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.
  •  
  • Time Period
  • Weight
  • ReturnA
  • %
  • ReturnB
  • %
  • Volatility
  • %
  •  
  • Through
  • Assets >=
  •  as of Dec 31, 2015
  • through: Feb 10, 2016
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
GLD SPDR Gold Shares +9.6% +9.8% 13.6 % 1
TLT iShares Barclays Long-Term Trsry (15-18yr) +12.7% +7.3% 13.9 % 2
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +3.2% +1.8% 2.9 % 3
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +5.8% +3.4% 5.2 % 4
MUB iShares S&P National Muni Bond (2-3yr) +3.3% +0.7% 2.6 % 5
XLU U.S. Utilities Sector SPDR +11.0% +7.8% 16.9 % 6
IAU iShares COMEX Gold Trust +9.6% +9.7% 14.2 % 7
AGG iShares Core Total US Bond (4-5yr) +2.2% +1.3% 2.7 % 8
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +3.1% +1.7% 4.1 % 9
MBB iShares Barclays MBS Bond Fund (2yr) +1.7% +0.8% 1.8 % 10
BND Vanguard Total Bond Market (4-5yr) +2.2% +1.3% 3.1 % 11
TIP iShares Barclays TIPS +1.7% +1.4% 3.5 % 12
SHY Barclays Low Duration Treasury (2-yr) +0.7% +0.5% 0.9 % 13
BSV Vanguard Short-Tm Bond Mix (2-3yr) +1.1% +0.7% 1.7 % 14
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.1% +0.1% 1.1 % 15
CIU iShares Barclays Intermed Credit (4-5yr) +0.5% +0.2% 2.8 % 16
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.2% -0.1% 1.3 % 17
SCPB SPDR Barclays Short-Term Corp Bond (2yr) +0.1% -0.1% 1.5 % 18
VCIT Vanguard Interm Corp Bond (6-7yr) +0.8% +0.0% 4.0 % 19
XLP U.S. Consumer Staples Sector SPDR +2.6% +0.0% 17.1 % 20
DVY iShares DJ Select Dividend Index -1.4% +2.3% 19.2 % 21
LQD iShares iBoxx Invest Grade Bond (7-8yr) -0.1% -0.7% 5.1 % 22
SDY SPDR S&P U.S. Dividend Aristocrats -2.9% +2.0% 19.5 % 23
EMB iShares JPM Emerg Markets Bond (7-8yr) -2.1% -0.2% 8.2 % 24
SPLV PowerShares S&P 500 Low Volatility Index -1.9% +0.0% 17.4 % 25
USMV iShares MSCI USA Minimum Volatility Index -2.5% -0.8% 17.8 % 26
EFAV iShares MSCI EAFE Minimum Volatility -3.6% -1.2% 19.0 % 27
VIG Vanguard Dividend Appreciation -4.8% -0.9% 19.0 % 28
PFF iShares S&P US Preferred Stock Index -3.8% -4.0% 9.3 % 29
VYM Vanguard High Dividend Yield Index -5.9% -0.9% 20.9 % 30
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) -8.7% -4.3% 12.6 % 31
XLI U.S. Industrials Sector SPDR -8.2% -0.9% 22.7 % 32
VTV Vanguard MSCI U.S. LargeCap Value -8.8% -3.1% 22.3 % 33
IVE iShares S&P 500 Value Index Fund -9.6% -3.0% 22.4 % 34
DIA SPDR Dow Jones Industrial Average -9.6% -3.3% 22.2 % 35
OEF iShares S&P U.S. 100 Index -10.1% -3.9% 22.5 % 36
RWX SPDR DJ International Real Estate -6.3% -1.6% 25.2 % 37
VOO Vanguard S&P 500 -10.4% -4.3% 22.8 % 38
IVV iShares Core S&P 500 ETF -10.4% -4.3% 22.5 % 39
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) -10.8% -5.4% 12.8 % 40
IWD iShares Russell 1000 Value -11.0% -3.8% 23.3 % 41
SPY SPDR S&P 500 Index -10.4% -4.3% 22.9 % 42
VV Vanguard MSCI U.S. Large Cap -11.0% -4.7% 22.8 % 43
XLV U.S. Health Care Sector SPDR -8.9% -5.2% 23.0 % 44
SCHX Schwab Dow Jones U.S. Large-Cap -11.1% -4.8% 22.7 % 45
IWB iShares Russell 1000 Index Fund -11.2% -4.7% 23.2 % 46
VNQ Vanguard MSCI U.S. REIT -4.4% -6.3% 24.8 % 47
