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 Mar 31, 2014
  • Page size
ETFs: 100(Assets >= Largest 100)
through: Apr 22, 2014
SymbolETFReturnAReturnBVolatilityRank
AMJ J.P. Morgan Alerian MLP Index +7.0% +6.2% 9.7 % 1
VNQ Vanguard MSCI U.S. REIT +8.7% +4.3% 10.1 % 2
IYR iShares Dow Jones Real Estate REIT +7.5% +3.7% 9.1 % 3
RWX SPDR DJ International Real Estate +4.6% +6.0% 9.5 % 4
XLU U.S. Utilities Sector SPDR +10.9% +4.2% 10.9 % 5
DBC PowerShares DB Commodity Index +6.3% +3.1% 8.9 % 6
AMLP ALPS Alerian MLP Infrastructure Index +4.7% +4.2% 6.8 % 7
EWY iShares MSCI South Korea Index Fund +5.5% +8.0% 12.5 % 8
DVY iShares DJ Select Dividend Index +5.0% +2.9% 9.5 % 9
XLE U.S. Energy Sector SPDR +8.1% +7.4% 13.7 % 10
IDV iShares DJ Int'l Select Dividend +5.9% +4.9% 12.1 % 11
IEMG iShares Core MSCI Emerging Markets +4.8% +5.8% 11.8 % 12
EMB iShares JPM Emerg Markets Bond (7-8yr) +4.2% +2.7% 5.4 % 13
VWO Vanguard FTSE Emerging Markets +4.9% +5.8% 13.0 % 14
XLP U.S. Consumer Staples Sector SPDR +3.8% +2.8% 7.6 % 15
EEM iShares MSCI Emerging Markets +4.8% +5.8% 12.9 % 16
PFF iShares S&P US Preferred Stock Index +4.8% +1.0% 2.2 % 17
SPLV PowerShares S&P 500 Low Volatility Index +4.3% +2.4% 9.5 % 18
VYM Vanguard High Dividend Yield Index +3.7% +2.5% 10.4 % 19
SDY SPDR S&P U.S. Dividend Aristocrats +3.3% +2.7% 10.4 % 20
EWZ iShares MSCI Brazil Index Fund +12.9% +11.8% 25.3 % 21
IVE iShares S&P 500 Value Index Fund +3.6% +2.1% 10.9 % 22
FEZ SPDR Euro STOXX 50 +3.4% +4.7% 13.5 % 23
VGK Vanguard Europe +2.7% +4.1% 11.9 % 24
LQD iShares iBoxx Invest Grade Bond (7-8yr) +3.0% +1.3% 3.5 % 25
EZU iShares MSCI EMU Index Fund +3.3% +4.3% 13.5 % 26
VTV Vanguard MSCI U.S. LargeCap Value +3.7% +1.9% 11.6 % 27
VIG Vanguard Dividend Appreciation +2.8% +2.5% 11.4 % 28
IWD iShares Russell 1000 Value +3.7% +1.8% 12.2 % 29
VEU Vanguard FTSE All-World ex-US +1.9% +4.4% 10.9 % 30
IWS iShares Russell Midcap Value +4.5% +1.5% 13.9 % 31
ACWI iShares MSCI All-World ACWI Index +2.4% +3.1% 12.0 % 32
DEM WisdomTree Emerging Markets Income +2.4% +6.0% 14.9 % 33
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +2.3% +0.6% 2.7 % 34
TIP iShares Barclays TIPS +1.7% +1.0% 3.4 % 35
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +1.8% +0.7% 3.1 % 36
VEA Vanguard MSCI Euro Pacific +1.3% +4.2% 11.9 % 37
XLB U.S. Materials Sector SPDR +3.6% +1.5% 16.2 % 38
XLI U.S. Industrials Sector SPDR +2.5% +2.8% 15.5 % 39
EFA iShares MSCI EAFE +1.1% +3.9% 11.5 % 40
CIU iShares Barclays Intermed Credit (4-5yr) +1.3% +0.7% 1.8 % 41
BND Vanguard Total Bond Market (4-5yr) +1.3% +0.6% 2.5 % 42
AGG iShares Core Total US Bond (4-5yr) +1.4% +0.6% 2.5 % 43
RSP Rydex S&P Equal Stock Weight +3.2% +1.2% 14.2 % 44
SPY SPDR S&P 500 Index +2.5% +1.3% 13.6 % 45
IVV iShares Core S&P 500 ETF +2.5% +1.3% 13.7 % 46
HYS PIMCO BofA ML 0-5 Yr High Yield (2-3yr) +1.2% +0.5% 0.9 % 47
VOO Vanguard S&P 500 +2.5% +1.3% 13.7 % 48
OEF iShares S&P U.S. 100 Index +2.1% +1.4% 12.7 % 49
