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. Note: Non-subscribers are restricted to screening only the 100 largest ETFs.
  •  
  • Time Period
  • Weight
  • ReturnA
  • %
  • ReturnB
  • %
  • Volatility
  • %
  •  
  • Through
  • Assets >=
  •  as of Jun 30, 2016
  • through: Aug 26, 2016
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
EMB iShares JPM Emerg Markets Bond (7-8yr) +6.8% +1.2% 5.3 % 1
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +5.3% +1.9% 5.2 % 2
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +4.9% +1.8% 5.0 % 3
VGT Vanguard MSCI U.S. Technology +7.7% +2.3% 7.4 % 4
QQQ PowerShares Nasdaq-100 Index +6.3% +1.3% 6.5 % 5
XLK U.S. Technology Sector SPDR +7.2% +1.3% 6.7 % 6
XLI U.S. Industrials Sector SPDR +5.5% +1.1% 6.9 % 7
IWN iShares Russell 2000 Value +8.1% +2.1% 11.2 % 8
IWM iShares Russell 2000 Index Fund +8.0% +1.6% 10.9 % 9
EEM iShares MSCI Emerging Markets +12.0% +1.5% 11.9 % 10
IEMG iShares Core MSCI Emerging Markets +11.4% +1.5% 11.3 % 11
VWO Vanguard FTSE Emerging Markets +11.9% +1.2% 11.3 % 12
IJR iShares Core S&P SmallCap 600 Index +7.2% +1.2% 10.2 % 13
IWO iShares Russell 2000 Growth +7.7% +1.1% 11.1 % 14
VOE Vanguard CRSP U.S. Midcap Value +5.4% +0.6% 8.3 % 15
VIG Vanguard Dividend Appreciation +4.4% +0.0% 4.6 % 16
EWJ iShares MSCI Japan Index Fund +5.3% +1.3% 10.9 % 17
VB Vanguard U.S. Small Cap +6.0% +0.4% 9.8 % 18
IJK iShares S&P MidCap 400 Growth +4.9% +0.3% 7.9 % 19
VXUS Vanguard MSCI All Country Ex-US Int'l +4.2% +0.9% 7.6 % 20
VT Vanguard FTSE Global All Cap +4.3% +0.4% 6.6 % 21
VTV Vanguard MSCI U.S. LargeCap Value +4.1% +0.3% 6.0 % 22
VBR Vanguard U.S. SmallCap Value +5.5% +0.4% 9.9 % 23
VTI Vanguard Total U.S. Stock Market +4.3% +0.1% 6.1 % 24
SCHB Schwab Dow Jones U.S. Broad Market +4.2% +0.1% 6.1 % 25
SDY SPDR S&P U.S. Dividend Aristocrats +5.0% -1.0% 5.4 % 26
ACWI iShares MSCI All-World ACWI Index +4.0% +0.5% 6.2 % 27
VEU Vanguard FTSE All-World ex-US +4.1% +0.9% 7.8 % 28
VO Vanguard CRSP U.S. Mid Cap +4.9% +0.1% 8.1 % 29
IVV iShares Core S&P 500 ETF +3.9% +0.1% 5.3 % 30
IWV iShares Russell 3000 Index Fund +4.3% +0.1% 6.1 % 31
SCHX Schwab Dow Jones U.S. Large-Cap +4.0% +0.1% 5.5 % 32
LQD iShares iBoxx Invest Grade Bond (7-8yr) +4.4% -0.2% 5.6 % 33
RSP Guggenheim S&P 500 Equal Weight +4.3% +0.2% 7.7 % 34
IVW iShares S&P 500 Growth Index Fund +4.1% -0.1% 5.5 % 35
VV Vanguard MSCI U.S. Large Cap +4.0% +0.1% 5.7 % 36
IJH iShares Core S&P MidCap 400 Index +4.8% +0.2% 8.8 % 37
VOO Vanguard S&P 500 +3.9% +0.1% 5.4 % 38
MDY S&P MidCap 400 SPDRs +4.8% +0.1% 8.6 % 39
SPY SPDR S&P 500 Index +3.9% +0.1% 5.5 % 40
PFF iShares S&P US Preferred Stock Index +2.9% +0.0% 2.6 % 41
IWP iShares Russell Midcap Growth +4.8% -0.1% 7.8 % 42
IWB iShares Russell 1000 Index Fund +3.9% +0.0% 5.6 % 43
IWD iShares Russell 1000 Value +3.9% +0.3% 6.6 % 44
BNDX Vanguard Total International Bond +2.7% +0.0% 3.0 % 45
XLE U.S. Energy Sector SPDR +4.0% +3.0% 19.7 % 46
VUG Vanguard MSCI U.S. LargeCap Growth +4.0% -0.1% 5.9 % 47
IVE iShares S&P 500 Value Index Fund +3.7% +0.2% 6.6 % 48
IWF iShares Russell 1000 Growth +4.0% -0.3% 5.6 % 49
