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 Apr 29, 2016
  • through: May 23, 2016
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +8.9% +0.8% 5.9 % 1
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +8.0% +0.6% 5.9 % 2
IWS iShares Russell Midcap Value +12.0% -0.4% 11.5 % 3
SDY SPDR S&P U.S. Dividend Aristocrats +8.7% -0.9% 10.5 % 4
SCZ iShares MSCI EAFE Small Cap Index +10.3% -0.2% 11.8 % 5
IWD iShares Russell 1000 Value +9.4% -1.1% 10.9 % 6
AMLP ALPS Alerian MLP Infrastructure Index +30.6% +4.8% 24.5 % 7
GDX Market Vectors Gold Miners Equity Index +25.7% +5.9% 59.5 % 8
PFF iShares S&P US Preferred Stock Index +5.6% +1.6% 3.8 % 9
IWR iShares Russell Midcap Index Fund +9.8% -1.2% 11.8 % 10
IJK iShares S&P MidCap 400 Growth +9.8% -0.9% 13.1 % 11
VOE Vanguard CRSP U.S. Midcap Value +8.7% -1.2% 11.7 % 12
VBR Vanguard U.S. SmallCap Value +11.7% -1.5% 13.5 % 13
SCHX Schwab Dow Jones U.S. Large-Cap +7.5% -1.7% 10.4 % 14
VO Vanguard CRSP U.S. Mid Cap +9.2% -1.4% 11.9 % 15
XLE U.S. Energy Sector SPDR +18.1% -0.5% 19.3 % 16
XLF U.S. Financial Sector SPDR +11.4% -1.3% 14.0 % 17
VTI Vanguard Total U.S. Stock Market +7.9% -1.7% 10.8 % 18
VTV Vanguard MSCI U.S. LargeCap Value +7.5% -1.6% 10.7 % 19
MDY S&P MidCap 400 SPDRs +10.7% -1.4% 13.6 % 20
SCHB Schwab Dow Jones U.S. Broad Market +7.8% -1.7% 10.7 % 21
IJH iShares Core S&P MidCap 400 Index +10.8% -1.4% 13.6 % 22
DVY iShares DJ Select Dividend Index +6.5% -0.5% 10.0 % 23
RSP Guggenheim S&P 500 Equal Weight +9.2% -1.7% 11.7 % 24
HDV iShares High Dividend Equity +6.3% -0.7% 9.3 % 25
BNDX Vanguard Total International Bond +1.6% +0.7% 2.0 % 26
VV Vanguard MSCI U.S. Large Cap +7.4% -1.7% 10.4 % 27
IVV iShares Core S&P 500 ETF +7.3% -1.6% 10.5 % 28
VYM Vanguard High Dividend Yield Index +6.5% -1.2% 10.0 % 29
IWN iShares Russell 2000 Value +11.2% -1.3% 15.1 % 30
VOO Vanguard S&P 500 +7.3% -1.6% 10.6 % 31
IVE iShares S&P 500 Value Index Fund +8.3% -1.8% 11.0 % 32
MUB iShares S&P National Muni Bond (2-3yr) +1.3% +0.6% 1.9 % 33
VCIT Vanguard Interm Corp Bond (6-7yr) +3.8% +0.0% 4.1 % 34
IWB iShares Russell 1000 Index Fund +7.6% -1.7% 10.9 % 35
SPLV PowerShares S&P 500 Low Volatility Index +5.1% +0.1% 10.5 % 36
LQD iShares iBoxx Invest Grade Bond (7-8yr) +5.0% -0.1% 4.6 % 37
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +1.8% +0.0% 1.6 % 38
SPY SPDR S&P 500 Index +7.3% -1.6% 10.6 % 39
VB Vanguard U.S. Small Cap +11.2% -1.8% 13.4 % 40
CIU iShares Barclays Intermed Credit (4-5yr) +2.1% +0.0% 2.6 % 41
TIP iShares Barclays TIPS +2.0% +0.4% 5.1 % 42
EMB iShares JPM Emerg Markets Bond (7-8yr) +4.9% +0.0% 5.0 % 43
MBB iShares Barclays MBS Bond Fund (2yr) +0.4% +0.3% 1.3 % 44
RWX SPDR DJ International Real Estate +9.1% -2.1% 11.7 % 45
USMV iShares MSCI USA Minimum Volatility Index +5.7% -0.6% 9.4 % 46
BND Vanguard Total Bond Market (4-5yr) +1.3% +0.3% 2.8 % 47
IWV iShares Russell 3000 Index Fund +7.8% -1.8% 11.5 % 48
AGG iShares Core Total US Bond (4-5yr) +1.2% +0.3% 2.7 % 49
