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, 2015
  • through: Apr 24, 2015
ETFs: 100(Assets >= Largest 100)
first previous next last
Page Size:
Symbol ETF ReturnA ReturnB Volatility Rank
ACWI iShares MSCI All-World ACWI Index +6.6% +4.3% 8.9 % 1
VEU Vanguard FTSE All-World ex-US +9.5% +5.6% 10.0 % 2
VEA Vanguard MSCI Euro Pacific +10.2% +4.1% 9.9 % 3
EWJ iShares MSCI Japan Index Fund +16.1% +5.0% 11.9 % 4
EFA iShares MSCI EAFE +9.8% +3.7% 10.6 % 5
IEFA iShares Core MSCI EAFE +10.0% +3.7% 10.6 % 6
XLY U.S. Consumer Discret Sector SPDR +9.8% +4.2% 11.0 % 7
DXJ WisdomTree Japan Hedged Equity +17.3% +4.3% 12.9 % 8
FXI iShares FTSE China 25 Index Fund +18.7% +22.3% 34.0 % 9
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq +11.8% +3.2% 11.1 % 10
IWP iShares Russell Midcap Growth +7.1% +3.2% 9.4 % 11
IWO iShares Russell 2000 Growth +9.2% +3.8% 11.6 % 12
IBB iShares Nasdaq Biotechnology Index +12.8% +6.7% 19.6 % 13
IWF iShares Russell 1000 Growth +6.1% +3.4% 9.3 % 14
VGK Vanguard Europe +8.0% +3.4% 11.2 % 15
IEMG iShares Core MSCI Emerging Markets +8.0% +10.8% 14.5 % 16
EEM iShares MSCI Emerging Markets +7.6% +11.4% 14.5 % 17
VWO Vanguard FTSE Emerging Markets +7.4% +11.7% 15.3 % 18
XLE U.S. Energy Sector SPDR +7.7% +6.4% 17.6 % 19
VV Vanguard MSCI U.S. Large Cap +4.0% +3.1% 8.8 % 20
QQQ PowerShares Nasdaq-100 Index +6.3% +5.2% 12.2 % 21
IWV iShares Russell 3000 Index Fund +4.4% +3.1% 8.9 % 22
IWR iShares Russell Midcap Index Fund +5.2% +2.6% 8.8 % 23
SCHB Schwab Dow Jones U.S. Broad Market +4.4% +3.1% 8.9 % 24
IVW iShares S&P 500 Growth Index Fund +4.2% +3.2% 9.1 % 25
VB Vanguard U.S. Small Cap +6.7% +2.8% 9.6 % 26
VTI Vanguard Total U.S. Stock Market +4.4% +3.1% 8.9 % 27
VHT Vanguard MSCI U.S. Health Care +6.4% +3.2% 11.1 % 28
RSP Rydex S&P Equal Stock Weight +4.3% +2.8% 8.8 % 29
IWM iShares Russell 2000 Index Fund +6.9% +2.9% 10.4 % 30
IWB iShares Russell 1000 Index Fund +4.1% +3.1% 8.9 % 31
SPY SPDR S&P 500 Index +3.7% +3.1% 9.1 % 32
IVV iShares Core S&P 500 ETF +3.7% +3.1% 9.1 % 33
VBR Vanguard U.S. SmallCap Value +6.0% +2.5% 9.5 % 34
VGT Vanguard MSCI U.S. Technology +4.9% +4.0% 11.7 % 35
VOO Vanguard S&P 500 +3.7% +3.1% 9.1 % 36
EMB iShares JPM Emerg Markets Bond (7-8yr) +3.2% +2.5% 3.8 % 37
XLK U.S. Technology Sector SPDR +4.5% +4.3% 12.0 % 38
IJK iShares S&P MidCap 400 Growth +6.0% +2.2% 9.6 % 39
VYM Vanguard High Dividend Yield Index +2.4% +3.4% 9.2 % 40
VTV Vanguard MSCI U.S. LargeCap Value +2.5% +3.1% 9.0 % 41
AMLP ALPS Alerian MLP Infrastructure Index +0.4% +3.5% 6.9 % 42
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +3.4% +1.6% 2.5 % 43
OEF iShares S&P U.S. 100 Index +3.3% +3.4% 9.8 % 44
HDV iShares High Dividend Equity +1.5% +4.3% 9.5 % 45
IJH iShares Core S&P MidCap 400 Index +5.8% +2.2% 9.7 % 46
MDY S&P MidCap 400 SPDRs +5.7% +2.2% 9.7 % 47
PRF FTSE RAFI US 1000 Portfolio +3.4% +3.0% 9.4 % 48
IJR iShares Core S&P SmallCap 600 Index +6.3% +2.1% 10.3 % 49
HEDJ WisdomTree Europe Hedged Equity +10.7% +1.8% 12.6 % 50
