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: Sep 02, 2015
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +1.0% +0.6% 3.2 % 1
MBB iShares Barclays MBS Bond Fund (2yr) +0.8% +0.6% 2.8 % 2
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +1.6% +0.9% 5.9 % 3
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +0.7% +0.6% 3.6 % 4
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.4% +0.3% 1.5 % 5
MUB iShares S&P National Muni Bond (2-3yr) +1.2% +0.2% 3.2 % 6
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.1% +0.3% 1.7 % 7
AGG iShares Core Total US Bond (4-5yr) +0.5% +0.2% 3.3 % 8
BND Vanguard Total Bond Market (4-5yr) +0.5% +0.2% 3.5 % 9
SHY Barclays Low Duration Treasury (2-yr) +0.2% +0.1% 0.9 % 10
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.1% +0.2% 1.3 % 11
CIU iShares Barclays Intermed Credit (4-5yr) -0.2% +0.2% 2.0 % 12
TLT iShares Barclays Long-Term Trsry (15-18yr) +2.3% -0.3% 15.5 % 13
LQD iShares iBoxx Invest Grade Bond (7-8yr) -0.2% +0.3% 5.1 % 14
VCIT Vanguard Interm Corp Bond (6-7yr) -0.3% +0.2% 4.9 % 15
TIP iShares Barclays TIPS -0.6% -0.5% 4.7 % 16
GLD SPDR Gold Shares -3.7% +4.5% 13.3 % 17
IAU iShares COMEX Gold Trust -3.8% +4.5% 13.1 % 18
BKLN PowerShares S&P-LSTA Senior Loan -1.9% -0.7% 4.8 % 19
PFF iShares S&P US Preferred Stock Index -0.6% -0.9% 8.7 % 20
EMB iShares JPM Emerg Markets Bond (7-8yr) -2.0% -1.1% 8.6 % 21
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) -2.9% -1.2% 6.5 % 22
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) -3.8% -1.6% 7.4 % 23
XLU U.S. Utilities Sector SPDR -3.6% -5.2% 24.4 % 24
USMV iShares MSCI USA Minimum Volatility Index -3.1% -6.0% 24.9 % 25
DVY iShares DJ Select Dividend Index -5.9% -5.2% 23.2 % 26
XLP U.S. Consumer Staples Sector SPDR -2.1% -7.6% 22.4 % 27
VNQ Vanguard MSCI U.S. REIT -5.1% -6.4% 26.9 % 28
SDY SPDR S&P U.S. Dividend Aristocrats -6.4% -6.5% 25.4 % 29
XLY U.S. Consumer Discret Sector SPDR -2.5% -6.0% 30.2 % 30
HDV iShares High Dividend Equity -6.8% -5.7% 26.2 % 31
IJR iShares Core S&P SmallCap 600 Index -7.0% -6.4% 24.3 % 32
SCZ iShares MSCI EAFE Small Cap Index -7.2% -6.6% 24.2 % 33
VO Vanguard CRSP U.S. Mid Cap -6.4% -6.2% 28.5 % 34
SPLV PowerShares S&P 500 Low Volatility Index -2.8% -6.4% 32.0 % 35
IWP iShares Russell Midcap Growth -6.6% -6.9% 28.0 % 36
IWN iShares Russell 2000 Value -9.2% -5.5% 24.2 % 37
AMLP ALPS Alerian MLP Infrastructure Index -9.3% +1.1% 28.1 % 38
IWR iShares Russell Midcap Index Fund -7.4% -6.4% 28.0 % 39
IVW iShares S&P 500 Growth Index Fund -4.9% -6.8% 30.8 % 40
SLV iShares Silver Trust -9.4% +0.5% 27.6 % 41
VBR Vanguard U.S. SmallCap Value -8.4% -6.1% 25.0 % 42
IWF iShares Russell 1000 Growth -5.0% -6.9% 30.4 % 43
IJK iShares S&P MidCap 400 Growth -6.1% -7.7% 27.0 % 44
VXF Vanguard S&P U.S. Small & Midcap -7.7% -6.7% 26.8 % 45
VUG Vanguard MSCI U.S. LargeCap Growth -5.4% -6.9% 30.7 % 46
VIG Vanguard Dividend Appreciation -6.6% -7.3% 27.3 % 47
RSP Rydex S&P Equal Stock Weight -7.4% -6.6% 28.3 % 48
