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 Apr 28, 2017
  • through: May 24, 2017
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
EFAV iShares MSCI EAFE Minimum Volatility +9.1% +4.7% 5.8 % 1
SCZ iShares MSCI EAFE Small Cap Index +9.9% +4.1% 7.9 % 2
IEFA iShares Core MSCI EAFE +9.2% +3.8% 8.9 % 3
VEA Vanguard FTSE Developed Ex North America +8.1% +3.8% 8.5 % 4
XLU U.S. Utilities Sector SPDR +5.0% +2.3% 7.3 % 5
EFA iShares MSCI EAFE +8.9% +3.8% 9.1 % 6
SCHF Schwab FTSE Developed Market Int'l Equity +8.1% +3.6% 8.8 % 7
MUB iShares S&P National Muni Bond (2-3yr) +2.3% +1.1% 1.6 % 8
ACWI iShares MSCI All-World ACWI Index +4.7% +2.2% 7.8 % 9
EWJ iShares MSCI Japan Index Fund +2.7% +1.8% 5.3 % 10
VEU Vanguard FTSE All-World ex-US +7.3% +3.3% 8.8 % 11
VGK Vanguard Europe +13.3% +5.2% 11.9 % 12
VUG Vanguard MSCI U.S. LargeCap Growth +5.9% +2.4% 8.2 % 13
SPLV PowerShares S&P 500 Low Volatility Index +3.1% +1.4% 6.3 % 14
IVW iShares S&P 500 Growth Index Fund +5.4% +2.2% 8.2 % 15
EMB iShares JPM Emerg Markets Bond (7-8yr) +2.7% +1.1% 4.2 % 16
VXUS Vanguard MSCI All Country Ex-US Int'l +7.2% +3.1% 9.1 % 17
VT Vanguard FTSE Global All Cap +4.3% +1.7% 8.2 % 18
EZU iShares MSCI EMU Index Fund +16.4% +5.2% 15.1 % 19
QQQ PowerShares Nasdaq-100 Index +7.7% +3.6% 11.3 % 20
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq +6.1% +2.6% 9.2 % 21
VGT Vanguard MSCI U.S. Technology +8.0% +4.4% 12.5 % 22
IWF iShares Russell 1000 Growth +5.3% +2.0% 8.4 % 23
USMV iShares MSCI USA Minimum Volatility Index +2.8% +0.7% 5.4 % 24
LQD iShares iBoxx Invest Grade Bond +2.1% +1.1% 3.7 % 25
XLK U.S. Technology Sector SPDR +7.1% +3.7% 11.7 % 26
VCIT Vanguard Interm Corp Bond (6-7yr) +2.1% +0.9% 3.3 % 27
XLP U.S. Consumer Staples Sector SPDR +2.1% +1.2% 5.6 % 28
JNK SPDR Barcap High-Yield Junk Bond +2.0% +1.2% 3.7 % 29
HEDJ WisdomTree Europe Hedged Equity +10.0% +1.5% 12.9 % 30
VHT Vanguard MSCI U.S. Health Care +2.6% +0.8% 7.8 % 31
PFF iShares S&P US Preferred Stock Index +2.2% +0.4% 2.7 % 32
TLT iShares Barclays Long-Term Treasury +2.8% +1.1% 8.4 % 33
HYG iShares iBoxx High-Yield Corp Bond +1.8% +1.0% 3.5 % 34
VV Vanguard MSCI U.S. Large Cap +2.2% +0.9% 7.8 % 35
IWP iShares Russell Midcap Growth +4.0% +1.4% 10.0 % 36
VOO Vanguard S&P 500 +2.2% +0.9% 7.9 % 37
EEM iShares MSCI Emerging Markets +6.3% +3.3% 14.7 % 38
IEMG iShares Core MSCI Emerging Markets +6.0% +2.9% 13.6 % 39
SPY SPDR S&P 500 Index +2.2% +0.9% 8.0 % 40
BIV Vanguard Barclays Govt-Credit Mix +1.8% +0.8% 3.5 % 41
IVV iShares Core S&P 500 ETF +2.2% +0.9% 7.9 % 42
SCHX Schwab Dow Jones U.S. Large-Cap +2.2% +0.8% 8.0 % 43
AGG iShares Core Total US Bond +1.4% +0.7% 2.9 % 44
XLV U.S. Health Care Sector SPDR +2.1% +0.7% 7.5 % 45
CIU iShares Barclays Intermed Credit (4-5yr) +1.4% +0.5% 2.3 % 46
BND Vanguard Total Bond Market +1.3% +0.6% 2.9 % 47
IWB iShares Russell 1000 Index Fund +2.1% +0.8% 7.9 % 48
MBB iShares Barclays MBS Bond Fund (2yr) +1.1% +0.6% 2.8 % 49