RSP Guggenheim S&P 500 Equal Weight -11.7% -4.2% 24.6 % 48
SCHB Schwab Dow Jones U.S. Broad Market -11.8% -4.9% 22.9 % 49
VTI Vanguard Total U.S. Stock Market -11.7% -4.9% 23.4 % 50
ACWI iShares MSCI All-World ACWI Index -12.0% -4.5% 24.3 % 51
IWS iShares Russell Midcap Value -12.2% -4.2% 25.0 % 52
SCZ iShares MSCI EAFE Small Cap Index -10.3% -6.6% 23.7 % 53
IYR iShares Dow Jones Real Estate REIT -6.7% -7.3% 25.0 % 54
IWV iShares Russell 3000 Index Fund -11.8% -5.0% 23.5 % 55
IWF iShares Russell 1000 Growth -11.4% -5.7% 23.6 % 56
IVW iShares S&P 500 Growth Index Fund -11.4% -5.6% 24.1 % 57
VHT Vanguard MSCI U.S. Health Care -11.3% -6.5% 24.1 % 58
IJH iShares Core S&P MidCap 400 Index -13.0% -3.9% 25.8 % 59
XLK U.S. Technology Sector SPDR -11.1% -4.9% 27.7 % 60
VT Vanguard FTSE Global All Cap -12.4% -5.0% 25.1 % 61
MDY S&P MidCap 400 SPDRs -13.0% -3.9% 26.1 % 62
VXUS Vanguard MSCI All Country Ex-US Int'l -12.6% -4.6% 28.2 % 63
IEMG iShares Core MSCI Emerging Markets -13.1% -1.3% 31.6 % 64
EEM iShares MSCI Emerging Markets -13.5% -0.8% 32.7 % 65
IJR iShares Core S&P SmallCap 600 Index -14.4% -4.7% 25.1 % 66
VBR Vanguard U.S. SmallCap Value -14.5% -4.2% 25.9 % 67
VEA Vanguard MSCI Euro Pacific -12.4% -5.8% 25.9 % 68
IJK iShares S&P MidCap 400 Growth -12.9% -5.4% 25.9 % 69
SCHF Schwab FTSE Developed Market Int'l Equity -12.8% -5.6% 26.2 % 70
IEFA iShares Core MSCI EAFE -12.4% -6.1% 26.5 % 71
VEU Vanguard FTSE All-World ex-US -13.0% -4.9% 27.3 % 72
IWR iShares Russell Midcap Index Fund -13.4% -5.8% 25.1 % 73
VWO Vanguard FTSE Emerging Markets -14.0% -1.3% 32.7 % 74
EFA iShares MSCI EAFE -12.8% -5.9% 26.4 % 75
VUG Vanguard MSCI U.S. LargeCap Growth -13.3% -6.4% 25.0 % 76
IWN iShares Russell 2000 Value -15.2% -4.7% 25.7 % 77
VO Vanguard CRSP U.S. Mid Cap -13.9% -6.1% 25.4 % 78
VGK Vanguard Europe -12.9% -6.0% 28.2 % 79
XLY U.S. Consumer Discret Sector SPDR -14.2% -8.6% 24.5 % 80
EWG iShares MSCI Germany Index -13.0% -7.4% 26.6 % 81
XLE U.S. Energy Sector SPDR -21.0% -1.6% 46.9 % 82
EZU iShares MSCI EMU Index Fund -13.8% -6.8% 27.8 % 83
IWP iShares Russell Midcap Growth -14.7% -7.3% 26.5 % 84
XLF U.S. Financial Sector SPDR -16.6% -9.1% 25.1 % 85
VB Vanguard U.S. Small Cap -16.3% -6.5% 27.3 % 86
EWJ iShares MSCI Japan Index Fund -14.1% -8.1% 30.0 % 87
VGT Vanguard MSCI U.S. Technology -15.0% -7.3% 30.5 % 88
QQQ PowerShares Nasdaq-100 Index -14.6% -8.4% 29.6 % 89
IWM iShares Russell 2000 Index Fund -18.3% -7.6% 27.6 % 90
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq -15.6% -8.7% 29.5 % 91
FV First Trust Dorsey Wright Focus 5 ETF -17.8% -11.8% 26.9 % 92
HEDJ WisdomTree Europe Hedged Equity -17.4% -7.9% 31.3 % 93
VBK Vanguard U.S. Small Cap Growth -18.4% -9.2% 29.1 % 94
FXI iShares FTSE China 25 Index Fund -22.2% -7.4% 36.1 % 95
IWO iShares Russell 2000 Growth -21.5% -10.7% 30.6 % 96
DXJ WisdomTree Japan Hedged Equity -22.3% -12.5% 40.7 % 97
FDN First Trust DJ Internet Index -23.2% -15.3% 39.6 % 98
IBB iShares Nasdaq Biotechnology Index -24.4% -15.6% 40.8 % 99
AMLP ALPS Alerian MLP Infrastructure Index -33.2% -16.0% 80.3 % 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