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 Dec 31, 2014
  • through: Jan 23, 2015
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
VNQ Vanguard MSCI U.S. REIT +16.4% +7.1% 13.2 % 1
IYR iShares Dow Jones Real Estate REIT +13.8% +5.8% 12.3 % 2
TLT iShares Barclays Long-Term Trsry (15-18yr) +12.4% +9.3% 15.1 % 3
IJK iShares S&P MidCap 400 Growth +10.1% +1.4% 13.8 % 4
SPLV PowerShares S&P 500 Low Volatility Index +9.9% +0.7% 12.2 % 5
XLP U.S. Consumer Staples Sector SPDR +9.8% +0.4% 12.5 % 6
VHT Vanguard MSCI U.S. Health Care +13.3% +4.3% 15.5 % 7
XLV U.S. Health Care Sector SPDR +12.6% +4.1% 15.4 % 8
DVY iShares DJ Select Dividend Index +8.7% +0.9% 13.8 % 9
XLU U.S. Utilities Sector SPDR +12.6% +4.3% 16.3 % 10
RWX SPDR DJ International Real Estate +6.9% +4.3% 11.5 % 11
IBB iShares Nasdaq Biotechnology Index +16.7% +9.4% 25.0 % 12
HEDJ WisdomTree Europe Hedged Equity +16.0% +6.8% 19.0 % 13
FXI iShares FTSE China 25 Index Fund +15.8% +7.6% 24.0 % 14
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +3.6% +3.9% 6.6 % 15
LQD iShares iBoxx Invest Grade Bond (7-8yr) +2.8% +3.2% 4.3 % 16
PFF iShares S&P US Preferred Stock Index +2.6% +1.8% 3.1 % 17
VCIT Vanguard Interm Corp Bond (6-7yr) +2.1% +2.4% 3.1 % 18
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +2.2% +2.6% 4.3 % 19
IVW iShares S&P 500 Growth Index Fund +8.4% +0.0% 15.1 % 20
MUB iShares S&P National Muni Bond (2-3yr) +2.1% +1.7% 2.7 % 21
BND Vanguard Total Bond Market (4-5yr) +2.0% +2.1% 3.0 % 22
AGG iShares Core Total US Bond (4-5yr) +1.9% +2.0% 3.1 % 23
IWS iShares Russell Midcap Value +7.1% -0.4% 14.2 % 24
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +1.3% +2.1% 3.5 % 25
MBB iShares Barclays MBS Bond Fund (2yr) +1.3% +1.1% 2.2 % 26
SDY SPDR S&P U.S. Dividend Aristocrats +7.6% -1.2% 13.5 % 27
IJH iShares Core S&P MidCap 400 Index +8.0% -0.2% 15.3 % 28
CIU iShares Barclays Intermed Credit (4-5yr) +1.0% +1.6% 2.3 % 29
IWF iShares Russell 1000 Growth +7.6% -0.4% 15.0 % 30
IWR iShares Russell Midcap Index Fund +7.7% -0.6% 15.0 % 31
QQQ PowerShares Nasdaq-100 Index +8.6% +0.0% 16.5 % 32
MDY S&P MidCap 400 SPDRs +7.9% -0.3% 15.4 % 33
IWO iShares Russell 2000 Growth +11.0% -0.3% 18.7 % 34
GDX Market Vectors Gold Miners Equity Index +7.1% +25.7% 48.6 % 35
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.3% +0.9% 1.3 % 36
IWP iShares Russell Midcap Growth +8.4% -0.6% 15.8 % 37
TIP iShares Barclays TIPS +0.5% +2.4% 5.5 % 38
VUG Vanguard MSCI U.S. LargeCap Growth +7.5% -0.4% 15.2 % 39
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.3% +0.8% 1.7 % 40
HDV iShares High Dividend Equity +5.5% -0.5% 11.9 % 41
SHY Barclays Low Duration Treasury (2-yr) +0.1% +0.6% 1.0 % 42
EWY iShares MSCI South Korea Index Fund +0.9% +3.8% 13.2 % 43
VO Vanguard CRSP U.S. Mid Cap +8.3% -1.0% 15.5 % 44
VIG Vanguard Dividend Appreciation +7.4% -1.7% 14.0 % 45
VTI Vanguard Total U.S. Stock Market +7.1% -1.2% 14.9 % 46
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.1% +0.5% 1.3 % 47
