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 May 31, 2017
  • through: Jun 23, 2017
ETFs: 100(Assets >= Largest 100)
first previous next last
Page Size:
Symbol ETF ReturnA ReturnB Volatility Rank
XLV U.S. Health Care Sector SPDR +8.7% +6.3% 8.1 % 1
VHT Vanguard MSCI U.S. Health Care +9.5% +6.7% 8.8 % 2
IWF iShares Russell 1000 Growth +7.1% +1.3% 7.8 % 3
DIA SPDR Dow Jones Industrial Average +4.5% +1.7% 4.4 % 4
IVW iShares S&P 500 Growth Index Fund +6.8% +1.2% 7.4 % 5
TLT iShares Barclays Long-Term Treasury +6.4% +3.9% 8.4 % 6
VV Vanguard MSCI U.S. Large Cap +4.6% +1.2% 5.3 % 7
XLI U.S. Industrials Sector SPDR +5.9% +1.5% 7.5 % 8
SCHX Schwab Dow Jones U.S. Large-Cap +4.6% +1.2% 5.4 % 9
EFAV iShares MSCI EAFE Minimum Volatility +7.6% +1.0% 7.4 % 10
IBB iShares Nasdaq Biotechnology Index +10.6% +10.4% 20.6 % 11
LQD iShares iBoxx Invest Grade Bond +3.8% +1.5% 3.7 % 12
VTI Vanguard Total U.S. Stock Market +4.5% +1.2% 5.8 % 13
ITOT iShares Core S&P Total US Market +4.5% +1.2% 5.9 % 14
IWO iShares Russell 2000 Growth +7.4% +3.5% 12.0 % 15
SCHB Schwab Dow Jones U.S. Broad Market +4.5% +1.2% 5.9 % 16
IWP iShares Russell Midcap Growth +6.2% +1.3% 8.4 % 17
VBK Vanguard U.S. Small Cap Growth +6.7% +2.2% 10.3 % 18
SPY SPDR S&P 500 Index +4.5% +1.1% 5.5 % 19
IVV iShares Core S&P 500 ETF +4.4% +1.1% 5.6 % 20
USMV iShares MSCI USA Minimum Volatility Index +4.1% +1.0% 4.6 % 21
IWV iShares Russell 3000 Index Fund +4.4% +1.2% 5.9 % 22
SPLV PowerShares S&P 500 Low Volatility Index +4.1% +1.1% 5.3 % 23
IWB iShares Russell 1000 Index Fund +4.4% +1.1% 5.6 % 24
VUG Vanguard MSCI U.S. LargeCap Growth +6.9% +0.7% 7.9 % 25
EWJ iShares MSCI Japan Index Fund +4.9% +2.3% 10.1 % 26
ACWI iShares MSCI All-World ACWI Index +5.1% +0.6% 6.3 % 27
IWM iShares Russell 2000 Index Fund +4.8% +2.4% 11.6 % 28
PFF iShares S&P US Preferred Stock Index +3.3% +0.9% 2.7 % 29
VCIT Vanguard Interm Corp Bond (6-7yr) +3.0% +0.8% 2.7 % 30
IEF iShares Barclays 7-10 Yr Treasury +2.7% +1.0% 3.4 % 31
VT Vanguard FTSE Global All Cap +4.9% +0.5% 6.6 % 32
VIG Vanguard Dividend Appreciation +4.0% +0.9% 6.3 % 33
VOO Vanguard S&P 500 +4.0% +0.7% 5.5 % 34
RSP Guggenheim S&P 500 Equal Weight +3.6% +1.1% 6.4 % 35
DVY iShares DJ Select Dividend Index +2.9% +1.3% 7.2 % 36
IJK iShares S&P MidCap 400 Growth +4.8% +0.9% 8.7 % 37
BIV Vanguard Barclays Govt-Credit Mix +2.7% +0.8% 3.1 % 38
IWR iShares Russell Midcap Index Fund +4.0% +0.9% 7.4 % 39
BND Vanguard Total Bond Market +2.2% +0.8% 2.3 % 40
MUB iShares S&P National Muni Bond (2-3yr) +2.5% +0.6% 1.7 % 41
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq +5.2% +0.3% 7.5 % 42
VB Vanguard U.S. Small Cap +3.9% +1.4% 9.8 % 43
AGG iShares Core Total US Bond +2.2% +0.7% 2.3 % 44
QQQ PowerShares Nasdaq-100 Index +8.4% +0.5% 13.7 % 45
SCHF Schwab FTSE Developed Market Int'l Equity +6.4% +0.2% 8.5 % 46
BNDX Vanguard Total International Bond +1.8% +0.7% 1.7 % 47
IJR iShares Core S&P SmallCap 600 Index +3.6% +1.9% 11.8 % 48
HDV iShares High Dividend Equity +1.4% +1.1% 4.7 % 49
