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: Jul 27, 2015
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
MUB iShares S&P National Muni Bond (2-3yr) -0.1% +1.2% 2.7 % 1
BSV Vanguard Short-Tm Bond Mix (2-3yr) -0.1% +0.4% 1.9 % 2
SHY Barclays Low Duration Treasury (2-yr) +0.1% +0.2% 1.2 % 3
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) -0.4% +1.0% 3.8 % 4
MBB iShares Barclays MBS Bond Fund (2yr) -0.7% +1.0% 2.7 % 5
CSJ iShares Barclays 1-3 Year Credit (2yr) -0.2% +0.0% 0.9 % 6
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) -0.4% +0.4% 1.5 % 7
PFF iShares S&P US Preferred Stock Index -0.4% +0.4% 3.8 % 8
BND Vanguard Total Bond Market (4-5yr) -1.4% +1.2% 3.9 % 9
XLP U.S. Consumer Staples Sector SPDR +2.1% +2.5% 13.3 % 10
AGG iShares Core Total US Bond (4-5yr) -1.5% +1.2% 3.9 % 11
USMV iShares MSCI USA Minimum Volatility Index -0.4% +0.4% 11.1 % 12
CIU iShares Barclays Intermed Credit (4-5yr) -1.4% +0.4% 2.8 % 13
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) -1.8% +1.4% 4.7 % 14
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) -1.7% +2.1% 7.3 % 15
BKLN PowerShares S&P-LSTA Senior Loan -1.3% -0.6% 3.5 % 16
SPLV PowerShares S&P 500 Low Volatility Index -0.3% +0.5% 13.1 % 17
TIP iShares Barclays TIPS -2.4% +0.8% 5.4 % 18
XLY U.S. Consumer Discret Sector SPDR +2.0% +0.5% 15.0 % 19
XLF U.S. Financial Sector SPDR +3.6% +0.2% 16.2 % 20
VCIT Vanguard Interm Corp Bond (6-7yr) -2.7% +0.6% 5.0 % 21
QQQ PowerShares Nasdaq-100 Index +0.2% +0.8% 17.3 % 22
IVW iShares S&P 500 Growth Index Fund -0.3% -0.1% 14.1 % 23
VHT Vanguard MSCI U.S. Health Care +3.4% -1.3% 16.5 % 24
IJK iShares S&P MidCap 400 Growth -1.1% -2.3% 12.6 % 25
XLV U.S. Health Care Sector SPDR +2.7% -1.6% 16.9 % 26
IWF iShares Russell 1000 Growth -0.8% -0.4% 14.5 % 27
IBB iShares Nasdaq Biotechnology Index +7.2% +0.2% 27.7 % 28
SPY SPDR S&P 500 Index -1.4% -1.4% 13.6 % 29
LQD iShares iBoxx Invest Grade Bond (7-8yr) -3.9% +1.1% 5.8 % 30
VUG Vanguard MSCI U.S. LargeCap Growth -0.8% -0.4% 14.7 % 31
VOO Vanguard S&P 500 -1.4% -1.5% 13.6 % 32
SCHX Schwab Dow Jones U.S. Large-Cap -1.6% -1.6% 13.2 % 33
IVV iShares Core S&P 500 ETF -1.5% -1.5% 13.6 % 34
VV Vanguard MSCI U.S. Large Cap -1.6% -1.6% 13.5 % 35
IWB iShares Russell 1000 Index Fund -1.7% -1.7% 13.2 % 36
VNQ Vanguard MSCI U.S. REIT -4.3% +3.0% 12.4 % 37
VTI Vanguard Total U.S. Stock Market -1.8% -2.0% 13.4 % 38
EMB iShares JPM Emerg Markets Bond (7-8yr) -3.9% -0.9% 4.0 % 39
XLU U.S. Utilities Sector SPDR -3.0% +2.6% 15.7 % 40
SCHB Schwab Dow Jones U.S. Broad Market -1.9% -2.0% 13.4 % 41
VTV Vanguard MSCI U.S. LargeCap Value -2.2% -2.6% 13.0 % 42
SDY SPDR S&P U.S. Dividend Aristocrats -2.8% -2.4% 11.7 % 43
VIG Vanguard Dividend Appreciation -2.8% -1.8% 12.6 % 44
IWV iShares Russell 3000 Index Fund -1.8% -2.0% 13.7 % 45
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) -3.6% -1.9% 5.7 % 46
IWD iShares Russell 1000 Value -2.6% -3.0% 12.4 % 47
IWO iShares Russell 2000 Growth -0.1% -3.4% 17.7 % 48
