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. Want to backtest the Screener?
  •  
  • Time Period
  • Weight
  • ReturnA
  • %
  • ReturnB
  • %
  • Volatility
  • %
  •  
  • Through
  • Assets >=
  •  as of Jan 31, 2017
  • through: Mar 24, 2017
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
EFAV iShares MSCI EAFE Minimum Volatility +8.9% +2.8% 7.0 % 1
SCZ iShares MSCI EAFE Small Cap Index +10.1% +2.8% 7.8 % 2
QQQ PowerShares Nasdaq-100 Index +8.7% +0.5% 8.3 % 3
IEFA iShares Core MSCI EAFE +8.2% +3.0% 9.0 % 4
VGK Vanguard Europe +8.8% +4.2% 9.9 % 5
HEDJ WisdomTree Europe Hedged Equity +8.1% +4.2% 9.1 % 6
IVW iShares S&P 500 Growth Index Fund +6.3% +0.3% 7.5 % 7
EZU iShares MSCI EMU Index Fund +9.2% +6.2% 12.1 % 8
VEU Vanguard FTSE All-World ex-US +9.0% +2.7% 10.1 % 9
XLK U.S. Technology Sector SPDR +8.2% +0.8% 9.0 % 10
USMV iShares MSCI USA Minimum Volatility Index +5.8% +0.0% 5.8 % 11
VUG Vanguard MSCI U.S. LargeCap Growth +7.3% +0.2% 7.8 % 12
SPLV PowerShares S&P 500 Low Volatility Index +5.0% +0.1% 6.5 % 13
EMB iShares JPM Emerg Markets Bond (7-8yr) +4.3% +0.3% 7.3 % 14
EFA iShares MSCI EAFE +7.8% +2.9% 9.1 % 15
VGT Vanguard MSCI U.S. Technology +9.0% +0.6% 9.7 % 16
IEMG iShares Core MSCI Emerging Markets +15.4% +3.4% 16.4 % 17
ACWI iShares MSCI All-World ACWI Index +6.2% +0.8% 8.6 % 18
IWF iShares Russell 1000 Growth +6.5% +0.0% 7.8 % 19
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq +4.4% +1.8% 8.4 % 20
VXUS Vanguard MSCI All Country Ex-US Int'l +8.9% +2.3% 10.2 % 21
EEM iShares MSCI Emerging Markets +15.4% +3.5% 17.1 % 22
VEA Vanguard FTSE Developed Ex North America +7.9% +2.6% 9.2 % 23
VWO Vanguard FTSE Emerging Markets +14.5% +2.8% 16.4 % 24
SCHF Schwab FTSE Developed Market Int'l Equity +7.7% +2.6% 9.2 % 25
PFF iShares S&P US Preferred Stock Index +4.3% -0.2% 5.9 % 26
XLP U.S. Consumer Staples Sector SPDR +5.7% -0.5% 5.1 % 27
VT Vanguard FTSE Global All Cap +6.0% +0.5% 8.9 % 28
EWJ iShares MSCI Japan Index Fund +4.3% +0.7% 9.0 % 29
XLV U.S. Health Care Sector SPDR +8.3% -0.3% 9.2 % 30
XLY U.S. Consumer Discret Sector SPDR +3.9% -0.1% 7.7 % 31
VHT Vanguard MSCI U.S. Health Care +8.7% -0.2% 10.3 % 32
XLU U.S. Utilities Sector SPDR +7.9% +1.3% 12.8 % 33
MUB iShares S&P National Muni Bond (2-3yr) +1.5% +0.1% 2.4 % 34
IAU iShares COMEX Gold Trust +10.2% -0.7% 10.4 % 35
VIG Vanguard Dividend Appreciation +4.6% -0.8% 7.6 % 36
GLD SPDR Gold Shares +10.2% -0.7% 10.7 % 37
HDV iShares High Dividend Equity +2.4% -0.3% 6.1 % 38
MINT PIMCO Enhanced Short-Term Bond (0.6yr) +0.6% +0.1% 0.2 % 39
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.7% +0.0% 1.0 % 40
TIP iShares Barclays TIPS +2.2% -0.4% 5.1 % 41
IBB iShares Nasdaq Biotechnology Index +8.3% +0.1% 19.9 % 42
IVV iShares Core S&P 500 ETF +4.1% -0.8% 8.2 % 43
CIU iShares Barclays Intermed Credit (4-5yr) +1.4% -0.3% 3.0 % 44
VV Vanguard MSCI U.S. Large Cap +4.1% -0.8% 8.2 % 45
VOO Vanguard S&P 500 +4.1% -0.8% 8.4 % 46
SCHX Schwab Dow Jones U.S. Large-Cap +4.1% -0.8% 8.4 % 47
DIA SPDR Dow Jones Industrial Average +3.9% -0.9% 7.6 % 48
