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 Nov 30, 2016
  • through: Jan 23, 2017
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
ACWI iShares MSCI All-World ACWI Index +4.5% +1.8% 5.7 % 1
DIA SPDR Dow Jones Industrial Average +9.7% -0.6% 4.9 % 2
VT Vanguard FTSE Global All Cap +4.4% +1.6% 6.2 % 3
IWF iShares Russell 1000 Growth +5.1% +1.4% 6.2 % 4
EZU iShares MSCI EMU Index Fund +4.4% +3.5% 7.1 % 5
SCHX Schwab Dow Jones U.S. Large-Cap +6.5% +0.2% 5.9 % 6
SCZ iShares MSCI EAFE Small Cap Index +1.1% +4.5% 5.9 % 7
XLK U.S. Technology Sector SPDR +5.7% +1.8% 7.2 % 8
VUG Vanguard MSCI U.S. LargeCap Growth +3.9% +1.8% 6.5 % 9
VIG Vanguard Dividend Appreciation +5.8% +0.2% 4.9 % 10
IVV iShares Core S&P 500 ETF +6.4% +0.2% 5.9 % 11
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +1.4% +1.2% 3.1 % 12
VOO Vanguard S&P 500 +6.4% +0.2% 5.8 % 13
VV Vanguard MSCI U.S. Large Cap +6.4% +0.2% 5.9 % 14
VGK Vanguard Europe +3.6% +3.5% 7.2 % 15
VXUS Vanguard MSCI All Country Ex-US Int'l +2.5% +4.1% 7.0 % 16
IWB iShares Russell 1000 Index Fund +6.5% +0.2% 6.4 % 17
EFA iShares MSCI EAFE +3.1% +3.3% 6.9 % 18
IVW iShares S&P 500 Growth Index Fund +4.3% +1.1% 6.0 % 19
QQQ PowerShares Nasdaq-100 Index +5.1% +2.4% 7.7 % 20
IEFA iShares Core MSCI EAFE +2.8% +3.4% 6.9 % 21
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +1.1% +1.1% 3.1 % 22
VTV Vanguard MSCI U.S. LargeCap Value +8.7% -1.0% 6.3 % 23
VGT Vanguard MSCI U.S. Technology +5.7% +1.8% 8.5 % 24
VYM Vanguard High Dividend Yield Index +7.2% -1.2% 5.4 % 25
USMV iShares MSCI USA Minimum Volatility Index +3.5% +0.7% 5.0 % 26
SCHB Schwab Dow Jones U.S. Broad Market +6.8% +0.1% 6.6 % 27
SPY SPDR S&P 500 Index +6.4% +0.2% 6.1 % 28
SCHF Schwab FTSE Developed Market Int'l Equity +3.1% +3.2% 7.1 % 29
XLI U.S. Industrials Sector SPDR +11.2% +0.1% 8.4 % 30
XLY U.S. Consumer Discret Sector SPDR +7.0% +0.6% 8.5 % 31
ITOT iShares Core S&P Total US Market +6.9% +0.1% 6.7 % 32
TIP iShares Barclays TIPS -1.4% +2.0% 3.9 % 33
BKLN PowerShares S&P-LSTA Senior Loan +1.6% +0.3% 1.2 % 34
VEU Vanguard FTSE All-World ex-US +2.3% +3.8% 7.4 % 35
VTI Vanguard Total U.S. Stock Market +6.8% +0.1% 6.6 % 36
VEA Vanguard FTSE Developed Ex North America +2.9% +3.3% 7.2 % 37
IWV iShares Russell 3000 Index Fund +6.9% +0.0% 6.6 % 38
IWR iShares Russell Midcap Index Fund +6.9% +0.3% 8.8 % 39
IVE iShares S&P 500 Value Index Fund +8.4% -1.0% 6.8 % 40
CSJ iShares Barclays 1-3 Year Credit (2yr) -0.1% +0.4% 1.2 % 41
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) -0.5% +0.7% 1.9 % 42
IWD iShares Russell 1000 Value +7.9% -0.9% 7.0 % 43
SHY Barclays Low Duration Treasury (2-yr) -0.2% +0.3% 1.0 % 44
CIU iShares Barclays Intermed Credit (4-5yr) -1.5% +1.0% 3.0 % 45
MINT PIMCO Enhanced Short-Term Bond (0.6yr) +0.4% +0.2% 0.3 % 46
BSV Vanguard Short-Tm Bond Mix (2-3yr) -0.7% +0.6% 1.6 % 47
RSP Guggenheim S&P 500 Equal Weight +6.9% +0.1% 7.5 % 48
EMB iShares JPM Emerg Markets Bond (7-8yr) -2.2% +2.1% 5.2 % 49
EFAV iShares MSCI EAFE Minimum Volatility -1.1% +3.6% 6.9 % 50