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.9% +0.0% 0.9 % 50
VNQ Vanguard MSCI U.S. REIT +9.3% -0.5% 17.2 % 51
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +1.3% +0.3% 4.2 % 52
IJJ iShares S&P MidCap 400 Value +11.8% -1.9% 13.9 % 53
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.3% +0.0% 1.5 % 54
SHY Barclays Low Duration Treasury (2-yr) +0.0% +0.0% 1.0 % 55
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) -0.1% +0.2% 2.9 % 56
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) -0.4% +0.5% 5.3 % 57
VIG Vanguard Dividend Appreciation +5.8% -1.3% 10.6 % 58
VUG Vanguard MSCI U.S. LargeCap Growth +7.2% -1.7% 11.1 % 59
IWP iShares Russell Midcap Growth +7.7% -2.0% 12.0 % 60
OEF iShares S&P U.S. 100 Index +6.4% -2.0% 10.5 % 61
IVW iShares S&P 500 Growth Index Fund +6.1% -1.7% 10.8 % 62
VT Vanguard FTSE Global All Cap +7.6% -2.6% 11.8 % 63
IWM iShares Russell 2000 Index Fund +10.3% -2.3% 15.8 % 64
TLT iShares Barclays Long-Term Trsry (15-18yr) -0.2% +2.2% 11.1 % 65
DIA SPDR Dow Jones Industrial Average +7.2% -2.3% 11.0 % 66
IJR iShares Core S&P SmallCap 600 Index +9.4% -2.3% 15.9 % 67
VGT Vanguard MSCI U.S. Technology +6.8% -1.8% 12.7 % 68
ACWI iShares MSCI All-World ACWI Index +7.3% -2.7% 12.0 % 69
XLU U.S. Utilities Sector SPDR +3.1% +0.9% 13.8 % 70
IWO iShares Russell 2000 Growth +9.4% -3.3% 17.0 % 71
IWF iShares Russell 1000 Growth +6.0% -2.2% 11.0 % 72
SCHF Schwab FTSE Developed Market Int'l Equity +7.3% -3.4% 12.8 % 73
XLP U.S. Consumer Staples Sector SPDR +2.7% -0.2% 13.0 % 74
EFAV iShares MSCI EAFE Minimum Volatility +5.1% -2.2% 10.7 % 75
VEA Vanguard MSCI Euro Pacific +7.4% -3.3% 13.5 % 76
VGK Vanguard Europe +7.2% -2.4% 13.2 % 77
GLD SPDR Gold Shares +1.8% +1.0% 15.5 % 78
XLI U.S. Industrials Sector SPDR +6.8% -2.2% 13.5 % 79
IAU iShares COMEX Gold Trust +1.8% +1.0% 15.8 % 80
IEFA iShares Core MSCI EAFE +7.2% -3.1% 13.2 % 81
XLK U.S. Technology Sector SPDR +5.7% -1.8% 12.6 % 82
VEU Vanguard FTSE All-World ex-US +7.5% -3.8% 14.1 % 83
VXUS Vanguard MSCI All Country Ex-US Int'l +7.4% -3.8% 14.7 % 84
EFA iShares MSCI EAFE +6.5% -3.6% 13.5 % 85
QQQ PowerShares Nasdaq-100 Index +5.0% -2.4% 13.0 % 86
XLV U.S. Health Care Sector SPDR +5.0% -3.0% 13.1 % 87
SLV iShares Silver Trust +7.2% -3.6% 23.4 % 88
EWG iShares MSCI Germany Index +6.2% -4.6% 13.7 % 89
VHT Vanguard MSCI U.S. Health Care +5.8% -3.3% 13.7 % 90
XLY U.S. Consumer Discret Sector SPDR +5.4% -2.7% 14.1 % 91
EZU iShares MSCI EMU Index Fund +6.0% -3.9% 13.8 % 92
IEMG iShares Core MSCI Emerging Markets +6.6% -5.8% 17.0 % 93
EWJ iShares MSCI Japan Index Fund +6.8% -4.6% 23.6 % 94
VWO Vanguard FTSE Emerging Markets +6.6% -5.8% 18.4 % 95
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq +5.0% -2.9% 15.6 % 96
EEM iShares MSCI Emerging Markets +6.0% -6.3% 18.1 % 97
HEDJ WisdomTree Europe Hedged Equity +4.5% -3.9% 14.6 % 98
IBB iShares Nasdaq Biotechnology Index +3.4% -7.0% 29.3 % 99
DXJ WisdomTree Japan Hedged Equity +3.3% -6.8% 34.8 % 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