IAU iShares COMEX Gold Trust +4.1% +10.2% 16.6 % 48
SCHB Schwab Dow Jones U.S. Broad Market +7.1% -1.1% 14.9 % 49
GLD SPDR Gold Shares +4.1% +10.2% 16.9 % 50
IWM iShares Russell 2000 Index Fund +8.8% -1.1% 17.1 % 51
DIA SPDR Dow Jones Industrial Average +7.9% -1.9% 14.5 % 52
SLV iShares Silver Trust +6.4% +16.4% 29.6 % 53
BKLN PowerShares S&P-LSTA Senior Loan +0.0% +0.6% 3.4 % 54
EWJ iShares MSCI Japan Index Fund +3.4% -0.3% 14.2 % 55
VV Vanguard MSCI U.S. Large Cap +7.0% -1.3% 15.0 % 56
EMB iShares JPM Emerg Markets Bond (7-8yr) -1.0% +1.0% 8.8 % 57
VB Vanguard U.S. Small Cap +7.4% -0.8% 15.8 % 58
IWV iShares Russell 3000 Index Fund +7.0% -1.1% 15.2 % 59
VGT Vanguard MSCI U.S. Technology +10.1% -1.7% 17.1 % 60
IWB iShares Russell 1000 Index Fund +7.0% -1.2% 15.1 % 61
VOO Vanguard S&P 500 +7.0% -1.3% 15.1 % 62
ACWI iShares MSCI All-World ACWI Index +3.8% -0.7% 14.3 % 63
XLY U.S. Consumer Discret Sector SPDR +8.7% -1.4% 17.0 % 64
IVV iShares Core S&P 500 ETF +6.9% -1.4% 15.0 % 65
XLK U.S. Technology Sector SPDR +8.3% -1.7% 16.0 % 66
SJNK SPDR Barcap Short-Term High Yield (2yr) -1.8% -0.1% 3.8 % 67
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) -2.1% +0.2% 6.1 % 68
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) -1.5% +0.1% 6.8 % 69
VYM Vanguard High Dividend Yield Index +6.2% -1.4% 14.5 % 70
VEU Vanguard FTSE All-World ex-US +0.8% +0.1% 14.0 % 71
IJR iShares Core S&P SmallCap 600 Index +8.1% -1.3% 17.3 % 72
IYW iShares DJ U.S. Technology Sector +8.8% -1.7% 17.8 % 73
SPY SPDR S&P 500 Index +7.0% -1.3% 15.1 % 74
VWO Vanguard FTSE Emerging Markets +2.0% +5.0% 18.1 % 75
VEA Vanguard MSCI Euro Pacific +1.2% -0.5% 14.1 % 76
IEMG iShares Core MSCI Emerging Markets +0.9% +4.5% 16.4 % 77
DXJ WisdomTree Japan Hedged Equity +13.1% -2.6% 22.9 % 78
EEM iShares MSCI Emerging Markets +1.5% +4.5% 18.0 % 79
XLI U.S. Industrials Sector SPDR +8.1% -2.4% 16.2 % 80
RSP Rydex S&P Equal Stock Weight +7.1% -1.7% 15.6 % 81
EFA iShares MSCI EAFE +1.1% -0.7% 14.6 % 82
IWD iShares Russell 1000 Value +6.2% -2.0% 15.0 % 83
OEF iShares S&P U.S. 100 Index +5.8% -1.7% 15.1 % 84
VTV Vanguard MSCI U.S. LargeCap Value +6.6% -1.9% 15.1 % 85
PRF FTSE RAFI US 1000 Portfolio +6.0% -2.0% 15.0 % 86
EWG iShares MSCI Germany Index +6.6% -0.9% 18.9 % 87
VBR Vanguard U.S. SmallCap Value +6.9% -1.7% 16.2 % 88
IDV iShares DJ Int'l Select Dividend -1.2% -1.1% 13.3 % 89
IWN iShares Russell 2000 Value +6.7% -1.8% 16.7 % 90
VGK Vanguard Europe +1.5% -0.9% 16.3 % 91
IVE iShares S&P 500 Value Index Fund +5.2% -2.8% 15.5 % 92
IJJ iShares S&P MidCap 400 Value +5.7% -2.1% 17.3 % 93
XLF U.S. Financial Sector SPDR +5.4% -4.9% 18.4 % 94
EWZ iShares MSCI Brazil Index Fund -9.9% +0.9% 33.1 % 95
EZU iShares MSCI EMU Index Fund +2.1% -2.0% 19.7 % 96
DBC PowerShares DB Commodity Index -21.6% -9.3% 15.4 % 97
AMLP ALPS Alerian MLP Infrastructure Index -5.2% -1.4% 19.5 % 98
AMJ J.P. Morgan Alerian MLP Index -9.4% -2.0% 31.1 % 99
XLE U.S. Energy Sector SPDR -8.5% -5.0% 26.3 % 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