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 Sep 30, 2014
  • through: Oct 31, 2014
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
VNQ Vanguard MSCI U.S. REIT +6.0% +9.3% 12.1 % 1
XLU U.S. Utilities Sector SPDR +11.4% +6.9% 15.4 % 2
IYR iShares Dow Jones Real Estate REIT +5.1% +7.7% 11.6 % 3
DVY iShares DJ Select Dividend Index +6.9% +6.0% 15.0 % 4
SPLV PowerShares S&P 500 Low Volatility Index +7.7% +4.5% 14.1 % 5
SDY SPDR S&P U.S. Dividend Aristocrats +6.7% +4.8% 15.1 % 6
XLP U.S. Consumer Staples Sector SPDR +7.8% +2.8% 13.0 % 7
VYM Vanguard High Dividend Yield Index +4.8% +2.9% 16.2 % 8
IBB iShares Nasdaq Biotechnology Index +17.7% +7.7% 28.6 % 9
VIG Vanguard Dividend Appreciation +4.6% +2.7% 16.0 % 10
IJR iShares Core S&P SmallCap 600 Index +5.0% +6.7% 21.0 % 11
XLV U.S. Health Care Sector SPDR +10.3% +4.4% 23.1 % 12
IVW iShares S&P 500 Growth Index Fund +5.6% +3.2% 19.5 % 13
TLT iShares Barclays Long-Term Trsry (15-18yr) +4.9% +1.3% 9.8 % 14
DIA SPDR Dow Jones Industrial Average +5.4% +2.3% 17.7 % 15
DXJ WisdomTree Japan Hedged Equity +7.8% +5.2% 31.0 % 16
XLF U.S. Financial Sector SPDR +6.9% +2.4% 18.9 % 17
VUG Vanguard MSCI U.S. LargeCap Growth +5.3% +3.3% 19.8 % 18
XLI U.S. Industrials Sector SPDR +6.8% +4.6% 23.4 % 19
IWO iShares Russell 2000 Growth +5.5% +5.7% 25.3 % 20
IWM iShares Russell 2000 Index Fund +4.7% +6.3% 22.5 % 21
QQQ PowerShares Nasdaq-100 Index +6.6% +3.3% 21.8 % 22
IWF iShares Russell 1000 Growth +5.2% +2.8% 19.4 % 23
HDV iShares High Dividend Equity +4.5% +2.0% 14.2 % 24
VOO Vanguard S&P 500 +4.5% +2.6% 18.3 % 25
SPY SPDR S&P 500 Index +4.5% +2.6% 18.3 % 26
VTI Vanguard Total U.S. Stock Market +4.3% +2.9% 18.5 % 27
IWN iShares Russell 2000 Value +3.8% +6.8% 19.9 % 28
IVV iShares Core S&P 500 ETF +4.5% +2.6% 18.4 % 29
IWV iShares Russell 3000 Index Fund +4.3% +2.9% 18.6 % 30
VBR Vanguard U.S. SmallCap Value +3.8% +5.0% 19.7 % 31
OEF iShares S&P U.S. 100 Index +4.5% +2.1% 17.7 % 32
IWS iShares Russell Midcap Value +3.4% +3.9% 18.0 % 33
VV Vanguard MSCI U.S. Large Cap +4.3% +2.6% 18.3 % 34
IJJ iShares S&P MidCap 400 Value +3.4% +4.7% 18.7 % 35
RSP Rydex S&P Equal Stock Weight +4.1% +3.3% 19.2 % 36
VO Vanguard CRSP U.S. Mid Cap +4.3% +3.7% 20.7 % 37
RWX SPDR DJ International Real Estate -0.5% +6.6% 14.9 % 38
IWB iShares Russell 1000 Index Fund +4.2% +2.6% 18.6 % 39
IWR iShares Russell Midcap Index Fund +4.0% +3.4% 19.9 % 40
PFF iShares S&P US Preferred Stock Index +2.5% +1.2% 3.0 % 41
EMB iShares JPM Emerg Markets Bond (7-8yr) +1.5% +1.6% 3.5 % 42
IJH iShares Core S&P MidCap 400 Index +3.4% +4.0% 19.9 % 43
MBB iShares Barclays MBS Bond Fund (2yr) +1.4% +0.7% 2.4 % 44
VB Vanguard U.S. Small Cap +3.5% +4.6% 21.0 % 45
VGT Vanguard MSCI U.S. Technology +4.6% +2.7% 22.0 % 46
AGG iShares Core Total US Bond (4-5yr) +1.2% +0.7% 2.9 % 47
IWD iShares Russell 1000 Value +3.3% +2.3% 17.6 % 48
MDY S&P MidCap 400 SPDRs +3.4% +4.0% 20.1 % 49
IWP iShares Russell Midcap Growth +4.5% +2.8% 22.4 % 50
