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 Jun 30, 2015
  • through: Aug 27, 2015
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +0.4% +0.6% 3.7 % 1
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.1% +0.2% 1.7 % 2
SHY Barclays Low Duration Treasury (2-yr) +0.1% +0.1% 1.1 % 3
MUB iShares S&P National Muni Bond (2-3yr) +0.7% +0.1% 3.2 % 4
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.0% +0.2% 1.3 % 5
MBB iShares Barclays MBS Bond Fund (2yr) -0.1% +0.3% 3.4 % 6
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +0.1% +0.8% 6.5 % 7
AGG iShares Core Total US Bond (4-5yr) -0.4% +0.2% 3.7 % 8
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) -0.3% +0.0% 2.0 % 9
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) -0.6% +0.3% 4.3 % 10
BND Vanguard Total Bond Market (4-5yr) -0.4% +0.2% 3.9 % 11
TLT iShares Barclays Long-Term Trsry (15-18yr) +0.1% +0.5% 15.9 % 12
CIU iShares Barclays Intermed Credit (4-5yr) -0.9% +0.0% 3.0 % 13
PFF iShares S&P US Preferred Stock Index -0.5% -0.6% 8.5 % 14
LQD iShares iBoxx Invest Grade Bond (7-8yr) -1.8% -0.2% 5.4 % 15
TIP iShares Barclays TIPS -1.6% -0.8% 5.2 % 16
VCIT Vanguard Interm Corp Bond (6-7yr) -2.0% -0.5% 5.1 % 17
BKLN PowerShares S&P-LSTA Senior Loan -2.3% -1.1% 4.6 % 18
EMB iShares JPM Emerg Markets Bond (7-8yr) -2.9% -1.2% 8.6 % 19
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) -3.8% -1.6% 6.2 % 20
XLU U.S. Utilities Sector SPDR -1.8% -0.6% 23.1 % 21
XLP U.S. Consumer Staples Sector SPDR -1.5% -4.9% 21.2 % 22
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) -4.8% -2.2% 6.9 % 23
USMV iShares MSCI USA Minimum Volatility Index -1.8% -3.3% 22.9 % 24
GLD SPDR Gold Shares -5.6% +3.3% 13.6 % 25
IAU iShares COMEX Gold Trust -5.7% +3.2% 13.3 % 26
SCZ iShares MSCI EAFE Small Cap Index -5.0% -3.7% 21.6 % 27
VNQ Vanguard MSCI U.S. REIT -3.2% -3.2% 25.3 % 28
DVY iShares DJ Select Dividend Index -5.3% -3.6% 20.8 % 29
SDY SPDR S&P U.S. Dividend Aristocrats -4.9% -4.3% 23.4 % 30
SPLV PowerShares S&P 500 Low Volatility Index -1.3% -3.7% 30.2 % 31
EZU iShares MSCI EMU Index Fund -5.5% -5.1% 19.3 % 32
VO Vanguard CRSP U.S. Mid Cap -5.1% -4.4% 26.1 % 33
IJK iShares S&P MidCap 400 Growth -4.5% -5.4% 24.6 % 34
FEZ SPDR Euro STOXX 50 -5.3% -5.5% 21.4 % 35
RWX SPDR DJ International Real Estate -6.2% -4.3% 23.0 % 36
IWP iShares Russell Midcap Growth -5.2% -4.9% 25.5 % 37
IWF iShares Russell 1000 Growth -3.5% -5.0% 27.6 % 38
HDV iShares High Dividend Equity -5.9% -4.8% 23.7 % 39
IJR iShares Core S&P SmallCap 600 Index -5.6% -5.4% 21.9 % 40
IVW iShares S&P 500 Growth Index Fund -3.5% -5.1% 27.7 % 41
XLY U.S. Consumer Discret Sector SPDR -0.7% -5.6% 28.0 % 42
VIG Vanguard Dividend Appreciation -5.5% -5.1% 25.3 % 43
EWG iShares MSCI Germany Index -6.9% -5.1% 21.0 % 44
XLV U.S. Health Care Sector SPDR -3.3% -5.2% 28.8 % 45
IWR iShares Russell Midcap Index Fund -6.2% -4.8% 25.3 % 46
VUG Vanguard MSCI U.S. LargeCap Growth -3.9% -5.4% 27.9 % 47
VHT Vanguard MSCI U.S. Health Care -3.4% -5.5% 28.2 % 48
