ETF Screener

Note: Non-subscribers are restricted to screening only the 100 largest ETFs.  Want to backtest the 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.
  •  
  • Time Period
  • Weight
  • ReturnA
  • %
  • ReturnB
  • %
  • Volatility
  • %
  •  
  • Through
  • Assets >=
  •  as of Jul 31, 2017
  • through: Aug 21, 2017
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
XLU U.S. Utilities Sector SPDR +5.0% +3.6% 7.7 % 1
DIA SPDR Dow Jones Industrial Average +4.4% +1.0% 6.8 % 2
USMV iShares MSCI USA Minimum Volatility Index +3.1% +0.4% 6.4 % 3
SCZ iShares MSCI EAFE Small Cap Index +3.8% +0.3% 7.0 % 4
SPLV PowerShares S&P 500 Low Volatility Index +2.8% +0.4% 6.5 % 5
EFAV iShares MSCI EAFE Minimum Volatility +2.2% +0.5% 6.5 % 6
EMB iShares JPM Emerg Markets Bond (7-8yr) +1.9% +0.9% 3.6 % 7
EWJ iShares MSCI Japan Index Fund +3.1% +0.1% 7.1 % 8
TLT iShares Barclays Long-Term Treasury +3.5% +1.6% 9.5 % 9
MUB iShares S&P National Muni Bond (2-3yr) +1.5% +0.4% 1.5 % 10
GLD SPDR Gold Shares +2.4% +2.9% 8.9 % 11
IAU iShares COMEX Gold Trust +2.4% +2.7% 9.0 % 12
VWO Vanguard FTSE Emerging Markets +6.7% +0.9% 12.7 % 13
BNDX Vanguard Total International Bond +0.9% +0.7% 2.4 % 14
IEF iShares Barclays 7-10 Yr Treasury +1.1% +0.7% 4.0 % 15
BND Vanguard Total Bond Market +1.2% +0.4% 2.6 % 16
BIV Vanguard Barclays Govt-Credit Mix +1.1% +0.4% 3.1 % 17
AGG iShares Core Total US Bond +1.2% +0.4% 2.5 % 18
CIU iShares Barclays Intermed Credit (4-5yr) +1.1% +0.3% 1.8 % 19
VCIT Vanguard Interm Corp Bond (6-7yr) +1.4% +0.2% 3.1 % 20
IEFA iShares Core MSCI EAFE +2.0% -0.1% 8.3 % 21
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +0.7% +0.5% 2.3 % 22
IXUS iShares Core MSCI Total Int'l Stock +3.3% -0.2% 9.1 % 23
LQD iShares iBoxx Invest Grade Bond +1.6% -0.2% 4.2 % 24
VEU Vanguard FTSE All-World ex-US +2.9% -0.3% 8.9 % 25
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.8% +0.2% 1.2 % 26
ACWI iShares MSCI All-World ACWI Index +2.5% -1.0% 8.4 % 27
SCHF Schwab FTSE Developed Market Int'l Equity +2.0% -0.6% 8.2 % 28
MBB iShares Barclays MBS Bond Fund (2yr) +0.7% +0.4% 2.4 % 29
VXUS Vanguard MSCI All Country Ex-US Int'l +3.0% -0.4% 9.3 % 30
VTV Vanguard MSCI U.S. LargeCap Value +2.0% -1.2% 7.9 % 31
BSV Vanguard Short-Tm Bond Mix +0.5% +0.3% 1.1 % 32
EEM iShares MSCI Emerging Markets +6.9% +0.2% 13.2 % 33
MINT PIMCO Enhanced Short-Term Bond (0.6yr) +0.5% +0.2% 0.3 % 34
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.5% +0.2% 0.8 % 35
EZU iShares MSCI EMU Index Fund +2.0% +0.5% 10.1 % 36
VYM Vanguard High Dividend Yield Index +1.9% -1.0% 7.4 % 37
TIP iShares Barclays TIPS +0.3% +0.6% 3.3 % 38
VEA Vanguard FTSE Developed Ex North America +2.1% -0.6% 8.6 % 39
HDV iShares High Dividend Equity +0.8% +0.6% 8.0 % 40
IEMG iShares Core MSCI Emerging Markets +6.5% +0.0% 13.2 % 41
SHY Barclays Low Duration Treasury (2-yr) +0.3% +0.2% 0.8 % 42
EFA iShares MSCI EAFE +1.6% -0.3% 8.5 % 43
XLV U.S. Health Care Sector SPDR +4.6% -3.2% 8.5 % 44
VT Vanguard FTSE Global All Cap +2.2% -1.1% 9.0 % 45
XLP U.S. Consumer Staples Sector SPDR +0.3% +0.9% 7.9 % 46
