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 Feb 27, 2015
  • through: Apr 20, 2015
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
VEA Vanguard MSCI Euro Pacific +9.0% +1.0% 10.3 % 1
VEU Vanguard FTSE All-World ex-US +8.4% +2.1% 10.8 % 2
EWJ iShares MSCI Japan Index Fund +14.4% +1.2% 11.5 % 3
DXJ WisdomTree Japan Hedged Equity +16.6% +1.1% 12.1 % 4
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq +13.6% +0.6% 11.3 % 5
ACWI iShares MSCI All-World ACWI Index +6.7% +1.0% 10.1 % 6
IEFA iShares Core MSCI EAFE +8.7% +0.8% 11.1 % 7
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +3.8% +1.5% 2.6 % 8
EFA iShares MSCI EAFE +8.6% +0.6% 11.0 % 9
FXI iShares FTSE China 25 Index Fund +19.4% +16.3% 34.4 % 10
XLE U.S. Energy Sector SPDR +10.0% +6.9% 17.5 % 11
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +3.2% +1.3% 3.5 % 12
EMB iShares JPM Emerg Markets Bond (7-8yr) +3.1% +1.6% 4.4 % 13
IEMG iShares Core MSCI Emerging Markets +8.3% +6.4% 16.3 % 14
EEM iShares MSCI Emerging Markets +8.0% +6.4% 16.8 % 15
AMLP ALPS Alerian MLP Infrastructure Index +1.9% +3.5% 9.0 % 16
VWO Vanguard FTSE Emerging Markets +7.6% +6.7% 17.4 % 17
BKLN PowerShares S&P-LSTA Senior Loan +2.1% +1.0% 2.5 % 18
IWP iShares Russell Midcap Growth +9.0% -0.1% 11.6 % 19
RSP Rydex S&P Equal Stock Weight +5.6% +0.1% 10.4 % 20
VGK Vanguard Europe +7.5% +0.4% 11.8 % 21
IVE iShares S&P 500 Value Index Fund +4.0% +0.6% 10.6 % 22
HDV iShares High Dividend Equity +1.8% +2.6% 10.4 % 23
VCIT Vanguard Interm Corp Bond (6-7yr) +1.5% +1.0% 3.8 % 24
TIP iShares Barclays TIPS +1.2% +1.2% 5.6 % 25
VBR Vanguard U.S. SmallCap Value +7.1% +0.0% 11.3 % 26
HEDJ WisdomTree Europe Hedged Equity +15.2% -0.1% 13.2 % 27
VYM Vanguard High Dividend Yield Index +3.0% +0.7% 10.6 % 28
LQD iShares iBoxx Invest Grade Bond (7-8yr) +1.3% +0.6% 4.4 % 29
CIU iShares Barclays Intermed Credit (4-5yr) +0.9% +0.6% 2.3 % 30
VTV Vanguard MSCI U.S. LargeCap Value +3.2% +0.4% 10.3 % 31
IWO iShares Russell 2000 Growth +10.6% +0.2% 15.6 % 32
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.7% +0.4% 1.3 % 33
PRF FTSE RAFI US 1000 Portfolio +4.3% +0.3% 10.7 % 34
PFF iShares S&P US Preferred Stock Index +1.9% +0.0% 2.1 % 35
MBB iShares Barclays MBS Bond Fund (2yr) +0.9% +0.4% 2.0 % 36
VB Vanguard U.S. Small Cap +7.8% -0.2% 12.0 % 37
SCHB Schwab Dow Jones U.S. Broad Market +5.3% -0.2% 10.8 % 38
IWM iShares Russell 2000 Index Fund +8.0% +0.0% 13.6 % 39
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.5% +0.3% 0.8 % 40
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +0.6% +0.6% 2.9 % 41
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +0.4% +0.6% 2.3 % 42
AGG iShares Core Total US Bond (4-5yr) +0.6% +0.4% 2.6 % 43
IJH iShares Core S&P MidCap 400 Index +7.3% -0.5% 11.4 % 44
IJJ iShares S&P MidCap 400 Value +6.9% +0.0% 11.8 % 45
AMJ J.P. Morgan Alerian MLP Index +2.4% +4.5% 12.1 % 46
XLP U.S. Consumer Staples Sector SPDR +0.5% +0.6% 8.7 % 47
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +0.2% +0.6% 4.5 % 48
