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 Jun 30, 2017
  • through: Jul 24, 2017
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
SCZ iShares MSCI EAFE Small Cap Index +8.0% +2.6% 6.7 % 1
IXUS iShares Core MSCI Total Int'l Stock +7.1% +3.0% 7.5 % 2
VEA Vanguard FTSE Developed Ex North America +6.8% +2.5% 7.3 % 3
SCHF Schwab FTSE Developed Market Int'l Equity +6.5% +2.3% 6.9 % 4
VEU Vanguard FTSE All-World ex-US +6.8% +2.9% 7.8 % 5
IEFA iShares Core MSCI EAFE +6.4% +2.0% 6.7 % 6
ACWI iShares MSCI All-World ACWI Index +6.0% +2.3% 7.1 % 7
VXUS Vanguard MSCI All Country Ex-US Int'l +6.7% +3.0% 8.1 % 8
VGK Vanguard Europe +6.8% +2.1% 7.8 % 9
EFA iShares MSCI EAFE +6.2% +1.9% 7.1 % 10
EEM iShares MSCI Emerging Markets +10.3% +5.4% 13.3 % 11
IEMG iShares Core MSCI Emerging Markets +9.8% +5.2% 12.7 % 12
VT Vanguard FTSE Global All Cap +5.5% +2.3% 7.6 % 13
VWO Vanguard FTSE Emerging Markets +7.1% +5.0% 12.6 % 14
VGT Vanguard MSCI U.S. Technology +8.8% +2.7% 14.5 % 15
EZU iShares MSCI EMU Index Fund +6.5% +2.1% 9.1 % 16
DXJ WisdomTree Japan Hedged Equity +6.5% +1.8% 8.5 % 17
QQQ PowerShares Nasdaq-100 Index +8.2% +2.5% 14.5 % 18
IBB iShares Nasdaq Biotechnology Index +12.3% +2.1% 18.1 % 19
XLK U.S. Technology Sector SPDR +7.5% +2.3% 14.0 % 20
XLF U.S. Financial Sector SPDR +5.6% +4.3% 10.0 % 21
EFAV iShares MSCI EAFE Minimum Volatility +6.2% +0.5% 6.2 % 22
VUG Vanguard MSCI U.S. LargeCap Growth +6.8% +1.9% 10.0 % 23
IVV iShares Core S&P 500 ETF +4.6% +1.5% 7.5 % 24
IWF iShares Russell 1000 Growth +6.8% +1.9% 10.1 % 25
IVW iShares S&P 500 Growth Index Fund +6.5% +1.7% 9.6 % 26
VV Vanguard MSCI U.S. Large Cap +4.6% +1.5% 7.6 % 27
IWB iShares Russell 1000 Index Fund +4.5% +1.6% 7.8 % 28
XLV U.S. Health Care Sector SPDR +9.2% +0.6% 9.3 % 29
VOO Vanguard S&P 500 +4.6% +1.5% 7.7 % 30
DIA SPDR Dow Jones Industrial Average +4.3% +0.7% 6.2 % 31
EWJ iShares MSCI Japan Index Fund +5.4% +0.4% 7.3 % 32
VOE Vanguard CRSP U.S. Midcap Value +2.7% +2.0% 7.7 % 33
VHT Vanguard MSCI U.S. Health Care +9.7% +0.6% 9.9 % 34
IWV iShares Russell 3000 Index Fund +4.4% +1.6% 7.8 % 35
SCHX Schwab Dow Jones U.S. Large-Cap +4.6% +1.5% 7.8 % 36
SPY SPDR S&P 500 Index +4.6% +1.5% 7.8 % 37
VTI Vanguard Total U.S. Stock Market +4.5% +1.5% 7.9 % 38
SCHB Schwab Dow Jones U.S. Broad Market +4.4% +1.5% 7.9 % 39
ITOT iShares Core S&P Total US Market +4.4% +1.5% 8.0 % 40
JNK SPDR Barcap High-Yield Junk Bond +2.4% +1.2% 3.2 % 41
VTV Vanguard MSCI U.S. LargeCap Value +2.7% +1.2% 6.9 % 42
RSP Guggenheim S&P 500 Equal Weight +3.5% +1.7% 7.9 % 43
VO Vanguard CRSP U.S. Mid Cap +3.8% +1.7% 8.9 % 44
LQD iShares iBoxx Invest Grade Bond +2.9% +0.5% 3.8 % 45
IWO iShares Russell 2000 Growth +5.8% +1.7% 12.6 % 46
IVE iShares S&P 500 Value Index Fund +2.3% +1.3% 6.7 % 47
IWR iShares Russell Midcap Index Fund +3.5% +1.6% 8.8 % 48
HYG iShares iBoxx High-Yield Corp Bond +2.2% +1.1% 3.6 % 49
PFF iShares S&P US Preferred Stock Index +2.2% +0.8% 3.4 % 50
