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 Jan 30, 2015
  • through: Feb 27, 2015
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
XLY U.S. Consumer Discret Sector SPDR +7.5% +7.4% 11.4 % 1
IWF iShares Russell 1000 Growth +4.2% +5.4% 10.1 % 2
QQQ PowerShares Nasdaq-100 Index +3.8% +6.4% 9.9 % 3
IWP iShares Russell Midcap Growth +4.8% +5.4% 11.4 % 4
VUG Vanguard MSCI U.S. LargeCap Growth +3.8% +5.2% 10.0 % 5
VGT Vanguard MSCI U.S. Technology +4.3% +6.8% 11.8 % 6
HEDJ WisdomTree Europe Hedged Equity +13.5% +5.3% 12.9 % 7
XLK U.S. Technology Sector SPDR +3.4% +6.7% 10.8 % 8
DXJ WisdomTree Japan Hedged Equity +7.5% +7.0% 15.4 % 9
IWO iShares Russell 2000 Growth +6.9% +4.9% 13.1 % 10
EWJ iShares MSCI Japan Index Fund +6.3% +5.6% 14.0 % 11
VO Vanguard CRSP U.S. Mid Cap +4.1% +4.5% 11.6 % 12
IVW iShares S&P 500 Growth Index Fund +3.5% +4.5% 10.9 % 13
SCHB Schwab Dow Jones U.S. Broad Market +2.7% +4.4% 10.6 % 14
IWB iShares Russell 1000 Index Fund +2.5% +4.4% 10.5 % 15
IBB iShares Nasdaq Biotechnology Index +12.6% +4.5% 17.3 % 16
IYW iShares DJ U.S. Technology Sector +3.5% +6.6% 12.5 % 17
IWR iShares Russell Midcap Index Fund +3.9% +4.1% 11.1 % 18
IJK iShares S&P MidCap 400 Growth +4.5% +2.7% 11.2 % 19
VTI Vanguard Total U.S. Stock Market +2.7% +4.3% 10.9 % 20
IWV iShares Russell 3000 Index Fund +2.6% +4.3% 10.7 % 21
IJH iShares Core S&P MidCap 400 Index +3.9% +3.6% 11.3 % 22
VB Vanguard U.S. Small Cap +3.9% +4.2% 11.8 % 23
IVV iShares Core S&P 500 ETF +2.3% +4.3% 10.7 % 24
OEF iShares S&P U.S. 100 Index +1.6% +4.6% 10.6 % 25
IJJ iShares S&P MidCap 400 Value +3.2% +4.5% 12.4 % 26
VV Vanguard MSCI U.S. Large Cap +2.4% +4.4% 11.0 % 27
USMV iShares MSCI USA Minimum Volatility Index +4.2% +1.9% 10.8 % 28
MDY S&P MidCap 400 SPDRs +3.9% +3.6% 11.3 % 29
VOO Vanguard S&P 500 +2.2% +4.3% 10.5 % 30
SPY SPDR S&P 500 Index +2.3% +4.3% 10.7 % 31
RSP Rydex S&P Equal Stock Weight +2.7% +4.4% 12.0 % 32
XLP U.S. Consumer Staples Sector SPDR +3.9% +2.3% 11.2 % 33
VHT Vanguard MSCI U.S. Health Care +6.8% +3.1% 13.6 % 34
VBR Vanguard U.S. SmallCap Value +3.0% +4.1% 12.0 % 35
DIA SPDR Dow Jones Industrial Average +2.1% +4.2% 11.0 % 36
IWM iShares Russell 2000 Index Fund +4.2% +3.6% 13.3 % 37
IJR iShares Core S&P SmallCap 600 Index +4.0% +3.8% 13.3 % 38
PFF iShares S&P US Preferred Stock Index +2.4% +0.9% 3.1 % 39
XLV U.S. Health Care Sector SPDR +5.4% +2.7% 14.0 % 40
FXI iShares FTSE China 25 Index Fund +11.6% +3.2% 18.9 % 41
VEA Vanguard MSCI Euro Pacific +2.5% +4.4% 14.0 % 42
LQD iShares iBoxx Invest Grade Bond (7-8yr) +2.9% -0.6% 7.4 % 43
EFA iShares MSCI EAFE +2.3% +4.7% 14.4 % 44
IWS iShares Russell Midcap Value +2.9% +2.7% 11.9 % 45
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +1.0% +2.4% 3.4 % 46
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +1.3% +1.9% 4.4 % 47
VIG Vanguard Dividend Appreciation +2.1% +3.9% 11.7 % 48
VCIT Vanguard Interm Corp Bond (6-7yr) +2.1% -0.4% 5.5 % 49
AGG iShares Core Total US Bond (4-5yr) +1.7% -0.5% 4.3 % 50