IWS iShares Russell Midcap Value +8.0% -0.1% 9.0 % 51
IJK iShares S&P MidCap 400 Growth +7.8% +0.1% 10.2 % 52
VO Vanguard CRSP U.S. Mid Cap +6.3% +0.5% 8.8 % 53
HEDJ WisdomTree Europe Hedged Equity +5.3% +0.3% 7.2 % 54
IWP iShares Russell Midcap Growth +5.7% +1.0% 9.2 % 55
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) -2.0% +0.9% 3.2 % 56
SDY SPDR S&P U.S. Dividend Aristocrats +6.3% -0.4% 6.7 % 57
MDY S&P MidCap 400 SPDRs +9.7% -0.4% 10.7 % 58
VCIT Vanguard Interm Corp Bond (6-7yr) -2.6% +1.4% 4.2 % 59
MBB iShares Barclays MBS Bond Fund (2yr) -1.8% +0.8% 3.5 % 60
IJH iShares Core S&P MidCap 400 Index +9.9% -0.4% 10.8 % 61
LQD iShares iBoxx Invest Grade Bond (7-8yr) -3.0% +1.5% 5.2 % 62
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) -3.1% +1.3% 4.5 % 63
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq +5.7% +0.5% 9.4 % 64
MUB iShares S&P National Muni Bond (2-3yr) -2.3% +0.8% 3.1 % 65
VOE Vanguard CRSP U.S. Midcap Value +7.3% -0.5% 9.1 % 66
HDV iShares High Dividend Equity +4.3% -0.6% 5.9 % 67
VNQ Vanguard MSCI U.S. REIT +2.2% +3.8% 11.7 % 68
BND Vanguard Total Bond Market (4-5yr) -2.4% +0.9% 3.9 % 69
AMLP ALPS Alerian MLP Infrastructure Index +2.1% +1.5% 8.8 % 70
AGG iShares Core Total US Bond (4-5yr) -2.4% +0.9% 3.5 % 71
IJJ iShares S&P MidCap 400 Value +11.4% -1.1% 11.4 % 72
VB Vanguard U.S. Small Cap +9.3% -0.6% 11.5 % 73
XLP U.S. Consumer Staples Sector SPDR +1.9% +1.0% 7.9 % 74
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) -4.3% +1.4% 5.5 % 75
DVY iShares DJ Select Dividend Index +6.4% -0.9% 7.8 % 76
VBR Vanguard U.S. SmallCap Value +11.7% -1.4% 11.9 % 77
SPLV PowerShares S&P 500 Low Volatility Index +3.6% -0.2% 6.6 % 78
XLF U.S. Financial Sector SPDR +17.5% -2.5% 13.4 % 79
IEMG iShares Core MSCI Emerging Markets -0.6% +7.1% 11.6 % 80
IWN iShares Russell 2000 Value +14.2% -2.7% 13.7 % 81
BNDX Vanguard Total International Bond -1.8% -0.1% 2.9 % 82
VWO Vanguard FTSE Emerging Markets -0.9% +6.6% 10.9 % 83
DXJ WisdomTree Japan Hedged Equity +13.3% -1.6% 19.2 % 84
EWJ iShares MSCI Japan Index Fund +1.7% +1.5% 11.0 % 85
IWM iShares Russell 2000 Index Fund +11.0% -1.9% 12.8 % 86
EEM iShares MSCI Emerging Markets -0.6% +7.2% 12.2 % 87
PFF iShares S&P US Preferred Stock Index -2.0% +1.8% 7.2 % 88
IJR iShares Core S&P SmallCap 600 Index +12.6% -2.8% 13.9 % 89
VHT Vanguard MSCI U.S. Health Care -0.1% +1.2% 10.0 % 90
IWO iShares Russell 2000 Growth +7.7% -1.1% 13.4 % 91
GLD SPDR Gold Shares -4.1% +7.4% 10.4 % 92
IAU iShares COMEX Gold Trust -4.0% +7.3% 10.5 % 93
XLV U.S. Health Care Sector SPDR -0.6% +1.0% 9.1 % 94
SLV iShares Silver Trust -2.1% +7.7% 15.6 % 95
GDX Market Vectors Gold Miners Equity Index -3.8% +24.7% 43.2 % 96
IBB iShares Nasdaq Biotechnology Index +0.3% +1.2% 21.7 % 97
TLT iShares Barclays Long-Term Trsry (15-18yr) -8.4% +2.6% 11.2 % 98
XLE U.S. Energy Sector SPDR +4.9% -3.1% 10.8 % 99
XLU U.S. Utilities Sector SPDR +1.2% -0.1% 10.7 % 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