IEF iShares Barclays 7-10 Yr Treasury +1.7% +0.6% 4.2 % 50
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.8% +0.4% 1.4 % 51
VWO Vanguard FTSE Emerging Markets +3.2% +1.2% 14.1 % 52
BKLN PowerShares S&P-LSTA Senior Loan +0.7% +0.4% 1.8 % 53
BNDX Vanguard Total International Bond +1.0% +0.3% 2.4 % 54
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +1.0% +0.4% 2.5 % 55
BSV Vanguard Short-Tm Bond Mix +0.6% +0.2% 1.3 % 56
DIA SPDR Dow Jones Industrial Average +1.5% +0.5% 7.3 % 57
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.5% +0.2% 1.0 % 58
VIG Vanguard Dividend Appreciation +1.9% +0.1% 7.4 % 59
VTI Vanguard Total U.S. Stock Market +1.9% +0.6% 8.3 % 60
XLY U.S. Consumer Discret Sector SPDR +4.0% -0.3% 9.0 % 61
MINT PIMCO Enhanced Short-Term Bond (0.6yr) +0.4% +0.1% 0.3 % 62
SCHB Schwab Dow Jones U.S. Broad Market +2.0% +0.5% 8.4 % 63
SHY Barclays Low Duration Treasury (2-yr) +0.2% +0.1% 0.9 % 64
IWV iShares Russell 3000 Index Fund +1.9% +0.5% 8.3 % 65
XLI U.S. Industrials Sector SPDR +2.4% +0.3% 10.2 % 66
ITOT iShares Core S&P Total US Market +1.8% +0.5% 8.4 % 67
VBK Vanguard U.S. Small Cap Growth +2.5% +0.4% 11.7 % 68
TIP iShares Barclays TIPS +0.1% -0.1% 3.9 % 69
HDV iShares High Dividend Equity -0.1% +0.1% 5.8 % 70
IJK iShares S&P MidCap 400 Growth +1.9% +0.2% 11.2 % 71
VO Vanguard CRSP U.S. Mid Cap +1.7% +0.1% 9.5 % 72
RSP Guggenheim S&P 500 Equal Weight +0.9% -0.3% 8.3 % 73
DVY iShares DJ Select Dividend Index +0.6% -0.7% 7.8 % 74
IWR iShares Russell Midcap Index Fund +1.4% +0.1% 9.5 % 75
VYM Vanguard High Dividend Yield Index -0.4% -0.4% 7.1 % 76
IWO iShares Russell 2000 Growth +2.5% -1.1% 13.6 % 77
SDY SPDR S&P U.S. Dividend Aristocrats -0.2% -1.1% 7.3 % 78
DXJ WisdomTree Japan Hedged Equity +0.0% +0.8% 11.9 % 79
VTV Vanguard MSCI U.S. LargeCap Value -0.9% -0.5% 8.3 % 80
GDX Market Vectors Gold Miners Equity Index -5.7% +3.2% 27.2 % 81
IWD iShares Russell 1000 Value -1.2% -0.6% 8.2 % 82
IVE iShares S&P 500 Value Index Fund -1.5% -0.7% 8.1 % 83
GLD SPDR Gold Shares +0.6% -1.0% 11.5 % 84
VOE Vanguard CRSP U.S. Midcap Value -0.1% -0.9% 9.5 % 85
IAU iShares COMEX Gold Trust +0.6% -1.0% 11.7 % 86
IJH iShares Core S&P MidCap 400 Index +0.0% -1.0% 11.2 % 87
MDY S&P MidCap 400 SPDRs +0.0% -1.0% 11.0 % 88
IWS iShares Russell Midcap Value -0.7% -1.1% 9.6 % 89
VNQ Vanguard MSCI U.S. REIT -1.3% -0.8% 10.5 % 90
IBB iShares Nasdaq Biotechnology Index +0.7% -1.8% 14.7 % 91
VB Vanguard U.S. Small Cap -0.2% -1.4% 11.5 % 92
IJJ iShares S&P MidCap 400 Value -2.2% -2.4% 11.6 % 93
IWM iShares Russell 2000 Index Fund -0.6% -2.5% 13.2 % 94
VBR Vanguard U.S. SmallCap Value -2.3% -2.9% 11.6 % 95
IJR iShares Core S&P SmallCap 600 Index -1.6% -3.0% 12.5 % 96
AMLP ALPS Alerian MLP Infrastructure Index -3.1% -1.3% 13.7 % 97
XLE U.S. Energy Sector SPDR -4.9% -1.2% 13.8 % 98
XLF U.S. Financial Sector SPDR -3.8% -1.2% 14.2 % 99
IWN iShares Russell 2000 Value -3.4% -3.9% 13.4 % 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