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 Jul 31, 2014
  • Page size
ETFs: 100(Assets >= Largest 100)
through: Aug 28, 2014
SymbolETFReturnAReturnBVolatilityRank
QQQ PowerShares Nasdaq-100 Index +9.2% +4.6% 7.2 % 1
IJJ iShares S&P MidCap 400 Value +4.5% +4.8% 7.1 % 2
IWP iShares Russell Midcap Growth +4.9% +4.9% 7.8 % 3
IWR iShares Russell Midcap Index Fund +4.6% +4.4% 7.3 % 4
IJH iShares Core S&P MidCap 400 Index +4.2% +4.6% 7.1 % 5
IWF iShares Russell 1000 Growth +4.7% +4.3% 7.7 % 6
MDY S&P MidCap 400 SPDRs +4.2% +4.6% 7.5 % 7
VUG Vanguard MSCI U.S. LargeCap Growth +5.2% +4.3% 8.0 % 8
VBR Vanguard U.S. SmallCap Value +3.9% +4.6% 7.4 % 9
IVW iShares S&P 500 Growth Index Fund +5.0% +4.0% 8.0 % 10
VO Vanguard CRSP U.S. Mid Cap +4.7% +4.2% 7.9 % 11
IBB iShares Nasdaq Biotechnology Index +14.6% +9.3% 15.8 % 12
VGT Vanguard MSCI U.S. Technology +7.4% +3.6% 8.0 % 13
EWZ iShares MSCI Brazil Index Fund +15.8% +8.8% 20.0 % 14
VTI Vanguard Total U.S. Stock Market +4.4% +3.8% 7.8 % 15
AMLP ALPS Alerian MLP Infrastructure Index +6.9% +5.5% 13.6 % 16
AMJ J.P. Morgan Alerian MLP Index +9.4% +7.4% 17.6 % 17
IWV iShares Russell 3000 Index Fund +4.3% +3.8% 7.7 % 18
XLY U.S. Consumer Discret Sector SPDR +5.1% +4.5% 9.0 % 19
IYW iShares DJ U.S. Technology Sector +7.9% +3.6% 8.3 % 20
IWB iShares Russell 1000 Index Fund +4.5% +3.8% 8.0 % 21
XLV U.S. Health Care Sector SPDR +6.8% +4.5% 10.2 % 22
IWS iShares Russell Midcap Value +4.1% +3.7% 7.3 % 23
XLK U.S. Technology Sector SPDR +6.5% +2.8% 7.9 % 24
VOO Vanguard S&P 500 +4.4% +3.7% 7.9 % 25
IVV iShares Core S&P 500 ETF +4.4% +3.7% 7.9 % 26
VWO Vanguard FTSE Emerging Markets +8.7% +3.9% 12.1 % 27
VB Vanguard U.S. Small Cap +4.2% +4.5% 8.3 % 28
SPY SPDR S&P 500 Index +4.4% +3.7% 7.9 % 29
IWO iShares Russell 2000 Growth +4.6% +4.8% 11.2 % 30
OEF iShares S&P U.S. 100 Index +4.6% +3.5% 8.0 % 31
VV Vanguard MSCI U.S. Large Cap +4.5% +3.7% 8.1 % 32
SDY SPDR S&P U.S. Dividend Aristocrats +2.3% +4.0% 7.0 % 33
VYM Vanguard High Dividend Yield Index +3.7% +3.4% 7.0 % 34
RSP Rydex S&P Equal Stock Weight +4.3% +3.8% 8.2 % 35
IJK iShares S&P MidCap 400 Growth +3.8% +4.4% 8.3 % 36
IWD iShares Russell 1000 Value +4.1% +3.3% 7.7 % 37
XLF U.S. Financial Sector SPDR +4.7% +3.7% 10.1 % 38
XLP U.S. Consumer Staples Sector SPDR +0.8% +4.5% 7.2 % 39
IEMG iShares Core MSCI Emerging Markets +6.8% +3.4% 10.9 % 40
HDV iShares High Dividend Equity +3.2% +3.0% 7.6 % 41
DIA SPDR Dow Jones Industrial Average +2.8% +3.5% 7.6 % 42
EEM iShares MSCI Emerging Markets +6.9% +3.0% 11.6 % 43
DVY iShares DJ Select Dividend Index +2.2% +3.6% 7.7 % 44
GDX Market Vectors Gold Miners Equity Index +17.6% +2.1% 19.9 % 45
VTV Vanguard MSCI U.S. LargeCap Value +3.8% +3.1% 8.1 % 46
IYR iShares Dow Jones Real Estate REIT +3.9% +3.0% 8.1 % 47
LQD iShares iBoxx Invest Grade Bond (7-8yr) +1.6% +1.9% 3.1 % 48
PFF iShares S&P US Preferred Stock Index +1.9% +1.8% 3.2 % 49
DEM WisdomTree Emerging Markets Income +5.6% +2.5% 12.9 % 50