PFF iShares S&P US Preferred Stock Index +1.0% -0.9% 4.9 % 47
IVV iShares Core S&P 500 ETF +2.0% -1.6% 8.6 % 48
VOO Vanguard S&P 500 +1.9% -1.6% 8.6 % 49
VV Vanguard MSCI U.S. Large Cap +1.9% -1.6% 8.5 % 50
XLF U.S. Financial Sector SPDR +5.3% -1.4% 12.8 % 51
IVW iShares S&P 500 Growth Index Fund +2.5% -1.6% 9.4 % 52
XLK U.S. Technology Sector SPDR +2.9% -1.0% 12.7 % 53
SCHX Schwab Dow Jones U.S. Large-Cap +1.9% -1.7% 8.5 % 54
VIG Vanguard Dividend Appreciation +1.3% -1.3% 8.0 % 55
VHT Vanguard MSCI U.S. Health Care +4.5% -3.7% 9.2 % 56
SPY SPDR S&P 500 Index +1.9% -1.6% 8.7 % 57
IWF iShares Russell 1000 Growth +2.8% -1.6% 10.0 % 58
BKLN PowerShares S&P-LSTA Senior Loan -0.2% -0.7% 1.9 % 59
IVE iShares S&P 500 Value Index Fund +1.2% -1.6% 8.1 % 60
IWB iShares Russell 1000 Index Fund +1.8% -1.7% 8.6 % 61
JNK SPDR Barcap High-Yield Junk Bond +0.3% -0.9% 4.3 % 62
VNQ Vanguard MSCI U.S. REIT +1.6% -0.6% 10.7 % 63
HYG iShares iBoxx High-Yield Corp Bond +0.3% -1.0% 4.3 % 64
ITOT iShares Core S&P Total US Market +1.5% -2.1% 8.5 % 65
IWV iShares Russell 3000 Index Fund +1.6% -2.0% 8.8 % 66
SCHB Schwab Dow Jones U.S. Broad Market +1.5% -2.0% 8.9 % 67
VTI Vanguard Total U.S. Stock Market +1.6% -2.0% 9.0 % 68
GDX Market Vectors Gold Miners Equity Index +0.6% +5.7% 20.5 % 69
SDY SPDR S&P U.S. Dividend Aristocrats +0.9% -1.7% 8.5 % 70
VGK Vanguard Europe +0.8% -0.3% 9.4 % 71
VUG Vanguard MSCI U.S. LargeCap Growth +1.9% -2.1% 9.9 % 72
IWD iShares Russell 1000 Value +0.6% -1.9% 7.9 % 73
VGT Vanguard MSCI U.S. Technology +2.4% -1.9% 13.4 % 74
DVY iShares DJ Select Dividend Index +0.5% -1.9% 7.2 % 75
IBB iShares Nasdaq Biotechnology Index +4.6% -6.9% 16.1 % 76
XLI U.S. Industrials Sector SPDR +1.4% -2.0% 9.6 % 77
QQQ PowerShares Nasdaq-100 Index +1.8% -2.6% 12.8 % 78
RSP Guggenheim S&P 500 Equal Weight +0.6% -2.7% 8.6 % 79
VOE Vanguard CRSP U.S. Midcap Value +0.7% -2.8% 9.0 % 80
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq -1.1% -0.8% 9.8 % 81
DXJ WisdomTree Japan Hedged Equity +1.2% -2.2% 13.0 % 82
IWS iShares Russell Midcap Value -0.4% -3.4% 8.6 % 83
VO Vanguard CRSP U.S. Mid Cap +0.2% -3.1% 9.2 % 84
IWP iShares Russell Midcap Growth +0.3% -2.6% 10.6 % 85
IWR iShares Russell Midcap Index Fund +0.0% -3.1% 9.3 % 86
HEDJ WisdomTree Europe Hedged Equity -3.8% -1.3% 11.4 % 87
XLY U.S. Consumer Discret Sector SPDR -1.1% -2.7% 10.8 % 88
IJK iShares S&P MidCap 400 Growth -1.0% -4.4% 11.1 % 89
VB Vanguard U.S. Small Cap -1.0% -4.6% 11.2 % 90
VBR Vanguard U.S. SmallCap Value -1.2% -4.6% 11.1 % 91
VBK Vanguard U.S. Small Cap Growth -0.6% -4.7% 11.7 % 92
IJH iShares Core S&P MidCap 400 Index -1.3% -4.7% 11.2 % 93
MDY S&P MidCap 400 SPDRs -1.4% -4.7% 11.1 % 94
IWO iShares Russell 2000 Growth -0.1% -5.6% 13.3 % 95
XLE U.S. Energy Sector SPDR -8.1% -4.6% 11.3 % 96
IWM iShares Russell 2000 Index Fund -1.1% -5.5% 12.8 % 97
IJR iShares Core S&P SmallCap 600 Index -1.8% -5.9% 12.7 % 98
IWN iShares Russell 2000 Value -2.1% -5.5% 13.1 % 99
AMLP ALPS Alerian MLP Infrastructure Index -12.6% -10.2% 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