EZU iShares MSCI EMU Index Fund +8.1% +1.8% 11.9 % 51
SJNK SPDR Barcap Short-Term High Yield (2yr) +2.6% +1.1% 1.6 % 52
IWD iShares Russell 1000 Value +2.1% +2.7% 8.8 % 53
IWS iShares Russell Midcap Value +2.9% +2.0% 8.4 % 54
AMJ J.P. Morgan Alerian MLP Index +0.5% +4.5% 9.5 % 55
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +2.8% +1.5% 3.4 % 56
IVE iShares S&P 500 Value Index Fund +3.1% +2.9% 9.6 % 57
XLV U.S. Health Care Sector SPDR +5.2% +2.6% 11.3 % 58
USMV iShares MSCI USA Minimum Volatility Index +1.3% +2.2% 7.8 % 59
IWN iShares Russell 2000 Value +4.5% +1.9% 9.9 % 60
FEZ SPDR Euro STOXX 50 +7.2% +1.3% 11.7 % 61
IDV iShares DJ Int'l Select Dividend +4.6% +2.2% 11.6 % 62
VO Vanguard CRSP U.S. Mid Cap +5.9% +2.7% 17.2 % 63
VUG Vanguard MSCI U.S. LargeCap Growth +5.5% +3.0% 18.1 % 64
VCIT Vanguard Interm Corp Bond (6-7yr) +1.3% +1.3% 3.3 % 65
PFF iShares S&P US Preferred Stock Index +1.9% +0.4% 2.2 % 66
BKLN PowerShares S&P-LSTA Senior Loan +1.6% +0.9% 2.7 % 67
SDY SPDR S&P U.S. Dividend Aristocrats +1.0% +2.0% 8.3 % 68
CIU iShares Barclays Intermed Credit (4-5yr) +0.8% +0.9% 2.2 % 69
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.7% +0.4% 1.4 % 70
MBB iShares Barclays MBS Bond Fund (2yr) +0.7% +0.7% 1.7 % 71
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.5% +0.4% 0.9 % 72
RWX SPDR DJ International Real Estate +2.8% +2.4% 10.8 % 73
DIA SPDR Dow Jones Industrial Average +2.9% +2.4% 10.9 % 74
XLF U.S. Financial Sector SPDR +2.5% +1.3% 9.2 % 75
TIP iShares Barclays TIPS +0.6% +1.2% 5.7 % 76
VIG Vanguard Dividend Appreciation +1.4% +2.0% 9.4 % 77
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +0.4% +0.8% 2.4 % 78
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.3% +0.3% 1.2 % 79
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +0.5% +0.8% 2.9 % 80
SHY Barclays Low Duration Treasury (2-yr) +0.2% +0.2% 0.8 % 81
AGG iShares Core Total US Bond (4-5yr) +0.3% +0.6% 2.4 % 82
SHV Barclays Short-Term Treasury (0.4) +0.0% +0.0% 0.1 % 83
LQD iShares iBoxx Invest Grade Bond (7-8yr) +0.3% +1.0% 4.3 % 84
XLP U.S. Consumer Staples Sector SPDR -0.3% +1.6% 8.3 % 85
EWG iShares MSCI Germany Index +7.3% -0.7% 15.0 % 86
DVY iShares DJ Select Dividend Index -0.8% +2.7% 9.4 % 87
BND Vanguard Total Bond Market (4-5yr) +0.0% +0.4% 2.4 % 88
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) -0.1% +1.0% 4.4 % 89
MUB iShares S&P National Muni Bond (2-3yr) -0.8% -0.1% 1.4 % 90
SPLV PowerShares S&P 500 Low Volatility Index -1.2% +1.1% 8.8 % 91
XLU U.S. Utilities Sector SPDR -7.4% +3.5% 12.4 % 92
XLI U.S. Industrials Sector SPDR +1.1% +1.8% 11.8 % 93
IYR iShares Dow Jones Real Estate REIT -4.3% -0.7% 11.7 % 94
GDX Market Vectors Gold Miners Equity Index -10.9% +1.5% 36.4 % 95
TLT iShares Barclays Long-Term Trsry (15-18yr) -3.6% -0.1% 13.3 % 96
VNQ Vanguard MSCI U.S. REIT -5.4% -1.3% 13.2 % 97
IAU iShares COMEX Gold Trust -8.9% -2.1% 14.0 % 98
GLD SPDR Gold Shares -9.0% -2.1% 14.2 % 99
SLV iShares Silver Trust -14.0% -7.6% 19.0 % 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