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 Nov 28, 2014
  • through: Dec 19, 2014
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
VNQ Vanguard MSCI U.S. REIT +13.3% +4.2% 11.7 % 1
IYR iShares Dow Jones Real Estate REIT +11.5% +3.3% 11.5 % 2
TLT iShares Barclays Long-Term Trsry (15-18yr) +10.5% +5.7% 13.8 % 3
XLU U.S. Utilities Sector SPDR +12.0% +3.9% 14.0 % 4
SPLV PowerShares S&P 500 Low Volatility Index +8.6% +2.6% 12.6 % 5
XLP U.S. Consumer Staples Sector SPDR +8.0% +1.5% 13.0 % 6
SDY SPDR S&P U.S. Dividend Aristocrats +7.1% +1.6% 13.2 % 7
DVY iShares DJ Select Dividend Index +6.8% +1.8% 13.9 % 8
XLY U.S. Consumer Discret Sector SPDR +5.4% +1.8% 14.8 % 9
VHT Vanguard MSCI U.S. Health Care +10.3% +4.5% 16.8 % 10
XLV U.S. Health Care Sector SPDR +9.5% +3.9% 16.6 % 11
IBB iShares Nasdaq Biotechnology Index +16.4% +7.9% 26.1 % 12
VIG Vanguard Dividend Appreciation +5.0% +1.0% 14.4 % 13
RSP Rydex S&P Equal Stock Weight +4.9% +1.2% 15.3 % 14
XLF U.S. Financial Sector SPDR +5.6% +3.0% 16.6 % 15
VO Vanguard CRSP U.S. Mid Cap +5.3% +1.1% 15.7 % 16
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +3.5% +1.3% 6.7 % 17
IWO iShares Russell 2000 Growth +7.3% +3.0% 22.3 % 18
LQD iShares iBoxx Invest Grade Bond (7-8yr) +1.9% +1.3% 4.6 % 19
IWM iShares Russell 2000 Index Fund +6.1% +2.1% 20.7 % 20
VOO Vanguard S&P 500 +4.3% +1.0% 15.6 % 21
IVW iShares S&P 500 Growth Index Fund +5.0% +1.0% 16.0 % 22
VGT Vanguard MSCI U.S. Technology +5.5% +1.5% 18.3 % 23
VV Vanguard MSCI U.S. Large Cap +4.2% +1.0% 15.5 % 24
IVV iShares Core S&P 500 ETF +4.3% +1.0% 15.6 % 25
QQQ PowerShares Nasdaq-100 Index +5.7% +1.0% 16.3 % 26
IJR iShares Core S&P SmallCap 600 Index +5.6% +1.2% 19.7 % 27
VUG Vanguard MSCI U.S. LargeCap Growth +5.2% +1.0% 16.1 % 28
DXJ WisdomTree Japan Hedged Equity +5.8% +1.5% 25.1 % 29
SPY SPDR S&P 500 Index +4.3% +1.0% 15.7 % 30
DIA SPDR Dow Jones Industrial Average +4.2% +0.7% 14.5 % 31
VTI Vanguard Total U.S. Stock Market +4.2% +1.0% 16.0 % 32
IWS iShares Russell Midcap Value +4.0% +1.0% 15.2 % 33
AGG iShares Core Total US Bond (4-5yr) +1.9% +0.7% 3.6 % 34
BND Vanguard Total Bond Market (4-5yr) +1.9% +0.8% 3.1 % 35
IWN iShares Russell 2000 Value +4.7% +1.2% 19.4 % 36
IYW iShares DJ U.S. Technology Sector +4.4% +1.2% 19.1 % 37
IWF iShares Russell 1000 Growth +4.6% +0.8% 15.8 % 38
SCHB Schwab Dow Jones U.S. Broad Market +4.2% +1.0% 15.6 % 39
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +1.9% +0.7% 4.3 % 40
IWP iShares Russell Midcap Growth +4.6% +1.0% 16.2 % 41
MBB iShares Barclays MBS Bond Fund (2yr) +1.9% +0.5% 2.7 % 42
FXI iShares FTSE China 25 Index Fund +4.2% +5.9% 30.0 % 43
IWV iShares Russell 3000 Index Fund +4.2% +1.0% 15.8 % 44
VTV Vanguard MSCI U.S. LargeCap Value +3.5% +1.1% 15.8 % 45
IJJ iShares S&P MidCap 400 Value +3.7% +1.1% 15.8 % 46
IWB iShares Russell 1000 Index Fund +4.0% +0.8% 15.6 % 47
IWR iShares Russell Midcap Index Fund +4.2% +0.8% 15.6 % 48
XLI U.S. Industrials Sector SPDR +5.7% +0.5% 17.2 % 49
