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, 2014
  • Page size
ETFs: 100(Assets >= Largest 100)
through: Jul 22, 2014
SymbolETFReturnAReturnBVolatilityRank
VNQ Vanguard MSCI U.S. REIT +6.8% +2.6% 6.6 % 1
IYR iShares Dow Jones Real Estate REIT +6.6% +2.4% 5.6 % 2
RWX SPDR DJ International Real Estate +6.9% +2.8% 8.5 % 3
AMJ J.P. Morgan Alerian MLP Index +9.3% +2.2% 9.5 % 4
XLK U.S. Technology Sector SPDR +9.9% +4.0% 10.2 % 5
QQQ PowerShares Nasdaq-100 Index +10.7% +4.1% 11.2 % 6
AMLP ALPS Alerian MLP Infrastructure Index +6.4% +1.7% 7.0 % 7
OEF iShares S&P U.S. 100 Index +6.6% +2.0% 8.4 % 8
VWO Vanguard FTSE Emerging Markets +10.1% +4.3% 11.4 % 9
VGT Vanguard MSCI U.S. Technology +9.4% +3.3% 11.2 % 10
IEMG iShares Core MSCI Emerging Markets +7.9% +3.9% 10.8 % 11
IVW iShares S&P 500 Growth Index Fund +6.9% +1.8% 9.7 % 12
EEM iShares MSCI Emerging Markets +8.2% +3.7% 11.3 % 13
FXI iShares FTSE China 25 Index Fund +12.0% +6.1% 14.3 % 14
VOO Vanguard S&P 500 +6.1% +1.2% 8.3 % 15
IVV iShares Core S&P 500 ETF +6.0% +1.2% 8.3 % 16
VYM Vanguard High Dividend Yield Index +6.0% +0.8% 7.0 % 17
SPY SPDR S&P 500 Index +6.0% +1.2% 8.3 % 18
EWZ iShares MSCI Brazil Index Fund +11.8% +6.5% 18.7 % 19
VV Vanguard MSCI U.S. Large Cap +5.9% +1.1% 8.3 % 20
VTV Vanguard MSCI U.S. LargeCap Value +5.5% +1.0% 7.4 % 21
EWJ iShares MSCI Japan Index Fund +10.1% +1.1% 11.6 % 22
EMB iShares JPM Emerg Markets Bond (7-8yr) +4.2% +1.1% 4.0 % 23
IWB iShares Russell 1000 Index Fund +5.8% +1.0% 8.4 % 24
VUG Vanguard MSCI U.S. LargeCap Growth +6.5% +1.3% 10.5 % 25
IWD iShares Russell 1000 Value +5.7% +0.7% 7.8 % 26
IWF iShares Russell 1000 Growth +5.7% +1.2% 9.8 % 27
DIA SPDR Dow Jones Industrial Average +4.2% +1.2% 7.5 % 28
IVE iShares S&P 500 Value Index Fund +5.0% +0.6% 7.3 % 29
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +2.7% +1.4% 4.1 % 30
GDX Market Vectors Gold Miners Equity Index +11.8% +1.2% 30.1 % 31
XLV U.S. Health Care Sector SPDR +6.4% +2.1% 12.1 % 32
DEM WisdomTree Emerging Markets Income +7.2% +1.8% 13.5 % 33
TIP iShares Barclays TIPS +3.2% +1.1% 4.3 % 34
XLB U.S. Materials Sector SPDR +5.0% +0.3% 7.7 % 35
VTI Vanguard Total U.S. Stock Market +5.4% +0.7% 8.9 % 36
XLY U.S. Consumer Discret Sector SPDR +5.0% +2.0% 10.7 % 37
IWV iShares Russell 3000 Index Fund +5.2% +0.7% 8.9 % 38
RSP Rydex S&P Equal Stock Weight +5.4% +0.3% 8.5 % 39
HDV iShares High Dividend Equity +4.7% +0.1% 6.8 % 40
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +2.3% +0.9% 2.9 % 41
IWS iShares Russell Midcap Value +5.1% +0.2% 7.9 % 42
ACWI iShares MSCI All-World ACWI Index +5.0% +0.7% 9.3 % 43
PFF iShares S&P US Preferred Stock Index +3.1% +0.6% 3.9 % 44
LQD iShares iBoxx Invest Grade Bond (7-8yr) +2.3% +0.9% 3.7 % 45
BND Vanguard Total Bond Market (4-5yr) +1.7% +0.7% 2.2 % 46
AGG iShares Core Total US Bond (4-5yr) +1.7% +0.7% 2.4 % 47
DXJ WisdomTree Japan Hedged Equity +8.3% +0.2% 13.5 % 48
VO Vanguard CRSP U.S. Mid Cap +4.9% +0.3% 9.2 % 49