MUB iShares S&P National Muni Bond (2-3yr) +1.7% +0.1% 1.8 % 50
MINT PIMCO Enhanced Short-Term Bond (0.6yr) +0.6% +0.2% 0.4 % 51
VYM Vanguard High Dividend Yield Index +3.9% -0.6% 5.0 % 52
VCIT Vanguard Interm Corp Bond (6-7yr) +3.5% -0.4% 4.2 % 53
CIU iShares Barclays Intermed Credit (4-5yr) +2.2% -0.2% 2.5 % 54
SCHF Schwab FTSE Developed Market Int'l Equity +2.4% +0.7% 7.7 % 55
IJJ iShares S&P MidCap 400 Value +4.8% +0.0% 10.0 % 56
IWR iShares Russell Midcap Index Fund +4.7% -0.3% 7.9 % 57
IAU iShares COMEX Gold Trust +9.0% -2.2% 9.8 % 58
GLD SPDR Gold Shares +9.0% -2.3% 9.9 % 59
DVY iShares DJ Select Dividend Index +4.6% -1.2% 7.2 % 60
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +1.5% -0.1% 1.9 % 61
XLP U.S. Consumer Staples Sector SPDR +3.1% -0.7% 4.8 % 62
BND Vanguard Total Bond Market (4-5yr) +2.2% -0.5% 2.9 % 63
IWS iShares Russell Midcap Value +4.7% -0.6% 8.4 % 64
VEA Vanguard FTSE Developed Ex North America +2.3% +0.6% 7.8 % 65
XLF U.S. Financial Sector SPDR +1.8% +1.9% 9.5 % 66
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +2.6% -0.8% 3.9 % 67
AGG iShares Core Total US Bond (4-5yr) +2.1% -0.4% 3.1 % 68
MBB iShares Barclays MBS Bond Fund (2yr) +1.0% -0.1% 1.6 % 69
DIA SPDR Dow Jones Industrial Average +3.3% -0.2% 5.9 % 70
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.7% -0.2% 1.0 % 71
EFA iShares MSCI EAFE +1.6% +0.6% 7.7 % 72
TLT iShares Barclays Long-Term Trsry (15-18yr) +7.2% -2.1% 11.1 % 73
IYR iShares Dow Jones Real Estate REIT +5.4% -4.3% 9.3 % 74
SLV iShares Silver Trust +15.1% -8.4% 19.5 % 75
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.8% -0.4% 1.4 % 76
SHY Barclays Low Duration Treasury (2-yr) +0.3% -0.3% 1.0 % 77
TIP iShares Barclays TIPS +2.1% -0.6% 4.5 % 78
GDX Market Vectors Gold Miners Equity Index +22.0% -11.1% 32.9 % 79
VNQ Vanguard MSCI U.S. REIT +6.3% -4.6% 10.1 % 80
IEFA iShares Core MSCI EAFE +1.6% +0.5% 7.8 % 81
SCZ iShares MSCI EAFE Small Cap Index +1.2% +0.7% 7.7 % 82
USMV iShares MSCI USA Minimum Volatility Index +3.8% -2.0% 5.8 % 83
HDV iShares High Dividend Equity +2.8% -1.2% 5.4 % 84
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +2.1% -1.3% 4.6 % 85
SPLV PowerShares S&P 500 Low Volatility Index +3.5% -2.2% 6.0 % 86
AMLP ALPS Alerian MLP Infrastructure Index +4.6% -0.4% 12.6 % 87
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +1.1% -0.9% 3.1 % 88
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq +1.2% +0.7% 9.9 % 89
HEDJ WisdomTree Europe Hedged Equity +1.4% +1.0% 11.6 % 90
VGK Vanguard Europe -0.8% +0.7% 8.9 % 91
DXJ WisdomTree Japan Hedged Equity -2.5% +2.9% 19.0 % 92
EZU iShares MSCI EMU Index Fund -0.2% +0.9% 10.2 % 93
XLY U.S. Consumer Discret Sector SPDR +2.4% -0.8% 8.7 % 94
EFAV iShares MSCI EAFE Minimum Volatility +1.4% -0.9% 7.0 % 95
VHT Vanguard MSCI U.S. Health Care +3.5% -2.7% 9.5 % 96
XLV U.S. Health Care Sector SPDR +3.1% -2.8% 8.8 % 97
RWX SPDR DJ International Real Estate +1.4% -1.5% 7.7 % 98
IBB iShares Nasdaq Biotechnology Index +3.3% -1.5% 20.1 % 99
XLU U.S. Utilities Sector SPDR +1.5% -5.7% 14.0 % 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