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 16, 2014
SymbolETFReturnAReturnBVolatilityRank
XLU U.S. Utilities Sector SPDR +14.2% +6.8% 9.4 % 1
VNQ Vanguard MSCI U.S. REIT +9.0% +4.6% 10.4 % 2
IYR iShares Dow Jones Real Estate REIT +7.6% +3.5% 9.6 % 3
AMJ J.P. Morgan Alerian MLP Index +7.0% +4.5% 10.3 % 4
DBC PowerShares DB Commodity Index +6.7% +2.8% 9.0 % 5
DVY iShares DJ Select Dividend Index +5.7% +3.4% 9.5 % 6
AMLP ALPS Alerian MLP Infrastructure Index +4.6% +3.2% 7.1 % 7
PFF iShares S&P US Preferred Stock Index +5.1% +1.5% 2.1 % 8
EWY iShares MSCI South Korea Index Fund +5.1% +8.7% 12.9 % 9
RWX SPDR DJ International Real Estate +4.3% +4.5% 10.7 % 10
SPLV PowerShares S&P 500 Low Volatility Index +4.8% +2.8% 9.5 % 11
EMB iShares JPM Emerg Markets Bond (7-8yr) +4.0% +2.7% 5.6 % 12
LQD iShares iBoxx Invest Grade Bond (7-8yr) +3.6% +2.4% 2.7 % 13
XLE U.S. Energy Sector SPDR +7.4% +6.3% 13.5 % 14
IEMG iShares Core MSCI Emerging Markets +3.5% +7.1% 11.3 % 15
XLP U.S. Consumer Staples Sector SPDR +3.4% +2.9% 7.6 % 16
VWO Vanguard FTSE Emerging Markets +3.5% +7.7% 12.0 % 17
EEM iShares MSCI Emerging Markets +3.5% +7.9% 12.4 % 18
IDV iShares DJ Int'l Select Dividend +4.3% +3.2% 12.6 % 19
VYM Vanguard High Dividend Yield Index +2.6% +2.4% 10.6 % 20
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +2.5% +1.1% 2.9 % 21
SDY SPDR S&P U.S. Dividend Aristocrats +2.7% +2.2% 10.6 % 22
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +2.5% +1.2% 4.1 % 23
AGG iShares Core Total US Bond (4-5yr) +2.1% +1.1% 2.2 % 24
EWZ iShares MSCI Brazil Index Fund +9.3% +15.0% 25.2 % 25
TIP iShares Barclays TIPS +1.9% +1.3% 3.8 % 26
IVE iShares S&P 500 Value Index Fund +2.4% +2.1% 11.2 % 27
BND Vanguard Total Bond Market (4-5yr) +1.9% +1.0% 2.4 % 28
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +1.9% +1.0% 3.2 % 29
CIU iShares Barclays Intermed Credit (4-5yr) +1.7% +0.8% 1.7 % 30
VEU Vanguard FTSE All-World ex-US +1.2% +3.6% 11.0 % 31
VTV Vanguard MSCI U.S. LargeCap Value +2.4% +1.7% 12.0 % 32
MBB iShares Barclays MBS Bond Fund (2yr) +1.5% +0.8% 2.3 % 33
DEM WisdomTree Emerging Markets Income +1.2% +7.3% 13.1 % 34
HYS PIMCO BofA ML 0-5 Yr High Yield (2-3yr) +1.2% +0.6% 0.9 % 35
VGK Vanguard Europe +1.3% +2.3% 11.8 % 36
VIG Vanguard Dividend Appreciation +1.5% +1.3% 11.5 % 37
IWD iShares Russell 1000 Value +2.2% +1.3% 12.3 % 38
SJNK SPDR Barcap Short-Term High Yield (2yr) +1.1% +0.5% 1.2 % 39
ACWI iShares MSCI All-World ACWI Index +1.3% +2.0% 12.1 % 40
IWS iShares Russell Midcap Value +3.7% +0.7% 14.0 % 41
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.8% +0.5% 1.4 % 42
IAU iShares COMEX Gold Trust +5.0% -1.9% 12.7 % 43
FEZ SPDR Euro STOXX 50 +1.0% +3.4% 13.5 % 44
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.5% +0.3% 1.0 % 45
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.4% +0.2% 0.9 % 46
GLD SPDR Gold Shares +4.9% -2.0% 13.0 % 47
EZU iShares MSCI EMU Index Fund +1.1% +2.6% 13.4 % 48
