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 Aug 29, 2014
  • through: Oct 24, 2014
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
XLU U.S. Utilities Sector SPDR +4.4% +6.6% 13.4 % 1
TLT iShares Barclays Long-Term Trsry (15-18yr) +4.4% +3.5% 12.5 % 2
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +2.3% +2.3% 5.6 % 3
IYR iShares Dow Jones Real Estate REIT +1.6% +5.8% 11.5 % 4
VNQ Vanguard MSCI U.S. REIT +1.6% +6.6% 11.9 % 5
MBB iShares Barclays MBS Bond Fund (2yr) +1.5% +1.1% 2.8 % 6
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +1.5% +1.7% 4.3 % 7
XLP U.S. Consumer Staples Sector SPDR +3.7% +1.8% 13.5 % 8
AGG iShares Core Total US Bond (4-5yr) +1.4% +1.3% 3.3 % 9
LQD iShares iBoxx Invest Grade Bond (7-8yr) +1.2% +1.7% 4.0 % 10
SPLV PowerShares S&P 500 Low Volatility Index +2.2% +2.4% 14.1 % 11
BND Vanguard Total Bond Market (4-5yr) +1.2% +1.2% 3.0 % 12
VCIT Vanguard Interm Corp Bond (6-7yr) +1.1% +1.6% 4.0 % 13
PFF iShares S&P US Preferred Stock Index +0.9% +1.1% 3.2 % 14
CIU iShares Barclays Intermed Credit (4-5yr) +0.7% +0.9% 2.8 % 15
DVY iShares DJ Select Dividend Index +1.1% +2.6% 14.8 % 16
SDY SPDR S&P U.S. Dividend Aristocrats +1.5% +1.5% 15.2 % 17
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.7% +0.6% 1.8 % 18
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.6% +0.6% 2.5 % 19
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +0.3% +1.8% 8.7 % 20
SHY Barclays Low Duration Treasury (2-yr) +0.5% +0.4% 1.0 % 21
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.3% +0.3% 0.9 % 22
FLOT iShares Barclays Inv Gr Floating Rate -0.1% -0.2% 0.5 % 23
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) -0.3% +1.4% 8.6 % 24
EMB iShares JPM Emerg Markets Bond (7-8yr) -0.3% +0.9% 4.4 % 25
IBB iShares Nasdaq Biotechnology Index +14.7% +4.5% 29.5 % 26
HYS PIMCO BofA ML 0-5 Yr High Yield (2-3yr) -0.4% +0.8% 4.8 % 27
XLV U.S. Health Care Sector SPDR +5.7% +1.3% 23.8 % 28
BKLN PowerShares S&P-LSTA Senior Loan -0.8% +0.5% 4.7 % 29
TIP iShares Barclays TIPS -1.5% +1.1% 4.6 % 30
HDV iShares High Dividend Equity +0.0% -0.6% 14.3 % 31
SJNK SPDR Barcap Short-Term High Yield (2yr) -0.9% +0.3% 5.3 % 32
VIG Vanguard Dividend Appreciation -0.2% -0.5% 16.1 % 33
VYM Vanguard High Dividend Yield Index -0.2% -0.4% 16.3 % 34
QQQ PowerShares Nasdaq-100 Index +2.2% -0.2% 21.7 % 35
VUG Vanguard MSCI U.S. LargeCap Growth +0.8% -0.3% 19.8 % 36
GLD SPDR Gold Shares -5.8% +1.1% 10.7 % 37
IAU iShares COMEX Gold Trust -5.8% +1.1% 10.9 % 38
XLF U.S. Financial Sector SPDR +1.3% -0.8% 19.3 % 39
XLI U.S. Industrials Sector SPDR +0.8% +0.8% 24.0 % 40
IVW iShares S&P 500 Growth Index Fund +0.9% -0.5% 19.9 % 41
SPY SPDR S&P 500 Index -0.2% -0.7% 18.5 % 42
IWF iShares Russell 1000 Growth +0.6% -0.6% 19.6 % 43
VOO Vanguard S&P 500 -0.2% -0.8% 18.5 % 44
VV Vanguard MSCI U.S. Large Cap -0.3% -0.8% 18.5 % 45
IVV iShares Core S&P 500 ETF -0.2% -0.8% 18.6 % 46
OEF iShares S&P U.S. 100 Index -0.3% -1.2% 17.9 % 47
IWV iShares Russell 3000 Index Fund -0.4% -0.7% 18.5 % 48