VB Vanguard U.S. Small Cap -8.1% -6.8% 26.3 % 49
XLI U.S. Industrials Sector SPDR -8.1% -5.9% 28.4 % 50
VV Vanguard MSCI U.S. Large Cap -6.6% -7.0% 29.6 % 51
IWM iShares Russell 2000 Index Fund -8.1% -6.9% 26.0 % 52
SPY SPDR S&P 500 Index -6.6% -7.0% 30.1 % 53
IWS iShares Russell Midcap Value -8.3% -6.0% 28.5 % 54
SCHX Schwab Dow Jones U.S. Large-Cap -6.6% -7.0% 29.7 % 55
VTI Vanguard Total U.S. Stock Market -6.9% -7.0% 29.3 % 56
IWV iShares Russell 3000 Index Fund -6.9% -7.0% 29.0 % 57
SCHB Schwab Dow Jones U.S. Broad Market -6.9% -7.0% 29.2 % 58
IWB iShares Russell 1000 Index Fund -6.7% -7.0% 30.1 % 59
VBK Vanguard U.S. Small Cap Growth -7.7% -7.4% 26.6 % 60
XLK U.S. Technology Sector SPDR -7.0% -6.2% 34.2 % 61
RWX SPDR DJ International Real Estate -7.9% -8.0% 25.6 % 62
EZU iShares MSCI EMU Index Fund -8.3% -8.8% 20.5 % 63
DIA SPDR Dow Jones Industrial Average -8.2% -6.5% 29.3 % 64
IJH iShares Core S&P MidCap 400 Index -7.9% -7.1% 27.0 % 65
VOO Vanguard S&P 500 -6.6% -7.0% 30.6 % 66
IWO iShares Russell 2000 Growth -7.0% -8.1% 28.0 % 67
IVV iShares Core S&P 500 ETF -6.6% -7.0% 30.5 % 68
MDY S&P MidCap 400 SPDRs -7.9% -7.1% 27.5 % 69
QQQ PowerShares Nasdaq-100 Index -4.9% -7.4% 35.9 % 70
VGK Vanguard Europe -8.8% -8.8% 21.0 % 71
VHT Vanguard MSCI U.S. Health Care -5.2% -9.2% 30.8 % 72
XLF U.S. Financial Sector SPDR -6.4% -9.0% 30.6 % 73
AMJ J.P. Morgan Alerian MLP Index -14.1% +2.2% 32.1 % 74
VYM Vanguard High Dividend Yield Index -7.7% -7.0% 29.5 % 75
XLV U.S. Health Care Sector SPDR -5.5% -9.2% 31.2 % 76
PRF FTSE RAFI US 1000 Portfolio -8.2% -6.8% 29.7 % 77
VGT Vanguard MSCI U.S. Technology -7.8% -6.4% 34.3 % 78
FEZ SPDR Euro STOXX 50 -8.5% -9.4% 22.6 % 79
VTV Vanguard MSCI U.S. LargeCap Value -7.7% -7.1% 29.6 % 80
IEFA iShares Core MSCI EAFE -9.5% -9.0% 24.5 % 81
IBB iShares Nasdaq Biotechnology Index -4.6% -10.5% 42.1 % 82
EWG iShares MSCI Germany Index -9.7% -9.7% 21.8 % 83
GDX Market Vectors Gold Miners Equity Index -28.5% +4.1% 66.6 % 84
IWD iShares Russell 1000 Value -8.4% -7.1% 29.5 % 85
VEA Vanguard MSCI Euro Pacific -9.8% -9.2% 25.3 % 86
IVE iShares S&P 500 Value Index Fund -8.5% -7.2% 29.4 % 87
EFA iShares MSCI EAFE -9.9% -9.5% 24.8 % 88
ACWI iShares MSCI All-World ACWI Index -9.4% -8.3% 28.1 % 89
VXUS Vanguard MSCI All Country Ex-US Int'l -11.6% -9.3% 26.1 % 90
XLE U.S. Energy Sector SPDR -15.6% -3.7% 42.0 % 91
VEU Vanguard FTSE All-World ex-US -11.8% -9.5% 26.4 % 92
EWJ iShares MSCI Japan Index Fund -9.2% -9.0% 33.2 % 93
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq -9.5% -10.4% 33.7 % 94
HEDJ WisdomTree Europe Hedged Equity -10.1% -13.0% 33.5 % 95
EEM iShares MSCI Emerging Markets -17.5% -9.9% 34.9 % 96
IEMG iShares Core MSCI Emerging Markets -17.8% -10.1% 34.7 % 97
VWO Vanguard FTSE Emerging Markets -18.3% -11.0% 35.6 % 98
DXJ WisdomTree Japan Hedged Equity -15.2% -12.3% 45.7 % 99
FXI iShares FTSE China 25 Index Fund -29.4% -14.3% 41.6 % 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