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 Nov 30, 2016
  • through: Dec 02, 2016
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
DIA SPDR Dow Jones Industrial Average +4.3% +7.4% 9.2 % 1
IWS iShares Russell Midcap Value +3.5% +8.7% 10.1 % 2
DVY iShares DJ Select Dividend Index +1.4% +6.4% 9.5 % 3
IWD iShares Russell 1000 Value +3.5% +7.5% 10.2 % 4
VYM Vanguard High Dividend Yield Index +1.9% +5.6% 9.3 % 5
IJJ iShares S&P MidCap 400 Value +7.0% +12.5% 12.8 % 6
SCHB Schwab Dow Jones U.S. Broad Market +1.5% +6.1% 9.5 % 7
VTV Vanguard MSCI U.S. LargeCap Value +4.1% +7.7% 10.7 % 8
IVE iShares S&P 500 Value Index Fund +4.1% +7.9% 10.9 % 9
IJH iShares Core S&P MidCap 400 Index +3.3% +10.3% 11.0 % 10
IWN iShares Russell 2000 Value +9.5% +16.1% 16.6 % 11
VBR Vanguard U.S. SmallCap Value +6.4% +12.7% 13.5 % 12
MDY S&P MidCap 400 SPDRs +3.2% +10.2% 11.2 % 13
RSP Guggenheim S&P 500 Equal Weight +2.0% +6.9% 10.1 % 14
IWV iShares Russell 3000 Index Fund +1.5% +6.1% 9.7 % 15
XLI U.S. Industrials Sector SPDR +7.2% +11.3% 13.8 % 16
VOE Vanguard CRSP U.S. Midcap Value +3.1% +7.8% 10.5 % 17
ITOT iShares Core S&P Total US Market +1.4% +6.1% 9.8 % 18
IWB iShares Russell 1000 Index Fund +1.1% +5.5% 9.5 % 19
VTI Vanguard Total U.S. Stock Market +1.4% +6.0% 9.9 % 20
IJR iShares Core S&P SmallCap 600 Index +6.6% +15.2% 17.2 % 21
DXJ WisdomTree Japan Hedged Equity +11.0% +11.3% 17.7 % 22
XLF U.S. Financial Sector SPDR +14.1% +15.9% 24.4 % 23
IWM iShares Russell 2000 Index Fund +5.4% +13.8% 16.9 % 24
VB Vanguard U.S. Small Cap +3.2% +11.1% 12.8 % 25
IWR iShares Russell Midcap Index Fund +1.1% +7.3% 10.0 % 26
VOO Vanguard S&P 500 +1.1% +5.2% 9.7 % 27
SCHX Schwab Dow Jones U.S. Large-Cap +1.1% +5.3% 9.7 % 28
SDY SPDR S&P U.S. Dividend Aristocrats -0.5% +6.4% 9.1 % 29
SPY SPDR S&P 500 Index +1.1% +5.2% 9.8 % 30
BKLN PowerShares S&P-LSTA Senior Loan +1.0% +1.2% 2.8 % 31
IVV iShares Core S&P 500 ETF +1.1% +5.2% 9.8 % 32
VV Vanguard MSCI U.S. Large Cap +1.0% +5.2% 9.5 % 33
MINT PIMCO Enhanced Short-Term Bond (0.6yr) +0.4% +0.1% 0.4 % 34
XLE U.S. Energy Sector SPDR +9.0% +9.8% 26.1 % 35
VO Vanguard CRSP U.S. Mid Cap +0.4% +6.2% 10.4 % 36
SHY Barclays Low Duration Treasury (2-yr) -0.4% -0.5% 1.0 % 37
VIG Vanguard Dividend Appreciation -0.6% +4.0% 8.0 % 38
CSJ iShares Barclays 1-3 Year Credit (2yr) -0.5% -0.4% 1.3 % 39
IWO iShares Russell 2000 Growth +1.3% +11.3% 18.2 % 40
IJK iShares S&P MidCap 400 Growth -0.7% +7.8% 10.8 % 41
XLY U.S. Consumer Discret Sector SPDR +1.1% +5.9% 11.5 % 42
BSV Vanguard Short-Tm Bond Mix (2-3yr) -1.1% -1.2% 1.7 % 43
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) -1.2% -1.2% 2.6 % 44
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq +0.7% +3.5% 12.2 % 45
VT Vanguard FTSE Global All Cap -1.5% +2.6% 10.2 % 46
ACWI iShares MSCI All-World ACWI Index -1.4% +2.4% 10.2 % 47
TIP iShares Barclays TIPS -2.1% -2.1% 4.5 % 48
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) -0.2% +1.2% 11.4 % 49
CIU iShares Barclays Intermed Credit (4-5yr) -2.2% -1.8% 4.2 % 50
