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. Want to backtest the Screener?
  •  
  • Time Period
  • Weight
  • ReturnA
  • %
  • ReturnB
  • %
  • Volatility
  • %
  •  
  • Through
  • Assets >=
  •  as of Jan 31, 2017
  • through: Feb 22, 2017
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
QQQ PowerShares Nasdaq-100 Index +11.6% +5.1% 5.9 % 1
VUG Vanguard MSCI U.S. LargeCap Growth +9.6% +4.5% 5.5 % 2
IWF iShares Russell 1000 Growth +9.3% +4.2% 5.1 % 3
DIA SPDR Dow Jones Industrial Average +10.7% +4.6% 6.5 % 4
VGT Vanguard MSCI U.S. Technology +11.6% +5.4% 6.8 % 5
XLK U.S. Technology Sector SPDR +11.4% +4.6% 6.6 % 6
VWO Vanguard FTSE Emerging Markets +12.4% +4.7% 7.5 % 7
EEM iShares MSCI Emerging Markets +13.8% +4.7% 8.4 % 8
IEMG iShares Core MSCI Emerging Markets +13.4% +4.6% 7.9 % 9
IVW iShares S&P 500 Growth Index Fund +8.8% +4.0% 5.0 % 10
SCHX Schwab Dow Jones U.S. Large-Cap +8.9% +3.8% 5.7 % 11
VV Vanguard MSCI U.S. Large Cap +8.9% +3.9% 5.8 % 12
VT Vanguard FTSE Global All Cap +9.6% +3.4% 6.0 % 13
IVV iShares Core S&P 500 ETF +8.8% +3.9% 5.8 % 14
VOO Vanguard S&P 500 +8.8% +3.8% 5.8 % 15
SPY SPDR S&P 500 Index +8.8% +3.8% 5.9 % 16
XLF U.S. Financial Sector SPDR +11.6% +5.7% 13.1 % 17
XLP U.S. Consumer Staples Sector SPDR +9.6% +3.9% 8.2 % 18
ACWI iShares MSCI All-World ACWI Index +9.1% +3.1% 5.9 % 19
IWB iShares Russell 1000 Index Fund +8.7% +3.7% 5.9 % 20
VIG Vanguard Dividend Appreciation +7.9% +4.1% 5.4 % 21
VTI Vanguard Total U.S. Stock Market +8.7% +3.7% 6.2 % 22
SCHB Schwab Dow Jones U.S. Broad Market +8.7% +3.7% 6.3 % 23
HEDJ WisdomTree Europe Hedged Equity +12.5% +3.3% 9.3 % 24
VEU Vanguard FTSE All-World ex-US +10.2% +2.5% 6.5 % 25
ITOT iShares Core S&P Total US Market +8.7% +3.7% 6.4 % 26
IWV iShares Russell 3000 Index Fund +8.7% +3.7% 6.3 % 27
USMV iShares MSCI USA Minimum Volatility Index +7.8% +3.8% 5.4 % 28
XLU U.S. Utilities Sector SPDR +9.7% +4.0% 12.1 % 29
VXUS Vanguard MSCI All Country Ex-US Int'l +10.2% +2.6% 6.8 % 30
SCZ iShares MSCI EAFE Small Cap Index +9.1% +2.7% 6.5 % 31
SPLV PowerShares S&P 500 Low Volatility Index +7.8% +3.7% 6.1 % 32
IVE iShares S&P 500 Value Index Fund +8.6% +3.6% 7.1 % 33
SLV iShares Silver Trust +8.8% +5.5% 15.0 % 34
IJK iShares S&P MidCap 400 Growth +8.9% +3.2% 8.1 % 35
SCHF Schwab FTSE Developed Market Int'l Equity +9.4% +2.0% 6.8 % 36
VEA Vanguard FTSE Developed Ex North America +9.4% +2.0% 6.6 % 37
VTV Vanguard MSCI U.S. LargeCap Value +8.3% +3.3% 6.6 % 38
IEFA iShares Core MSCI EAFE +9.2% +1.9% 6.5 % 39
XLY U.S. Consumer Discret Sector SPDR +7.9% +2.9% 6.0 % 40
DXJ WisdomTree Japan Hedged Equity +10.3% +2.7% 14.0 % 41
IJH iShares Core S&P MidCap 400 Index +8.9% +2.9% 8.9 % 42
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq +9.3% +2.2% 7.6 % 43
EFA iShares MSCI EAFE +9.1% +1.7% 6.6 % 44
VOE Vanguard CRSP U.S. Midcap Value +8.2% +3.4% 7.2 % 45
IWD iShares Russell 1000 Value +8.3% +3.3% 7.2 % 46
VGK Vanguard Europe +10.0% +1.3% 7.8 % 47
VO Vanguard CRSP U.S. Mid Cap +7.9% +3.3% 6.7 % 48
MDY S&P MidCap 400 SPDRs +8.8% +2.8% 8.8 % 49