RSP Rydex S&P Equal Stock Weight -6.2% -5.0% 25.9 % 49
IJH iShares Core S&P MidCap 400 Index -6.5% -5.2% 24.6 % 50
XLI U.S. Industrials Sector SPDR -6.8% -4.7% 25.6 % 51
SCHX Schwab Dow Jones U.S. Large-Cap -5.3% -5.5% 27.0 % 52
VBR Vanguard U.S. SmallCap Value -7.6% -4.9% 22.6 % 53
VOO Vanguard S&P 500 -5.1% -5.5% 27.6 % 54
SPY SPDR S&P 500 Index -5.2% -5.5% 27.3 % 55
IVV iShares Core S&P 500 ETF -5.2% -5.5% 27.6 % 56
VV Vanguard MSCI U.S. Large Cap -5.2% -5.5% 27.0 % 57
MDY S&P MidCap 400 SPDRs -6.5% -5.2% 25.1 % 58
EWJ iShares MSCI Japan Index Fund -5.7% -4.5% 28.4 % 59
SCHB Schwab Dow Jones U.S. Broad Market -5.5% -5.5% 26.4 % 60
VTI Vanguard Total U.S. Stock Market -5.5% -5.6% 26.5 % 61
VGK Vanguard Europe -7.0% -5.8% 18.8 % 62
XLF U.S. Financial Sector SPDR -3.1% -6.1% 28.2 % 63
IEFA iShares Core MSCI EAFE -7.0% -5.5% 21.7 % 64
IWV iShares Russell 3000 Index Fund -5.5% -5.6% 26.1 % 65
IWS iShares Russell Midcap Value -7.3% -4.7% 26.0 % 66
IWB iShares Russell 1000 Index Fund -5.4% -5.6% 27.2 % 67
QQQ PowerShares Nasdaq-100 Index -3.8% -5.7% 32.5 % 68
VXF Vanguard S&P U.S. Small & Midcap -6.8% -5.7% 24.3 % 69
VYM Vanguard High Dividend Yield Index -6.7% -5.4% 27.1 % 70
XLK U.S. Technology Sector SPDR -6.1% -5.1% 31.2 % 71
VB Vanguard U.S. Small Cap -7.0% -5.6% 23.9 % 72
VBK Vanguard U.S. Small Cap Growth -6.5% -6.4% 24.1 % 73
IWN iShares Russell 2000 Value -8.4% -5.8% 21.3 % 74
IWO iShares Russell 2000 Growth -5.9% -6.9% 25.3 % 75
SLV iShares Silver Trust -13.7% -2.1% 27.7 % 76
EFA iShares MSCI EAFE -7.7% -6.0% 21.8 % 77
VEA Vanguard MSCI Euro Pacific -7.7% -5.8% 22.4 % 78
VTV Vanguard MSCI U.S. LargeCap Value -6.6% -5.7% 27.0 % 79
IWM iShares Russell 2000 Index Fund -7.2% -6.4% 22.9 % 80
IBB iShares Nasdaq Biotechnology Index -3.9% -7.4% 37.5 % 81
GDX Market Vectors Gold Miners Equity Index -29.6% +2.5% 66.4 % 82
DIA SPDR Dow Jones Industrial Average -6.9% -5.8% 26.6 % 83
ACWI iShares MSCI All-World ACWI Index -7.7% -5.9% 25.0 % 84
VXUS Vanguard MSCI All Country Ex-US Int'l -9.7% -6.2% 23.3 % 85
AMLP ALPS Alerian MLP Infrastructure Index -11.0% -4.9% 30.6 % 86
PRF FTSE RAFI US 1000 Portfolio -7.0% -5.8% 27.1 % 87
VEU Vanguard FTSE All-World ex-US -9.8% -6.4% 23.7 % 88
IVE iShares S&P 500 Value Index Fund -7.1% -6.0% 26.9 % 89
IWD iShares Russell 1000 Value -7.2% -6.1% 26.9 % 90
VGT Vanguard MSCI U.S. Technology -6.9% -5.6% 31.4 % 91
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq -8.3% -6.9% 30.6 % 92
HEDJ WisdomTree Europe Hedged Equity -9.2% -8.9% 31.9 % 93
EEM iShares MSCI Emerging Markets -16.2% -6.8% 32.5 % 94
AMJ J.P. Morgan Alerian MLP Index -16.6% -6.7% 36.7 % 95
IEMG iShares Core MSCI Emerging Markets -16.4% -7.1% 32.6 % 96
VWO Vanguard FTSE Emerging Markets -16.3% -7.6% 33.1 % 97
DXJ WisdomTree Japan Hedged Equity -11.4% -7.7% 39.9 % 98
FXI iShares FTSE China 25 Index Fund -22.8% -7.8% 38.1 % 99
XLE U.S. Energy Sector SPDR -17.4% -9.4% 39.8 % 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