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +1.4% +0.3% 4.6 % 50
VV Vanguard MSCI U.S. Large Cap +2.4% +1.2% 13.9 % 51
IAU iShares COMEX Gold Trust +3.4% -2.0% 11.2 % 52
SJNK SPDR Barcap Short-Term High Yield (2yr) +1.1% +0.4% 1.0 % 53
EWU iShares MSCI United Kingdom Index +0.0% +4.6% 11.6 % 54
IJJ iShares S&P MidCap 400 Value +2.5% +0.8% 14.1 % 55
GLD SPDR Gold Shares +3.4% -1.9% 11.6 % 56
IWB iShares Russell 1000 Index Fund +2.4% +1.1% 13.9 % 57
DIA SPDR Dow Jones Industrial Average +1.2% +1.5% 11.9 % 58
MBB iShares Barclays MBS Bond Fund (2yr) +1.0% +0.5% 2.5 % 59
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.6% +0.5% 1.4 % 60
IWV iShares Russell 3000 Index Fund +2.1% +0.9% 14.4 % 61
VTI Vanguard Total U.S. Stock Market +2.1% +0.9% 14.6 % 62
IWR iShares Russell Midcap Index Fund +2.7% +0.5% 16.3 % 63
VBR Vanguard U.S. SmallCap Value +2.7% +0.5% 16.1 % 64
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.4% +0.2% 1.0 % 65
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.4% +0.2% 0.9 % 66
SHY Barclays Low Duration Treasury (2-yr) +0.1% +0.1% 0.6 % 67
SCZ iShares MSCI EAFE Small Cap Index +0.7% +2.2% 13.6 % 68
MINT PIMCO Enhanced Short-Term Bond (0.6yr) +0.2% +0.1% 0.4 % 69
FLOT iShares Barclays Inv Gr Floating Rate +0.1% +0.1% 0.6 % 70
VO Vanguard CRSP U.S. Mid Cap +2.3% +0.3% 16.4 % 71
BKLN PowerShares S&P-LSTA Senior Loan -0.1% -0.2% 1.4 % 72
EWG iShares MSCI Germany Index -0.3% +3.7% 15.4 % 73
XLV U.S. Health Care Sector SPDR +1.8% +1.2% 19.5 % 74
IVW iShares S&P 500 Growth Index Fund +1.3% +0.6% 16.5 % 75
XLK U.S. Technology Sector SPDR +1.5% +0.1% 16.4 % 76
IWF iShares Russell 1000 Growth +1.1% +0.5% 16.3 % 77
FXI iShares FTSE China 25 Index Fund -1.1% +2.7% 16.6 % 78
IJH iShares Core S&P MidCap 400 Index +1.3% -0.2% 16.6 % 79
MDY S&P MidCap 400 SPDRs +1.2% -0.2% 16.6 % 80
VUG Vanguard MSCI U.S. LargeCap Growth +0.8% +0.4% 17.2 % 81
IYW iShares DJ U.S. Technology Sector +1.3% -0.5% 19.0 % 82
SLV iShares Silver Trust -2.4% -2.6% 10.2 % 83
DXJ WisdomTree Japan Hedged Equity -8.0% +2.6% 22.2 % 84
IWP iShares Russell Midcap Growth +1.0% -0.4% 18.6 % 85
EWJ iShares MSCI Japan Index Fund -8.0% +1.6% 19.0 % 86
XLF U.S. Financial Sector SPDR +0.6% -1.8% 14.6 % 87
IWN iShares Russell 2000 Value +1.0% -0.9% 17.2 % 88
VB Vanguard U.S. Small Cap +0.8% -0.7% 18.7 % 89
IJR iShares Core S&P SmallCap 600 Index +0.6% -0.9% 18.6 % 90
VXF Vanguard S&P U.S. Small & Midcap +0.5% -0.8% 19.1 % 91
VGT Vanguard MSCI U.S. Technology +0.5% -0.9% 19.0 % 92
XLY U.S. Consumer Discret Sector SPDR -0.5% -0.8% 18.3 % 93
IJK iShares S&P MidCap 400 Growth +0.0% -1.2% 19.1 % 94
QQQ PowerShares Nasdaq-100 Index -0.5% -0.8% 20.8 % 95
GDX Market Vectors Gold Miners Equity Index +0.4% -2.2% 27.0 % 96
VBK Vanguard U.S. Small Cap Growth -1.3% -1.9% 21.8 % 97
IWM iShares Russell 2000 Index Fund -1.5% -2.0% 20.9 % 98
IBB iShares Nasdaq Biotechnology Index -6.9% -1.9% 41.5 % 99
IWO iShares Russell 2000 Growth -3.8% -3.0% 24.7 % 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