VCIT Vanguard Interm Corp Bond (6-7yr) +1.4% +0.6% 5.1 % 50
CIU iShares Barclays Intermed Credit (4-5yr) +0.5% +0.2% 3.1 % 51
IJH iShares Core S&P MidCap 400 Index +4.0% +1.0% 16.2 % 52
IVE iShares S&P 500 Value Index Fund +3.5% +1.0% 15.8 % 53
SHV Barclays Short-Term Treasury (0.4) +0.0% +0.0% 0.1 % 54
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.1% -0.1% 1.8 % 55
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.3% -0.1% 2.0 % 56
SHY Barclays Low Duration Treasury (2-yr) +0.1% -0.2% 1.1 % 57
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.0% -0.1% 1.2 % 58
HDV iShares High Dividend Equity +2.5% +0.1% 14.0 % 59
MDY S&P MidCap 400 SPDRs +3.9% +0.9% 16.2 % 60
IWD iShares Russell 1000 Value +3.5% +1.0% 15.9 % 61
PFF iShares S&P US Preferred Stock Index +1.7% -0.5% 5.2 % 62
VBR Vanguard U.S. SmallCap Value +4.0% +1.0% 17.3 % 63
TIP iShares Barclays TIPS +0.4% -0.3% 5.8 % 64
XLK U.S. Technology Sector SPDR +4.3% +0.4% 17.2 % 65
PRF FTSE RAFI US 1000 Portfolio +3.2% +0.7% 15.7 % 66
OEF iShares S&P U.S. 100 Index +3.2% +0.7% 15.8 % 67
VB Vanguard U.S. Small Cap +3.9% +0.9% 18.1 % 68
VYM Vanguard High Dividend Yield Index +3.6% -0.1% 15.6 % 69
IJK iShares S&P MidCap 400 Growth +3.8% +0.6% 16.8 % 70
BKLN PowerShares S&P-LSTA Senior Loan -0.8% -0.9% 6.6 % 71
HEDJ WisdomTree Europe Hedged Equity -0.2% +2.2% 22.5 % 72
RWX SPDR DJ International Real Estate -0.8% -0.7% 11.2 % 73
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) -1.7% -0.7% 12.6 % 74
SJNK SPDR Barcap Short-Term High Yield (2yr) -2.6% -1.3% 7.2 % 75
EWJ iShares MSCI Japan Index Fund -1.9% +0.2% 15.2 % 76
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) -3.0% -1.4% 12.5 % 77
ACWI iShares MSCI All-World ACWI Index -1.0% -0.9% 15.0 % 78
EMB iShares JPM Emerg Markets Bond (7-8yr) -1.0% -1.6% 14.7 % 79
VEA Vanguard MSCI Euro Pacific -5.2% -1.4% 14.3 % 80
EWY iShares MSCI South Korea Index Fund -10.3% -0.1% 14.7 % 81
EFA iShares MSCI EAFE -5.2% -1.5% 14.7 % 82
IDV iShares DJ Int'l Select Dividend -6.2% -3.6% 14.8 % 83
EWG iShares MSCI Germany Index -4.0% +0.6% 18.0 % 84
VEU Vanguard FTSE All-World ex-US -5.9% -2.4% 15.5 % 85
IAU iShares COMEX Gold Trust -1.6% +0.1% 23.4 % 86
GLD SPDR Gold Shares -1.8% -0.1% 23.4 % 87
EZU iShares MSCI EMU Index Fund -6.2% -0.6% 18.3 % 88
VGK Vanguard Europe -6.2% -1.8% 16.4 % 89
FEZ SPDR Euro STOXX 50 -7.5% -0.9% 20.2 % 90
EEM iShares MSCI Emerging Markets -8.0% -4.2% 22.2 % 91
IEMG iShares Core MSCI Emerging Markets -8.4% -4.3% 20.4 % 92
VWO Vanguard FTSE Emerging Markets -7.5% -5.1% 24.0 % 93
SLV iShares Silver Trust -9.9% -1.3% 42.9 % 94
AMLP ALPS Alerian MLP Infrastructure Index -7.2% -7.7% 29.1 % 95
DBC PowerShares DB Commodity Index -18.1% -10.6% 22.8 % 96
XLE U.S. Energy Sector SPDR -12.3% -7.2% 38.8 % 97
GDX Market Vectors Gold Miners Equity Index -16.5% -6.0% 62.6 % 98
AMJ J.P. Morgan Alerian MLP Index -13.1% -11.8% 42.7 % 99
EWZ iShares MSCI Brazil Index Fund -21.7% -11.4% 45.3 % 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