VTI Vanguard Total U.S. Stock Market +5.2% -0.3% 10.9 % 49
SHY Barclays Low Duration Treasury (2-yr) +0.2% +0.2% 0.7 % 50
IWB iShares Russell 1000 Index Fund +5.0% -0.4% 10.7 % 51
IWV iShares Russell 3000 Index Fund +5.2% -0.3% 10.8 % 52
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.2% +0.2% 1.1 % 53
BND Vanguard Total Bond Market (4-5yr) +0.2% +0.3% 2.3 % 54
MDY S&P MidCap 400 SPDRs +7.2% -0.5% 11.5 % 55
IWR iShares Russell Midcap Index Fund +6.5% -0.5% 11.0 % 56
VV Vanguard MSCI U.S. Large Cap +4.9% -0.3% 10.6 % 57
XLY U.S. Consumer Discret Sector SPDR +9.5% -0.9% 12.1 % 58
EZU iShares MSCI EMU Index Fund +7.9% -0.4% 12.5 % 59
IVV iShares Core S&P 500 ETF +4.6% -0.3% 10.8 % 60
SHV Barclays Short-Term Treasury (0.4) +0.0% +0.0% 0.1 % 61
IWF iShares Russell 1000 Growth +6.9% -0.5% 11.3 % 62
IWD iShares Russell 1000 Value +2.9% -0.1% 10.3 % 63
IWN iShares Russell 2000 Value +5.3% -0.1% 11.7 % 64
VOO Vanguard S&P 500 +4.6% -0.3% 10.9 % 65
RWX SPDR DJ International Real Estate +2.3% +0.9% 11.7 % 66
SPY SPDR S&P 500 Index +4.5% -0.3% 10.8 % 67
IJK iShares S&P MidCap 400 Growth +7.4% -1.1% 11.4 % 68
MUB iShares S&P National Muni Bond (2-3yr) -0.5% +0.0% 1.6 % 69
FEZ SPDR Euro STOXX 50 +7.2% -0.8% 12.4 % 70
VO Vanguard CRSP U.S. Mid Cap +7.2% -0.1% 18.2 % 71
IJR iShares Core S&P SmallCap 600 Index +7.0% -0.5% 12.7 % 72
IWS iShares Russell Midcap Value +3.8% -1.1% 10.2 % 73
OEF iShares S&P U.S. 100 Index +3.9% -0.3% 11.5 % 74
DVY iShares DJ Select Dividend Index +0.2% +0.2% 10.6 % 75
USMV iShares MSCI USA Minimum Volatility Index +1.8% -0.7% 9.3 % 76
IBB iShares Nasdaq Biotechnology Index +12.6% -2.3% 25.2 % 77
SDY SPDR S&P U.S. Dividend Aristocrats +1.0% -0.6% 9.5 % 78
IVW iShares S&P 500 Growth Index Fund +5.0% -1.1% 11.5 % 79
QQQ PowerShares Nasdaq-100 Index +7.0% -0.9% 14.3 % 80
IAU iShares COMEX Gold Trust -6.4% +1.0% 12.4 % 81
DIA SPDR Dow Jones Industrial Average +3.6% -0.4% 12.5 % 82
GLD SPDR Gold Shares -6.4% +1.0% 12.4 % 83
EWG iShares MSCI Germany Index +7.0% -2.1% 14.7 % 84
XLF U.S. Financial Sector SPDR +3.5% -1.9% 10.9 % 85
VHT Vanguard MSCI U.S. Health Care +6.4% -1.4% 13.5 % 86
VGT Vanguard MSCI U.S. Technology +6.2% -0.9% 15.2 % 87
VIG Vanguard Dividend Appreciation +1.8% -0.9% 10.9 % 88
VUG Vanguard MSCI U.S. LargeCap Growth +6.9% -1.0% 19.4 % 89
XLV U.S. Health Care Sector SPDR +5.1% -1.5% 13.3 % 90
XLK U.S. Technology Sector SPDR +4.9% -0.8% 14.8 % 91
IDV iShares DJ Int'l Select Dividend +2.7% -0.7% 12.4 % 92
GDX Market Vectors Gold Miners Equity Index -10.5% +2.6% 34.0 % 93
SPLV PowerShares S&P 500 Low Volatility Index -0.8% -1.6% 10.0 % 94
XLI U.S. Industrials Sector SPDR +3.6% -1.2% 13.6 % 95
XLU U.S. Utilities Sector SPDR -7.2% -0.5% 13.3 % 96
TLT iShares Barclays Long-Term Trsry (15-18yr) -1.6% -0.7% 13.8 % 97
IYR iShares Dow Jones Real Estate REIT -4.2% -4.5% 13.0 % 98
VNQ Vanguard MSCI U.S. REIT -5.6% -5.3% 14.4 % 99
SLV iShares Silver Trust -9.8% -4.4% 19.8 % 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