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +1.8% -0.4% 5.4 % 49
SHY Barclays Low Duration Treasury (2-yr) +0.3% -0.1% 1.1 % 50
LQD iShares iBoxx Invest Grade Bond (7-8yr) +1.9% -0.6% 5.5 % 51
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.9% -0.3% 2.0 % 52
AGG iShares Core Total US Bond (4-5yr) +1.3% -0.4% 3.6 % 53
SPY SPDR S&P 500 Index +4.0% -0.8% 8.5 % 54
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +1.6% -0.7% 4.9 % 55
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +1.1% -0.4% 3.3 % 56
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.6% -0.4% 1.9 % 57
BKLN PowerShares S&P-LSTA Senior Loan +0.4% -0.2% 3.0 % 58
VCIT Vanguard Interm Corp Bond (6-7yr) +1.6% -0.9% 5.1 % 59
IWB iShares Russell 1000 Index Fund +3.9% -0.9% 8.7 % 60
IWP iShares Russell Midcap Growth +4.4% -0.7% 10.2 % 61
MBB iShares Barclays MBS Bond Fund (2yr) +1.0% -0.4% 4.4 % 62
BND Vanguard Total Bond Market (4-5yr) +1.1% -0.6% 4.1 % 63
BNDX Vanguard Total International Bond -0.1% -0.4% 2.8 % 64
SCHB Schwab Dow Jones U.S. Broad Market +3.7% -1.0% 8.9 % 65
VTI Vanguard Total U.S. Stock Market +3.6% -1.0% 8.8 % 66
VYM Vanguard High Dividend Yield Index +2.0% -0.9% 7.8 % 67
SDY SPDR S&P U.S. Dividend Aristocrats +2.5% -0.9% 8.4 % 68
ITOT iShares Core S&P Total US Market +3.6% -1.0% 9.0 % 69
IWV iShares Russell 3000 Index Fund +3.5% -1.1% 9.0 % 70
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +1.5% -1.2% 7.4 % 71
DVY iShares DJ Select Dividend Index +2.2% -1.1% 8.9 % 72
GDX Market Vectors Gold Miners Equity Index +20.1% -5.0% 43.3 % 73
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +1.5% -1.2% 7.7 % 74
SLV iShares Silver Trust +11.2% -3.4% 20.9 % 75
RSP Guggenheim S&P 500 Equal Weight +2.9% -1.4% 9.0 % 76
VO Vanguard CRSP U.S. Mid Cap +3.6% -1.3% 10.1 % 77
IWR iShares Russell Midcap Index Fund +2.7% -1.6% 10.6 % 78
XLI U.S. Industrials Sector SPDR +2.8% -1.6% 11.7 % 79
VOE Vanguard CRSP U.S. Midcap Value +2.5% -1.7% 10.5 % 80
VTV Vanguard MSCI U.S. LargeCap Value +1.5% -1.7% 9.0 % 81
AMLP ALPS Alerian MLP Infrastructure Index +2.1% -2.1% 9.9 % 82
IJK iShares S&P MidCap 400 Growth +2.8% -1.8% 12.7 % 83
IVE iShares S&P 500 Value Index Fund +1.5% -2.0% 9.1 % 84
VBK Vanguard U.S. Small Cap Growth +2.9% -1.7% 14.0 % 85
DXJ WisdomTree Japan Hedged Equity +0.1% -0.3% 13.2 % 86
IWD iShares Russell 1000 Value +1.4% -1.9% 9.4 % 87
IWO iShares Russell 2000 Growth +1.8% -1.2% 15.8 % 88
VNQ Vanguard MSCI U.S. REIT +2.2% -3.4% 12.6 % 89
IWS iShares Russell Midcap Value +1.2% -2.3% 11.2 % 90
IJH iShares Core S&P MidCap 400 Index +1.2% -2.3% 13.3 % 91
MDY S&P MidCap 400 SPDRs +1.2% -2.4% 13.1 % 92
VB Vanguard U.S. Small Cap +0.4% -2.6% 14.1 % 93
IJJ iShares S&P MidCap 400 Value -0.7% -2.9% 13.8 % 94
VBR Vanguard U.S. SmallCap Value -1.4% -3.2% 14.0 % 95
IWM iShares Russell 2000 Index Fund -1.2% -2.7% 16.4 % 96
XLF U.S. Financial Sector SPDR +0.1% -3.3% 16.9 % 97
IJR iShares Core S&P SmallCap 600 Index -2.5% -3.1% 16.4 % 98
XLE U.S. Energy Sector SPDR -9.4% -2.8% 16.7 % 99
IWN iShares Russell 2000 Value -4.0% -4.2% 17.3 % 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