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) -3.9% -2.3% 5.2 % 49
HDV iShares High Dividend Equity -3.9% -1.7% 11.2 % 50
XLK U.S. Technology Sector SPDR -2.5% -0.7% 16.9 % 51
VYM Vanguard High Dividend Yield Index -3.3% -2.6% 12.2 % 52
DIA SPDR Dow Jones Industrial Average -2.7% -2.6% 13.2 % 53
VGT Vanguard MSCI U.S. Technology -2.6% -1.2% 16.4 % 54
IVE iShares S&P 500 Value Index Fund -2.8% -3.0% 13.0 % 55
DVY iShares DJ Select Dividend Index -4.0% -2.0% 11.8 % 56
IWP iShares Russell Midcap Growth -2.8% -2.3% 14.1 % 57
PRF FTSE RAFI US 1000 Portfolio -3.3% -3.1% 13.1 % 58
VBK Vanguard U.S. Small Cap Growth -2.0% -3.6% 14.2 % 59
TLT iShares Barclays Long-Term Trsry (15-18yr) -4.8% +6.1% 17.8 % 60
IWR iShares Russell Midcap Index Fund -3.6% -3.3% 12.9 % 61
IJH iShares Core S&P MidCap 400 Index -3.3% -4.3% 12.3 % 62
MDY S&P MidCap 400 SPDRs -3.4% -4.3% 12.3 % 63
SCZ iShares MSCI EAFE Small Cap Index -2.0% -3.0% 20.1 % 64
VO Vanguard CRSP U.S. Mid Cap -3.2% -3.1% 13.7 % 65
RSP Rydex S&P Equal Stock Weight -3.6% -3.1% 13.5 % 66
IWS iShares Russell Midcap Value -4.4% -4.2% 12.2 % 67
IWM iShares Russell 2000 Index Fund -2.7% -5.0% 15.4 % 68
IJR iShares Core S&P SmallCap 600 Index -2.8% -5.1% 13.9 % 69
VXF Vanguard S&P U.S. Small & Midcap -3.4% -4.3% 14.2 % 70
VB Vanguard U.S. Small Cap -3.5% -4.6% 13.8 % 71
EWJ iShares MSCI Japan Index Fund -3.9% -2.9% 20.6 % 72
VBR Vanguard U.S. SmallCap Value -4.8% -5.5% 13.2 % 73
IAU iShares COMEX Gold Trust -9.0% -6.8% 11.6 % 74
DXJ WisdomTree Japan Hedged Equity -2.4% -4.9% 29.3 % 75
RWX SPDR DJ International Real Estate -6.0% -2.4% 17.6 % 76
GLD SPDR Gold Shares -9.1% -6.8% 11.9 % 77
EZU iShares MSCI EMU Index Fund -3.1% -3.6% 29.6 % 78
IWN iShares Russell 2000 Value -5.3% -6.6% 13.2 % 79
XLI U.S. Industrials Sector SPDR -6.0% -4.4% 13.6 % 80
ACWI iShares MSCI All-World ACWI Index -5.0% -3.4% 16.8 % 81
FEZ SPDR Euro STOXX 50 -3.2% -3.7% 31.7 % 82
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq -4.8% -2.6% 24.0 % 83
VGK Vanguard Europe -3.7% -3.6% 24.3 % 84
IEFA iShares Core MSCI EAFE -4.3% -3.5% 21.5 % 85
EFA iShares MSCI EAFE -4.8% -3.5% 22.0 % 86
VEA Vanguard MSCI Euro Pacific -5.1% -3.7% 21.5 % 87
HEDJ WisdomTree Europe Hedged Equity -6.0% -3.3% 30.0 % 88
AMLP ALPS Alerian MLP Infrastructure Index -9.8% -4.4% 17.9 % 89
VEU Vanguard FTSE All-World ex-US -7.6% -5.0% 20.9 % 90
VXUS Vanguard MSCI All Country Ex-US Int'l -7.5% -5.1% 20.9 % 91
EWG iShares MSCI Germany Index -6.2% -4.6% 27.9 % 92
SLV iShares Silver Trust -11.1% -7.9% 18.4 % 93
XLE U.S. Energy Sector SPDR -15.8% -10.0% 16.9 % 94
AMJ J.P. Morgan Alerian MLP Index -14.9% -7.7% 22.9 % 95
VWO Vanguard FTSE Emerging Markets -15.6% -9.0% 26.2 % 96
EEM iShares MSCI Emerging Markets -16.8% -8.9% 25.1 % 97
IEMG iShares Core MSCI Emerging Markets -15.8% -9.1% 26.1 % 98
FXI iShares FTSE China 25 Index Fund -23.5% -13.2% 47.1 % 99
GDX Market Vectors Gold Miners Equity Index -31.3% -25.0% 49.8 % 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