IJK iShares S&P MidCap 400 Growth +3.7% +1.7% 9.9 % 51
IJH iShares Core S&P MidCap 400 Index +2.7% +2.0% 9.9 % 52
BKLN PowerShares S&P-LSTA Senior Loan +0.8% +1.1% 1.6 % 53
IWP iShares Russell Midcap Growth +5.2% +1.1% 9.9 % 54
VBK Vanguard U.S. Small Cap Growth +5.1% +1.5% 11.9 % 55
VYM Vanguard High Dividend Yield Index +2.4% +0.5% 6.6 % 56
IWD iShares Russell 1000 Value +2.1% +1.2% 7.0 % 57
VIG Vanguard Dividend Appreciation +3.1% +0.8% 7.6 % 58
VCIT Vanguard Interm Corp Bond (6-7yr) +2.0% +0.4% 2.8 % 59
MUB iShares S&P National Muni Bond (2-3yr) +1.9% +0.3% 2.1 % 60
SPLV PowerShares S&P 500 Low Volatility Index +3.2% +0.1% 7.0 % 61
VB Vanguard U.S. Small Cap +3.0% +1.9% 10.7 % 62
USMV iShares MSCI USA Minimum Volatility Index +3.1% +0.3% 7.4 % 63
MDY S&P MidCap 400 SPDRs +2.6% +2.0% 10.0 % 64
IWM iShares Russell 2000 Index Fund +3.2% +1.7% 11.0 % 65
XLI U.S. Industrials Sector SPDR +3.9% +0.9% 8.6 % 66
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.9% +0.3% 1.1 % 67
IWS iShares Russell Midcap Value +2.0% +1.8% 8.5 % 68
CIU iShares Barclays Intermed Credit (4-5yr) +1.2% +0.3% 1.7 % 69
IJR iShares Core S&P SmallCap 600 Index +2.5% +2.0% 11.8 % 70
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.5% +0.3% 0.7 % 71
MINT PIMCO Enhanced Short-Term Bond (0.6yr) +0.4% +0.2% 0.4 % 72
VBR Vanguard U.S. SmallCap Value +1.2% +2.3% 10.1 % 73
XLY U.S. Consumer Discret Sector SPDR +2.6% +1.5% 9.1 % 74
EMB iShares JPM Emerg Markets Bond (7-8yr) +1.3% +0.2% 4.9 % 75
BND Vanguard Total Bond Market +1.2% +0.0% 2.4 % 76
AGG iShares Core Total US Bond +1.2% +0.0% 2.4 % 77
BSV Vanguard Short-Tm Bond Mix +0.4% +0.1% 1.0 % 78
SDY SPDR S&P U.S. Dividend Aristocrats +1.9% +0.9% 7.7 % 79
BIV Vanguard Barclays Govt-Credit Mix +1.3% +0.0% 3.4 % 80
SHY Barclays Low Duration Treasury (2-yr) +0.2% +0.1% 0.6 % 81
MBB iShares Barclays MBS Bond Fund (2yr) +0.7% +0.0% 2.5 % 82
DVY iShares DJ Select Dividend Index +1.5% +0.2% 7.2 % 83
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +0.5% -0.1% 2.0 % 84
IEF iShares Barclays 7-10 Yr Treasury +0.8% -0.5% 3.6 % 85
IWN iShares Russell 2000 Value +0.8% +1.9% 11.0 % 86
AMLP ALPS Alerian MLP Infrastructure Index -3.6% +4.3% 13.2 % 87
BNDX Vanguard Total International Bond +0.3% -0.7% 3.4 % 88
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq +2.8% -0.8% 8.5 % 89
TIP iShares Barclays TIPS -0.2% -0.4% 3.7 % 90
TLT iShares Barclays Long-Term Treasury +2.5% -1.8% 8.4 % 91
XLU U.S. Utilities Sector SPDR +2.3% -0.8% 9.8 % 92
HDV iShares High Dividend Equity +0.2% -1.6% 7.4 % 93
XLP U.S. Consumer Staples Sector SPDR -0.3% -1.1% 7.5 % 94
XLE U.S. Energy Sector SPDR -4.0% +0.9% 13.7 % 95
GLD SPDR Gold Shares -1.8% -0.1% 9.9 % 96
IAU iShares COMEX Gold Trust -1.7% +0.0% 10.7 % 97
VNQ Vanguard MSCI U.S. REIT +0.3% -0.7% 14.1 % 98
HEDJ WisdomTree Europe Hedged Equity -1.6% -2.8% 13.5 % 99
GDX Market Vectors Gold Miners Equity Index -5.0% -3.0% 19.9 % 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