CIU iShares Barclays Intermed Credit (4-5yr) +1.4% +0.5% 1.9 % 50
IBB iShares Nasdaq Biotechnology Index +8.2% +0.5% 23.8 % 51
MBB iShares Barclays MBS Bond Fund (2yr) +2.0% +0.3% 3.0 % 52
SLV iShares Silver Trust +7.4% +0.2% 14.1 % 53
SPLV PowerShares S&P 500 Low Volatility Index +3.8% -0.6% 6.2 % 54
XLP U.S. Consumer Staples Sector SPDR +3.6% -0.1% 6.9 % 55
VEU Vanguard FTSE All-World ex-US +4.5% +0.3% 10.1 % 56
XLF U.S. Financial Sector SPDR +4.6% +0.2% 9.8 % 57
VIG Vanguard Dividend Appreciation +3.3% +0.0% 7.4 % 58
IJJ iShares S&P MidCap 400 Value +4.7% -0.6% 8.4 % 59
EWY iShares MSCI South Korea Index Fund +2.7% +2.6% 11.3 % 60
BKLN PowerShares S&P-LSTA Senior Loan +1.5% +0.1% 2.2 % 61
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.5% +0.2% 1.0 % 62
IWR iShares Russell Midcap Index Fund +4.5% -0.2% 9.4 % 63
SDY SPDR S&P U.S. Dividend Aristocrats +2.7% -0.6% 6.4 % 64
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.5% +0.1% 1.1 % 65
MINT PIMCO Enhanced Short-Term Bond (0.6yr) +0.3% +0.1% 0.3 % 66
SHY Barclays Low Duration Treasury (2-yr) +0.1% +0.0% 0.6 % 67
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.2% +0.0% 0.9 % 68
DVY iShares DJ Select Dividend Index +3.2% -1.3% 6.6 % 69
XLE U.S. Energy Sector SPDR +7.5% -1.4% 13.7 % 70
IWP iShares Russell Midcap Growth +4.2% -0.4% 11.0 % 71
MDY S&P MidCap 400 SPDRs +3.9% -0.7% 10.0 % 72
EWU iShares MSCI United Kingdom Index +4.1% -0.5% 11.1 % 73
IJH iShares Core S&P MidCap 400 Index +3.9% -0.7% 10.2 % 74
XLI U.S. Industrials Sector SPDR +3.3% -0.5% 10.2 % 75
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +1.1% -1.1% 3.4 % 76
SJNK SPDR Barcap Short-Term High Yield (2yr) +0.2% -0.8% 2.1 % 77
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +1.0% -1.1% 3.5 % 78
HYS PIMCO BofA ML 0-5 Yr High Yield (2-3yr) -0.1% -1.1% 2.3 % 79
VBR Vanguard U.S. SmallCap Value +3.6% -0.8% 11.2 % 80
VEA Vanguard MSCI Euro Pacific +2.8% -0.8% 10.5 % 81
IJK iShares S&P MidCap 400 Growth +3.3% -0.6% 11.7 % 82
EFA iShares MSCI EAFE +2.5% -1.1% 10.2 % 83
SCZ iShares MSCI EAFE Small Cap Index +1.5% -0.9% 9.9 % 84
IDV iShares DJ Int'l Select Dividend +2.1% -1.5% 10.2 % 85
VXF Vanguard S&P U.S. Small & Midcap +2.4% -1.2% 12.0 % 86
VB Vanguard U.S. Small Cap +2.4% -1.4% 11.8 % 87
DBC PowerShares DB Commodity Index -3.7% -4.7% 6.8 % 88
GLD SPDR Gold Shares +1.6% -0.9% 12.9 % 89
IAU iShares COMEX Gold Trust +1.7% -0.9% 13.1 % 90
XLU U.S. Utilities Sector SPDR +1.6% -1.6% 12.8 % 91
VBK Vanguard U.S. Small Cap Growth +1.2% -2.1% 13.0 % 92
IWN iShares Russell 2000 Value +0.3% -2.0% 12.6 % 93
VGK Vanguard Europe +0.3% -2.4% 12.1 % 94
IJR iShares Core S&P SmallCap 600 Index +0.4% -1.6% 13.7 % 95
IWM iShares Russell 2000 Index Fund +0.5% -2.4% 14.7 % 96
IWO iShares Russell 2000 Growth +0.4% -2.9% 17.1 % 97
EWG iShares MSCI Germany Index -1.5% -3.1% 13.3 % 98
EZU iShares MSCI EMU Index Fund -2.3% -4.1% 14.6 % 99
FEZ SPDR Euro STOXX 50 -1.1% -4.2% 15.0 % 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