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +1.7% +1.0% 5.0 % 51
VTV Vanguard MSCI U.S. LargeCap Value +3.6% +2.0% 17.7 % 52
XLK U.S. Technology Sector SPDR +4.2% +2.4% 19.8 % 53
IJK iShares S&P MidCap 400 Growth +3.6% +3.4% 21.6 % 54
PRF FTSE RAFI US 1000 Portfolio +3.2% +2.3% 17.9 % 55
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +1.1% +0.7% 4.1 % 56
IVE iShares S&P 500 Value Index Fund +3.2% +2.0% 17.1 % 57
BND Vanguard Total Bond Market (4-5yr) +0.8% +0.4% 2.8 % 58
VCIT Vanguard Interm Corp Bond (6-7yr) +0.8% +0.6% 3.8 % 59
CIU iShares Barclays Intermed Credit (4-5yr) +0.4% +0.5% 2.4 % 60
LQD iShares iBoxx Invest Grade Bond (7-8yr) +1.0% +0.3% 3.7 % 61
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.3% +0.3% 1.7 % 62
FXI iShares FTSE China 25 Index Fund -2.8% +4.9% 19.0 % 63
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.2% +0.4% 2.3 % 64
HYS PIMCO BofA ML 0-5 Yr High Yield (2-3yr) +0.7% +0.3% 4.7 % 65
SHY Barclays Low Duration Treasury (2-yr) +0.2% +0.3% 1.0 % 66
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +0.8% +0.4% 8.5 % 67
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.1% +0.2% 0.9 % 68
BKLN PowerShares S&P-LSTA Senior Loan +0.3% +0.5% 4.8 % 69
EWJ iShares MSCI Japan Index Fund +0.4% +4.9% 23.1 % 70
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +0.5% +0.3% 8.4 % 71
TIP iShares Barclays TIPS -1.3% +0.6% 3.7 % 72
XLY U.S. Consumer Discret Sector SPDR +3.1% +1.7% 19.4 % 73
FLOT iShares Barclays Inv Gr Floating Rate -0.1% -0.2% 0.5 % 74
IYW iShares DJ U.S. Technology Sector +4.0% +1.7% 22.0 % 75
ACWI iShares MSCI All-World ACWI Index +0.1% +2.4% 18.0 % 76
SJNK SPDR Barcap Short-Term High Yield (2yr) +0.1% +0.0% 4.8 % 77
VWO Vanguard FTSE Emerging Markets -3.1% +2.7% 19.5 % 78
EEM iShares MSCI Emerging Markets -5.2% +2.1% 17.7 % 79
VEU Vanguard FTSE All-World ex-US -3.8% +2.1% 18.5 % 80
IEMG iShares Core MSCI Emerging Markets -5.0% +1.3% 17.1 % 81
VEA Vanguard MSCI Euro Pacific -4.0% +1.9% 18.9 % 82
IDV iShares DJ Int'l Select Dividend -5.8% +2.8% 20.7 % 83
EFA iShares MSCI EAFE -3.7% +2.0% 20.1 % 84
IAU iShares COMEX Gold Trust -9.1% -1.6% 12.9 % 85
GLD SPDR Gold Shares -9.1% -1.7% 12.9 % 86
EWY iShares MSCI South Korea Index Fund -12.0% -0.4% 14.2 % 87
DBC PowerShares DB Commodity Index -11.8% -2.2% 14.2 % 88
VGK Vanguard Europe -4.9% +0.8% 22.5 % 89
AMLP ALPS Alerian MLP Infrastructure Index +1.1% -2.5% 25.5 % 90
EWU iShares MSCI United Kingdom Index -6.7% +0.6% 20.7 % 91
EWG iShares MSCI Germany Index -5.3% +0.7% 23.5 % 92
XLB U.S. Materials Sector SPDR -1.3% -0.1% 23.7 % 93
AMJ J.P. Morgan Alerian MLP Index +0.3% -3.4% 33.5 % 94
EZU iShares MSCI EMU Index Fund -5.7% -0.1% 25.3 % 95
FEZ SPDR Euro STOXX 50 -5.5% -0.8% 25.8 % 96
SLV iShares Silver Trust -20.1% -3.8% 21.0 % 97
XLE U.S. Energy Sector SPDR -9.8% -0.9% 29.3 % 98
EWZ iShares MSCI Brazil Index Fund -12.0% -0.3% 61.0 % 99
GDX Market Vectors Gold Miners Equity Index -33.7% -16.6% 53.5 % 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