VEA Vanguard MSCI Euro Pacific +0.4% +2.8% 12.1 % 49
SHY Barclays Low Duration Treasury (2-yr) +0.2% +0.2% 0.6 % 50
XLB U.S. Materials Sector SPDR +3.5% +0.9% 17.2 % 51
MINT PIMCO Enhanced Short-Term Bond (0.6yr) +0.2% +0.1% 0.4 % 52
EFA iShares MSCI EAFE +0.2% +2.5% 11.6 % 53
FLOT iShares Barclays Inv Gr Floating Rate +0.0% +0.0% 0.6 % 54
EWU iShares MSCI United Kingdom Index -0.4% +2.6% 11.7 % 55
RSP Rydex S&P Equal Stock Weight +2.2% -0.1% 14.5 % 56
BKLN PowerShares S&P-LSTA Senior Loan -0.1% -0.2% 1.4 % 57
DIA SPDR Dow Jones Industrial Average +0.2% +1.3% 12.0 % 58
VOO Vanguard S&P 500 +1.3% +0.2% 13.9 % 59
SPY SPDR S&P 500 Index +1.2% +0.2% 13.8 % 60
IVV iShares Core S&P 500 ETF +1.2% +0.1% 13.9 % 61
IJJ iShares S&P MidCap 400 Value +1.6% -0.3% 14.1 % 62
OEF iShares S&P U.S. 100 Index +0.7% +0.6% 12.9 % 63
XLI U.S. Industrials Sector SPDR +0.7% +1.6% 15.4 % 64
VV Vanguard MSCI U.S. Large Cap +1.1% -0.1% 14.1 % 65
IWB iShares Russell 1000 Index Fund +1.1% -0.2% 14.1 % 66
GDX Market Vectors Gold Miners Equity Index +6.3% -6.4% 31.1 % 67
FXI iShares FTSE China 25 Index Fund -1.3% +7.9% 19.3 % 68
IWR iShares Russell Midcap Index Fund +1.2% -1.7% 16.3 % 69
VTI Vanguard Total U.S. Stock Market +0.8% -0.7% 14.7 % 70
VBR Vanguard U.S. SmallCap Value +1.1% -1.5% 16.0 % 71
IWV iShares Russell 3000 Index Fund +0.7% -0.6% 14.5 % 72
VO Vanguard CRSP U.S. Mid Cap +1.1% -1.7% 16.5 % 73
XLK U.S. Technology Sector SPDR +0.8% -0.4% 16.6 % 74
SCZ iShares MSCI EAFE Small Cap Index -0.9% -0.3% 13.7 % 75
EWG iShares MSCI Germany Index -3.2% +1.0% 14.6 % 76
IVW iShares S&P 500 Growth Index Fund +0.1% -1.5% 16.6 % 77
IWF iShares Russell 1000 Growth -0.1% -1.8% 16.4 % 78
IYW iShares DJ U.S. Technology Sector +0.3% -1.5% 19.2 % 79
SLV iShares Silver Trust -2.7% -4.6% 11.6 % 80
XLF U.S. Financial Sector SPDR -1.1% -1.0% 15.5 % 81
MDY S&P MidCap 400 SPDRs -0.1% -2.0% 16.6 % 82
IJH iShares Core S&P MidCap 400 Index -0.1% -2.1% 16.5 % 83
IWN iShares Russell 2000 Value -0.2% -2.7% 16.8 % 84
DXJ WisdomTree Japan Hedged Equity -7.5% +1.0% 22.9 % 85
VUG Vanguard MSCI U.S. LargeCap Growth -0.3% -2.1% 17.3 % 86
XLV U.S. Health Care Sector SPDR +0.3% -4.0% 19.9 % 87
EWJ iShares MSCI Japan Index Fund -7.5% +0.5% 19.7 % 88
VGT Vanguard MSCI U.S. Technology -0.6% -2.3% 19.1 % 89
VB Vanguard U.S. Small Cap -0.8% -3.4% 18.5 % 90
IWP iShares Russell Midcap Growth -0.8% -3.6% 18.8 % 91
IJR iShares Core S&P SmallCap 600 Index -1.2% -3.4% 18.3 % 92
XLY U.S. Consumer Discret Sector SPDR -2.8% -3.4% 18.3 % 93
VXF Vanguard S&P U.S. Small & Midcap -1.2% -3.8% 18.8 % 94
IJK iShares S&P MidCap 400 Growth -1.8% -3.7% 19.0 % 95
QQQ PowerShares Nasdaq-100 Index -1.8% -4.1% 21.0 % 96
IWM iShares Russell 2000 Index Fund -3.1% -5.3% 20.5 % 97
VBK Vanguard U.S. Small Cap Growth -3.0% -5.6% 21.7 % 98
IWO iShares Russell 2000 Growth -5.8% -7.9% 24.3 % 99
IBB iShares Nasdaq Biotechnology Index -8.4% -14.2% 42.1 % 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