IWB iShares Russell 1000 Index Fund -0.4% -0.7% 18.7 % 49
RWX SPDR DJ International Real Estate -5.7% -0.3% 12.6 % 50
IWS iShares Russell Midcap Value -1.6% +0.0% 17.9 % 51
VTI Vanguard Total U.S. Stock Market -0.5% -0.7% 18.5 % 52
VO Vanguard CRSP U.S. Mid Cap -0.4% -0.2% 20.6 % 53
IJR iShares Core S&P SmallCap 600 Index -1.5% +0.5% 19.3 % 54
RSP Rydex S&P Equal Stock Weight -0.7% -0.5% 19.1 % 55
DIA SPDR Dow Jones Industrial Average -0.5% -1.6% 17.6 % 56
IWR iShares Russell Midcap Index Fund -0.6% -0.4% 19.8 % 57
IJJ iShares S&P MidCap 400 Value -1.7% -0.1% 18.7 % 58
IWN iShares Russell 2000 Value -2.4% +0.5% 18.7 % 59
IWP iShares Russell Midcap Growth +0.2% -0.8% 22.7 % 60
IVE iShares S&P 500 Value Index Fund -1.5% -1.2% 17.2 % 61
IWD iShares Russell 1000 Value -1.5% -1.1% 17.8 % 62
VTV Vanguard MSCI U.S. LargeCap Value -1.2% -1.3% 18.0 % 63
VBR Vanguard U.S. SmallCap Value -1.8% -0.3% 19.1 % 64
IWO iShares Russell 2000 Growth -0.5% -0.3% 24.5 % 65
AMLP ALPS Alerian MLP Infrastructure Index +0.6% -1.3% 25.5 % 66
IWM iShares Russell 2000 Index Fund -1.5% +0.0% 21.5 % 67
MDY S&P MidCap 400 SPDRs -1.5% -0.6% 20.0 % 68
XLY U.S. Consumer Discret Sector SPDR -0.6% -1.6% 19.9 % 69
IJH iShares Core S&P MidCap 400 Index -1.5% -0.6% 19.9 % 70
XLK U.S. Technology Sector SPDR -0.9% -1.4% 19.4 % 71
ACWI iShares MSCI All-World ACWI Index -4.4% -2.2% 17.5 % 72
VB Vanguard U.S. Small Cap -2.0% -0.6% 20.5 % 73
IJK iShares S&P MidCap 400 Growth -1.2% -0.9% 21.5 % 74
VGT Vanguard MSCI U.S. Technology -0.8% -1.6% 21.3 % 75
IYW iShares DJ U.S. Technology Sector -0.8% -1.7% 21.5 % 76
VEU Vanguard FTSE All-World ex-US -8.2% -3.6% 17.3 % 77
IEMG iShares Core MSCI Emerging Markets -8.2% -3.4% 17.7 % 78
EWJ iShares MSCI Japan Index Fund -7.7% -5.5% 17.3 % 79
FXI iShares FTSE China 25 Index Fund -5.9% -1.4% 19.3 % 80
VEA Vanguard MSCI Euro Pacific -8.5% -4.0% 18.1 % 81
SCZ iShares MSCI EAFE Small Cap Index -9.7% -3.3% 18.4 % 82
DBC PowerShares DB Commodity Index -13.6% -5.7% 14.4 % 83
AMJ J.P. Morgan Alerian MLP Index -0.8% -2.6% 33.4 % 84
EFA iShares MSCI EAFE -8.4% -3.9% 18.7 % 85
EEM iShares MSCI Emerging Markets -9.0% -3.3% 18.9 % 86
EWY iShares MSCI South Korea Index Fund -12.9% -6.9% 15.5 % 87
VWO Vanguard FTSE Emerging Markets -7.2% -2.5% 20.2 % 88
IDV iShares DJ Int'l Select Dividend -9.7% -1.7% 19.6 % 89
SLV iShares Silver Trust -16.7% -2.4% 19.3 % 90
XLB U.S. Materials Sector SPDR -3.5% -4.2% 22.4 % 91
DXJ WisdomTree Japan Hedged Equity -2.2% -7.0% 23.4 % 92
VGK Vanguard Europe -9.1% -4.5% 21.6 % 93
EWU iShares MSCI United Kingdom Index -10.3% -4.6% 20.7 % 94
EWG iShares MSCI Germany Index -11.6% -5.4% 21.4 % 95
EZU iShares MSCI EMU Index Fund -9.9% -5.3% 23.8 % 96
FEZ SPDR Euro STOXX 50 -9.6% -5.9% 23.9 % 97
XLE U.S. Energy Sector SPDR -13.6% -6.9% 26.9 % 98
GDX Market Vectors Gold Miners Equity Index -24.2% -6.9% 43.8 % 99
EWZ iShares MSCI Brazil Index Fund -18.7% -10.6% 58.8 % 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