GDX Market Vectors Gold Miners Equity Index +15.9% +2.1% 28.0 % 50
IWP iShares Russell Midcap Growth +7.5% +3.3% 6.5 % 51
XLI U.S. Industrials Sector SPDR +8.4% +3.6% 8.6 % 52
RSP Guggenheim S&P 500 Equal Weight +7.8% +3.1% 6.5 % 53
VHT Vanguard MSCI U.S. Health Care +6.6% +7.0% 9.2 % 54
VYM Vanguard High Dividend Yield Index +7.4% +3.0% 6.3 % 55
XLV U.S. Health Care Sector SPDR +6.5% +7.0% 9.1 % 56
HDV iShares High Dividend Equity +6.6% +2.4% 5.3 % 57
IWR iShares Russell Midcap Index Fund +8.0% +2.8% 7.1 % 58
SDY SPDR S&P U.S. Dividend Aristocrats +7.3% +2.7% 6.3 % 59
EFAV iShares MSCI EAFE Minimum Volatility +6.5% +2.0% 4.6 % 60
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +5.4% +1.4% 2.5 % 61
IWS iShares Russell Midcap Value +8.5% +2.5% 8.2 % 62
EZU iShares MSCI EMU Index Fund +10.4% +0.2% 10.0 % 63
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +5.2% +0.7% 2.6 % 64
PFF iShares S&P US Preferred Stock Index +5.3% +2.0% 3.6 % 65
EMB iShares JPM Emerg Markets Bond (7-8yr) +4.9% +1.7% 3.4 % 66
VNQ Vanguard MSCI U.S. REIT +9.4% +0.8% 11.2 % 67
VB Vanguard U.S. Small Cap +8.1% +2.7% 10.0 % 68
CIU iShares Barclays Intermed Credit (4-5yr) +0.9% +0.5% 2.3 % 69
IJJ iShares S&P MidCap 400 Value +8.5% +2.3% 9.6 % 70
VBK Vanguard U.S. Small Cap Growth +7.5% +3.2% 9.9 % 71
VBR Vanguard U.S. SmallCap Value +8.6% +2.4% 10.0 % 72
IBB iShares Nasdaq Biotechnology Index +2.0% +7.5% 15.9 % 73
LQD iShares iBoxx Invest Grade Bond (7-8yr) +1.9% +0.6% 3.4 % 74
DVY iShares DJ Select Dividend Index +7.1% +2.5% 7.4 % 75
BKLN PowerShares S&P-LSTA Senior Loan +2.0% +0.1% 1.2 % 76
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.7% +0.3% 1.4 % 77
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.6% +0.3% 0.7 % 78
TIP iShares Barclays TIPS +1.1% +0.3% 2.8 % 79
AGG iShares Core Total US Bond (4-5yr) +0.7% +0.4% 2.8 % 80
VCIT Vanguard Interm Corp Bond (6-7yr) +1.1% +0.5% 3.8 % 81
MINT PIMCO Enhanced Short-Term Bond (0.6yr) +0.5% +0.2% 0.2 % 82
MUB iShares S&P National Muni Bond (2-3yr) +0.6% +0.3% 2.4 % 83
IWO iShares Russell 2000 Growth +6.1% +3.4% 11.6 % 84
SHY Barclays Low Duration Treasury (2-yr) +0.2% +0.1% 0.8 % 85
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.3% +0.1% 1.5 % 86
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +0.3% +0.3% 2.8 % 87
IWN iShares Russell 2000 Value +8.0% +2.1% 12.2 % 88
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +0.5% +0.3% 4.1 % 89
MBB iShares Barclays MBS Bond Fund (2yr) +0.1% +0.4% 2.8 % 90
AMLP ALPS Alerian MLP Infrastructure Index +7.4% +2.4% 11.1 % 91
IJR iShares Core S&P SmallCap 600 Index +7.3% +2.7% 12.7 % 92
IWM iShares Russell 2000 Index Fund +7.0% +2.7% 11.8 % 93
EWJ iShares MSCI Japan Index Fund +5.9% +2.0% 7.5 % 94
BND Vanguard Total Bond Market (4-5yr) +0.5% +0.2% 3.1 % 95
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +0.1% +0.5% 4.7 % 96
BNDX Vanguard Total International Bond +0.1% +0.1% 2.7 % 97
IAU iShares COMEX Gold Trust +2.4% +2.2% 10.1 % 98
GLD SPDR Gold Shares +2.4% +2.3% 10.2 % 99
XLE U.S. Energy Sector SPDR +0.9% -4.3% 14.2 % 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