VEA Vanguard FTSE Developed Ex North America +6.4% +0.2% 8.7 % 50
VO Vanguard CRSP U.S. Mid Cap +4.0% +0.5% 7.0 % 51
VNQ Vanguard MSCI U.S. REIT +2.8% +1.1% 8.4 % 52
VGT Vanguard MSCI U.S. Technology +8.3% +0.3% 14.2 % 53
VEU Vanguard FTSE All-World ex-US +5.5% +0.0% 8.4 % 54
CIU iShares Barclays Intermed Credit (4-5yr) +1.9% +0.5% 1.8 % 55
EMB iShares JPM Emerg Markets Bond (7-8yr) +2.5% +0.4% 3.8 % 56
IEFA iShares Core MSCI EAFE +6.8% +0.0% 9.0 % 57
EFA iShares MSCI EAFE +6.5% -0.1% 8.7 % 58
VXUS Vanguard MSCI All Country Ex-US Int'l +5.4% +0.1% 8.5 % 59
XLK U.S. Technology Sector SPDR +7.0% +0.2% 12.8 % 60
VYM Vanguard High Dividend Yield Index +1.7% +0.9% 5.5 % 61
XLU U.S. Utilities Sector SPDR +3.4% +0.4% 6.8 % 62
VGK Vanguard Europe +8.6% -1.0% 10.4 % 63
JNK SPDR Barcap High-Yield Junk Bond +3.1% +0.0% 4.0 % 64
DXJ WisdomTree Japan Hedged Equity +2.7% +1.3% 10.6 % 65
SDY SPDR S&P U.S. Dividend Aristocrats +1.9% +1.0% 7.3 % 66
HYG iShares iBoxx High-Yield Corp Bond +2.9% +0.1% 4.0 % 67
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +1.1% +0.3% 1.3 % 68
IEMG iShares Core MSCI Emerging Markets +4.5% +0.4% 9.9 % 69
EEM iShares MSCI Emerging Markets +4.7% +0.3% 9.9 % 70
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +1.4% +0.3% 1.9 % 71
IVE iShares S&P 500 Value Index Fund +1.6% +0.9% 6.5 % 72
IJH iShares Core S&P MidCap 400 Index +3.3% +0.9% 9.5 % 73
VOE Vanguard CRSP U.S. Midcap Value +2.6% +0.6% 7.3 % 74
MDY S&P MidCap 400 SPDRs +3.3% +0.9% 9.5 % 75
VTV Vanguard MSCI U.S. LargeCap Value +1.8% +0.7% 6.2 % 76
HEDJ WisdomTree Europe Hedged Equity +5.5% -0.4% 9.8 % 77
IWD iShares Russell 1000 Value +1.7% +0.8% 6.3 % 78
BSV Vanguard Short-Tm Bond Mix +0.8% +0.1% 0.9 % 79
EZU iShares MSCI EMU Index Fund +7.9% -2.3% 14.0 % 80
MBB iShares Barclays MBS Bond Fund (2yr) +1.4% +0.2% 2.3 % 81
IWS iShares Russell Midcap Value +2.3% +0.7% 7.4 % 82
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.6% +0.1% 0.6 % 83
MINT PIMCO Enhanced Short-Term Bond (0.6yr) +0.5% +0.2% 0.3 % 84
IWN iShares Russell 2000 Value +2.3% +1.3% 13.0 % 85
XLF U.S. Financial Sector SPDR +1.9% +1.5% 12.6 % 86
SCZ iShares MSCI EAFE Small Cap Index +6.6% -0.9% 12.5 % 87
TIP iShares Barclays TIPS +0.5% +0.4% 3.5 % 88
SHY Barclays Low Duration Treasury (2-yr) +0.3% +0.0% 0.6 % 89
XLY U.S. Consumer Discret Sector SPDR +3.7% -0.7% 8.5 % 90
BKLN PowerShares S&P-LSTA Senior Loan +0.2% -0.8% 1.8 % 91
IXUS iShares Core MSCI Total Int'l Stock +4.5% -1.0% 11.4 % 92
XLP U.S. Consumer Staples Sector SPDR +2.2% -0.7% 7.4 % 93
VBR Vanguard U.S. SmallCap Value +1.7% +0.8% 10.9 % 94
VWO Vanguard FTSE Emerging Markets +1.9% -0.1% 8.4 % 95
IAU iShares COMEX Gold Trust +0.6% -0.1% 8.8 % 96
GLD SPDR Gold Shares +0.5% +0.0% 8.9 % 97
GDX Market Vectors Gold Miners Equity Index -0.8% +0.1% 26.1 % 98
XLE U.S. Energy Sector SPDR -5.5% -2.5% 18.4 % 99
AMLP ALPS Alerian MLP Infrastructure Index -7.0% -6.0% 19.8 % 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