IWM iShares Russell 2000 Index Fund +3.1% +4.2% 9.9 % 51
IVE iShares S&P 500 Value Index Fund +3.7% +3.2% 8.2 % 52
XLB U.S. Materials Sector SPDR +3.3% +3.7% 9.0 % 53
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +1.0% +2.5% 3.8 % 54
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +1.4% +1.9% 3.8 % 55
VCIT Vanguard Interm Corp Bond (6-7yr) +1.3% +1.4% 2.8 % 56
IWN iShares Russell 2000 Value +1.8% +3.9% 8.6 % 57
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +1.1% +1.4% 2.7 % 58
SPLV PowerShares S&P 500 Low Volatility Index +1.6% +3.5% 8.0 % 59
BND Vanguard Total Bond Market (4-5yr) +0.9% +1.1% 2.2 % 60
AGG iShares Core Total US Bond (4-5yr) +0.9% +1.2% 2.3 % 61
IJR iShares Core S&P SmallCap 600 Index +2.6% +3.7% 9.0 % 62
VIG Vanguard Dividend Appreciation +1.5% +3.4% 8.0 % 63
EMB iShares JPM Emerg Markets Bond (7-8yr) +1.1% +1.3% 5.2 % 64
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +0.4% +2.3% 3.5 % 65
VNQ Vanguard MSCI U.S. REIT +3.7% +2.5% 9.0 % 66
MBB iShares Barclays MBS Bond Fund (2yr) +0.7% +0.9% 2.1 % 67
CIU iShares Barclays Intermed Credit (4-5yr) +0.6% +0.9% 2.0 % 68
BKLN PowerShares S&P-LSTA Senior Loan +0.6% +0.8% 1.9 % 69
DXJ WisdomTree Japan Hedged Equity +5.4% -0.2% 9.4 % 70
FXI iShares FTSE China 25 Index Fund +11.6% +0.1% 15.1 % 71
HYS PIMCO BofA ML 0-5 Yr High Yield (2-3yr) +0.1% +1.2% 2.5 % 72
ACWI iShares MSCI All-World ACWI Index +2.7% +2.4% 8.3 % 73
TIP iShares Barclays TIPS +1.0% +0.7% 3.6 % 74
XLU U.S. Utilities Sector SPDR +1.5% +4.2% 13.9 % 75
XLI U.S. Industrials Sector SPDR +0.5% +4.3% 9.7 % 76
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.2% +0.3% 1.1 % 77
RWX SPDR DJ International Real Estate +2.8% +2.0% 8.8 % 78
SJNK SPDR Barcap Short-Term High Yield (2yr) -0.1% +1.1% 2.7 % 79
FLOT iShares Barclays Inv Gr Floating Rate +0.3% +0.0% 0.3 % 80
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.0% +0.3% 1.2 % 81
SHY Barclays Low Duration Treasury (2-yr) +0.0% +0.1% 0.7 % 82
CSJ iShares Barclays 1-3 Year Credit (2yr) -0.1% +0.1% 0.7 % 83
GLD SPDR Gold Shares +3.0% +0.5% 8.8 % 84
XLE U.S. Energy Sector SPDR +3.5% +1.6% 14.2 % 85
IAU iShares COMEX Gold Trust +3.0% +0.6% 9.2 % 86
EWY iShares MSCI South Korea Index Fund +3.1% +0.8% 10.8 % 87
VEU Vanguard FTSE All-World ex-US +1.1% +1.0% 8.5 % 88
SLV iShares Silver Trust +3.7% -4.3% 9.9 % 89
EWJ iShares MSCI Japan Index Fund +2.8% -1.5% 9.2 % 90
VEA Vanguard MSCI Euro Pacific -1.0% +0.3% 8.5 % 91
EWU iShares MSCI United Kingdom Index -1.1% +0.5% 8.8 % 92
EFA iShares MSCI EAFE -1.5% +0.2% 8.8 % 93
DBC PowerShares DB Commodity Index -4.0% -1.3% 8.1 % 94
IDV iShares DJ Int'l Select Dividend -1.9% +0.5% 10.0 % 95
VGK Vanguard Europe -3.7% +0.7% 10.6 % 96
SCZ iShares MSCI EAFE Small Cap Index -1.4% +0.3% 10.0 % 97
EZU iShares MSCI EMU Index Fund -6.2% +0.3% 14.6 % 98
FEZ SPDR Euro STOXX 50 -5.7% +0.3% 15.0 % 99
EWG iShares MSCI Germany Index -7.9% -0.5% 15.2 % 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