US Preferred Stock Index -0.9% -0.8% 3.1 % 24
VOO Vanguard S&P 500 +1.4% -1.6% 12.1 % 25
VV Vanguard MSCI U.S. Large Cap +1.2% -1.6% 12.0 % 26
IVE iShares S&P 500 Value Index Fund +1.2% -1.7% 11.5 % 27
SCHX Schwab Dow Jones U.S. Large-Cap +1.2% -1.6% 12.0 % 28
IWV iShares Russell 3000 Index Fund +1.1% -1.5% 12.2 % 29
MBB iShares Barclays MBS Bond Fund (2yr) -1.4% -0.3% 3.6 % 30
EWJ iShares MSCI Japan Index Fund +3.1% -1.3% 15.7 % 31
IWF iShares Russell 1000 Growth +1.3% -1.5% 12.6 % 32
EMB iShares JPM Emerg Markets Bond (7-8yr) -1.0% -0.4% 5.0 % 33
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) -0.7% -1.3% 4.7 % 34
USMV iShares MSCI USA Minimum Volatility Index -0.4% -1.0% 11.3 % 35
TIP iShares Barclays TIPS -2.5% +0.3% 5.6 % 36
CIU iShares Barclays Intermed Credit (4-5yr) -1.5% -0.4% 3.8 % 37
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) -0.9% -1.3% 5.2 % 38
PRF FTSE RAFI US 1000 Portfolio +0.8% -1.9% 11.5 % 39
VBK Vanguard U.S. Small Cap Growth +0.8% -1.0% 12.8 % 40
AGG iShares Core Total US Bond (4-5yr) -2.4% -0.3% 4.7 % 41
BND Vanguard Total Bond Market (4-5yr) -2.5% -0.3% 4.4 % 42
VUG Vanguard MSCI U.S. LargeCap Growth +0.9% -1.5% 12.5 % 43
VYM Vanguard High Dividend Yield Index +0.7% -1.9% 11.6 % 44
IWM iShares Russell 2000 Index Fund +0.7% -0.4% 13.6 % 45
SDY SPDR S&P U.S. Dividend Aristocrats -0.4% -1.3% 11.8 % 46
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) -2.8% -0.2% 5.8 % 47
VCIT Vanguard Interm Corp Bond (6-7yr) -2.8% -0.2% 5.9 % 48
VB Vanguard U.S. Small Cap -0.1% -1.5% 12.1 % 49
VXF Vanguard S&P U.S. Small & Midcap +0.2% -1.2% 12.7 % 50
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) -3.6% -0.2% 8.2 % 51
QQQ PowerShares Nasdaq-100 Index +3.0% -2.0% 14.0 % 52
DIA SPDR Dow Jones Industrial Average +0.9% -1.7% 12.6 % 53
XLP U.S. Consumer Staples Sector SPDR -0.6% -0.2% 12.5 % 54
SCZ iShares MSCI EAFE Small Cap Index +4.7% -2.0% 15.1 % 55
VO Vanguard CRSP U.S. Mid Cap -0.2% -1.6% 11.9 % 56
IJH iShares Core S&P MidCap 400 Index -0.4% -1.7% 11.8 % 57
MDY S&P MidCap 400 SPDRs -0.4% -1.7% 11.8 % 58
LQD iShares iBoxx Invest Grade Bond (7-8yr) -4.7% -0.5% 7.2 % 59
RSP Rydex S&P Equal Stock Weight -0.3% -2.0% 11.8 % 60
IWP iShares Russell Midcap Growth -0.1% -1.7% 12.3 % 61
HDV iShares High Dividend Equity -0.5% -2.1% 10.0 % 62
IWN iShares Russell 2000 Value -1.1% -0.9% 12.5 % 63
IAU iShares COMEX Gold Trust -3.0% -1.4% 9.3 % 64
GLD SPDR Gold Shares -3.1% -1.5% 9.6 % 65
DXJ WisdomTree Japan Hedged Equity +6.0% -3.3% 19.2 % 66
IWR iShares Russell Midcap Index Fund -0.7% -2.0% 11.5 % 67
SPLV PowerShares S&P 500 Low Volatility Index -1.1% -0.3% 13.3 % 68
XLK U.S. Technology Sector SPDR +1.2% -3.7% 13.5 % 69
IWS iShares Russell Midcap Value -1.3% -2.1% 10.7 % 70
VIG Vanguard Dividend Appreciation -0.6% -1.9% 12.3 % 71
IEFA iShares Core MSCI EAFE +1.3% -3.0% 17.2 % 72
VGT Vanguard MSCI U.S. Technology +1.1% -3.8% 13.5 % 73
VBR Vanguard U.S. SmallCap Value -0.8% -1.8% 12.5 % 74
ACWI iShares MSCI All-World ACWI Index +0.5% -2.4% 13.9 % 75
DVY iShares DJ Select Dividend Index -2.2% -2.1% 10.8 % 76
FXI iShares FTSE China 25 Index Fund +1.7% -7.4% 24.8 % 77
VXUS Vanguard MSCI All Country Ex-US Int'l +0.7% -2.8% 15.9 % 78
VEA Vanguard MSCI Euro Pacific +0.7% -2.9% 17.2 % 79
VEU Vanguard FTSE All-World ex-US +0.5% -2.8% 16.0 % 80
EFA iShares MSCI EAFE +0.5% -3.2% 17.5 % 81
VWO Vanguard FTSE Emerging Markets -0.4% -2.3% 15.6 % 82
XLI U.S. Industrials Sector SPDR -1.4% -3.3% 11.9 % 83
VGK Vanguard Europe +0.6% -3.8% 20.6 % 84
AMLP ALPS Alerian MLP Infrastructure Index -5.2% -5.9% 9.1 % 85
IEMG iShares Core MSCI Emerging Markets -0.9% -2.4% 15.6 % 86
RWX SPDR DJ International Real Estate -2.7% -1.9% 14.2 % 87
XLU U.S. Utilities Sector SPDR -5.3% -2.8% 12.0 % 88
TLT iShares Barclays Long-Term Trsry (15-18yr) -11.9% -1.4% 19.3 % 89
EEM iShares MSCI Emerging Markets -1.8% -2.5% 16.2 % 90
VNQ Vanguard MSCI U.S. REIT -8.9% -2.0% 14.3 % 91
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq -1.4% -3.0% 20.1 % 92
EZU iShares MSCI EMU Index Fund -1.2% -3.9% 26.2 % 93
XLE U.S. Energy Sector SPDR -3.7% -4.5% 14.1 % 94
SLV iShares Silver Trust -8.2% -5.9% 13.0 % 95
AMJ J.P. Morgan Alerian MLP Index -7.8% -8.3% 13.0 % 96
HEDJ WisdomTree Europe Hedged Equity -4.6% -2.1% 27.9 % 97
FEZ SPDR Euro STOXX 50 -1.9% -3.9% 27.4 % 98
EWG iShares MSCI Germany Index -5.0% -3.8% 26.9 % 99
GDX Market Vectors Gold Miners Equity Index -10.0% -11.0% 21.5 % 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