IWP iShares Russell Midcap Growth -1.8% +5.4% 11.3 % 51
HDV iShares High Dividend Equity -2.1% +2.3% 10.1 % 52
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) -0.4% +1.0% 11.2 % 53
MBB iShares Barclays MBS Bond Fund (2yr) -2.2% -2.3% 3.9 % 54
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) -2.4% -2.3% 3.7 % 55
BNDX Vanguard Total International Bond -2.5% -1.4% 4.8 % 56
IWF iShares Russell 1000 Growth -1.3% +3.4% 11.5 % 57
USMV iShares MSCI USA Minimum Volatility Index -3.9% +1.6% 9.6 % 58
AGG iShares Core Total US Bond (4-5yr) -3.3% -2.5% 5.1 % 59
BND Vanguard Total Bond Market (4-5yr) -3.4% -2.6% 5.0 % 60
IVW iShares S&P 500 Growth Index Fund -1.8% +2.6% 11.6 % 61
EWJ iShares MSCI Japan Index Fund -0.4% -1.0% 11.8 % 62
VCIT Vanguard Interm Corp Bond (6-7yr) -3.8% -3.1% 6.0 % 63
QQQ PowerShares Nasdaq-100 Index -1.0% +1.4% 15.9 % 64
VUG Vanguard MSCI U.S. LargeCap Growth -2.4% +2.3% 12.0 % 65
VGT Vanguard MSCI U.S. Technology -0.5% +0.8% 16.9 % 66
SPLV PowerShares S&P 500 Low Volatility Index -3.5% +2.1% 11.4 % 67
VEA Vanguard FTSE Developed Ex North America -4.1% -0.4% 10.1 % 68
XLK U.S. Technology Sector SPDR -1.0% +0.9% 16.5 % 69
AMLP ALPS Alerian MLP Infrastructure Index -1.3% +4.1% 22.2 % 70
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) -4.0% -3.5% 5.8 % 71
SCHF Schwab FTSE Developed Market Int'l Equity -4.0% -0.4% 10.2 % 72
SCZ iShares MSCI EAFE Small Cap Index -4.3% -2.6% 8.5 % 73
IBB iShares Nasdaq Biotechnology Index -3.6% +9.6% 39.9 % 74
LQD iShares iBoxx Invest Grade Bond (7-8yr) -4.9% -3.1% 7.5 % 75
MUB iShares S&P National Muni Bond (2-3yr) -5.1% -4.0% 5.5 % 76
HEDJ WisdomTree Europe Hedged Equity -2.6% +0.7% 13.8 % 77
IEFA iShares Core MSCI EAFE -4.5% -1.0% 10.4 % 78
EFA iShares MSCI EAFE -4.6% -0.7% 10.7 % 79
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) -5.3% -4.4% 7.3 % 80
VXUS Vanguard MSCI All Country Ex-US Int'l -4.0% -0.7% 12.6 % 81
VEU Vanguard FTSE All-World ex-US -4.1% -0.9% 12.0 % 82
VHT Vanguard MSCI U.S. Health Care -5.1% +4.4% 19.8 % 83
XLV U.S. Health Care Sector SPDR -5.5% +3.6% 19.6 % 84
PFF iShares S&P US Preferred Stock Index -6.1% -2.2% 12.5 % 85
VGK Vanguard Europe -6.9% -1.1% 13.1 % 86
VNQ Vanguard MSCI U.S. REIT -10.0% +2.3% 18.5 % 87
EFAV iShares MSCI EAFE Minimum Volatility -9.1% -4.3% 10.5 % 88
EZU iShares MSCI EMU Index Fund -6.4% -2.8% 14.1 % 89
XLU U.S. Utilities Sector SPDR -4.9% -2.7% 24.6 % 90
XLP U.S. Consumer Staples Sector SPDR -7.2% -2.9% 15.5 % 91
VWO Vanguard FTSE Emerging Markets -5.0% -3.2% 23.2 % 92
EMB iShares JPM Emerg Markets Bond (7-8yr) -6.2% -4.8% 16.6 % 93
IEMG iShares Core MSCI Emerging Markets -5.8% -3.2% 24.1 % 94
GLD SPDR Gold Shares -11.4% -9.8% 14.5 % 95
IAU iShares COMEX Gold Trust -11.4% -9.8% 14.6 % 96
EEM iShares MSCI Emerging Markets -6.1% -3.3% 25.3 % 97
TLT iShares Barclays Long-Term Trsry (15-18yr) -13.4% -8.4% 19.2 % 98
SLV iShares Silver Trust -14.2% -9.1% 27.1 % 99
GDX Market Vectors Gold Miners Equity Index -21.9% -15.5% 53.9 % 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