RWX SPDR DJ International Real Estate +4.4% +1.2% 15.2 % 51
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +2.4% -1.6% 8.1 % 52
CIU iShares Barclays Intermed Credit (4-5yr) +1.3% +0.0% 3.7 % 53
SJNK SPDR Barcap Short-Term High Yield (2yr) +0.7% +2.0% 1.9 % 54
EWG iShares MSCI Germany Index +3.8% +4.1% 22.2 % 55
PRF FTSE RAFI US 1000 Portfolio +1.4% +3.9% 11.7 % 56
MBB iShares Barclays MBS Bond Fund (2yr) +1.0% +0.0% 2.9 % 57
MUB iShares S&P National Muni Bond (2-3yr) +1.6% -0.9% 3.2 % 58
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +1.9% -0.8% 6.2 % 59
ACWI iShares MSCI All-World ACWI Index +1.4% +4.1% 12.1 % 60
BND Vanguard Total Bond Market (4-5yr) +1.4% -0.8% 4.4 % 61
TLT iShares Barclays Long-Term Trsry (15-18yr) +7.6% -4.5% 17.1 % 62
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.6% +0.0% 2.1 % 63
SPLV PowerShares S&P 500 Low Volatility Index +2.9% -0.4% 12.7 % 64
IVE iShares S&P 500 Value Index Fund +1.0% +4.1% 12.2 % 65
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.2% +0.0% 1.5 % 66
BKLN PowerShares S&P-LSTA Senior Loan +0.1% +1.0% 3.0 % 67
VTV Vanguard MSCI U.S. LargeCap Value +1.2% +3.6% 12.3 % 68
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.3% -0.2% 2.1 % 69
IYR iShares Dow Jones Real Estate REIT +4.9% -4.2% 17.6 % 70
SHY Barclays Low Duration Treasury (2-yr) +0.1% -0.2% 1.3 % 71
VYM Vanguard High Dividend Yield Index +0.9% +3.2% 11.6 % 72
SDY SPDR S&P U.S. Dividend Aristocrats +1.2% +1.5% 11.4 % 73
VNQ Vanguard MSCI U.S. REIT +6.1% -5.7% 19.6 % 74
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +0.9% -0.9% 4.8 % 75
VGK Vanguard Europe +1.3% +4.3% 17.7 % 76
VEU Vanguard FTSE All-World ex-US +1.0% +4.2% 14.5 % 77
TIP iShares Barclays TIPS +0.8% -0.6% 6.3 % 78
GDX Market Vectors Gold Miners Equity Index +5.1% -1.4% 35.4 % 79
HDV iShares High Dividend Equity +0.9% +2.1% 11.5 % 80
IWD iShares Russell 1000 Value +0.8% +3.3% 11.8 % 81
EZU iShares MSCI EMU Index Fund +1.2% +4.4% 22.1 % 82
EMB iShares JPM Emerg Markets Bond (7-8yr) -0.2% +1.0% 6.5 % 83
IWN iShares Russell 2000 Value +1.5% +2.3% 14.0 % 84
XLF U.S. Financial Sector SPDR +0.5% +4.1% 12.9 % 85
XLI U.S. Industrials Sector SPDR +0.5% +3.6% 12.4 % 86
DVY iShares DJ Select Dividend Index +1.6% -1.1% 12.7 % 87
XLE U.S. Energy Sector SPDR -8.0% +5.5% 21.1 % 88
FEZ SPDR Euro STOXX 50 +0.1% +4.4% 23.1 % 89
IDV iShares DJ Int'l Select Dividend -0.5% +4.2% 16.9 % 90
EWY iShares MSCI South Korea Index Fund +1.0% -0.5% 14.9 % 91
AMLP ALPS Alerian MLP Infrastructure Index -6.5% +2.1% 13.6 % 92
IEMG iShares Core MSCI Emerging Markets -0.8% +1.7% 17.4 % 93
IAU iShares COMEX Gold Trust +0.8% -3.7% 15.7 % 94
AMJ J.P. Morgan Alerian MLP Index -11.2% +2.2% 18.3 % 95
VWO Vanguard FTSE Emerging Markets -1.2% +1.9% 19.0 % 96
GLD SPDR Gold Shares +0.7% -3.8% 15.9 % 97
EEM iShares MSCI Emerging Markets -1.2% +1.5% 19.3 % 98
XLU U.S. Utilities Sector SPDR +0.7% -8.5% 24.2 % 99
SLV iShares Silver Trust -0.7% -2.3% 25.4 % 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