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 Apr 30, 2015
  • through: May 29, 2015
ETFs: 100(Assets >= Largest 100)
first previous next last
Page Size:
Symbol ETF ReturnA ReturnB Volatility Rank
VHT Vanguard MSCI U.S. Health Care +4.6% +5.3% 11.8 % 1
IJH iShares Core S&P MidCap 400 Index +1.6% +1.7% 9.8 % 2
VB Vanguard U.S. Small Cap +1.5% +2.0% 9.9 % 3
XLV U.S. Health Care Sector SPDR +4.0% +4.5% 12.2 % 4
IWO iShares Russell 2000 Growth +2.4% +3.6% 11.5 % 5
IJK iShares S&P MidCap 400 Growth +2.3% +2.5% 10.8 % 6
MDY S&P MidCap 400 SPDRs +1.5% +1.7% 10.1 % 7
VBR Vanguard U.S. SmallCap Value +1.4% +1.4% 9.5 % 8
VBK Vanguard U.S. Small Cap Growth +1.7% +2.7% 11.1 % 9
DXJ WisdomTree Japan Hedged Equity +11.0% +6.0% 16.2 % 10
IWM iShares Russell 2000 Index Fund +1.4% +2.2% 10.5 % 11
IBB iShares Nasdaq Biotechnology Index +8.2% +9.4% 18.8 % 12
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq +3.9% +1.9% 14.2 % 13
QQQ PowerShares Nasdaq-100 Index +1.8% +2.2% 13.6 % 14
XLF U.S. Financial Sector SPDR +1.4% +1.9% 11.8 % 15
SCHB Schwab Dow Jones U.S. Broad Market +0.8% +1.3% 10.0 % 16
EWJ iShares MSCI Japan Index Fund +5.7% +1.5% 15.5 % 17
VTV Vanguard MSCI U.S. LargeCap Value +1.1% +1.2% 10.0 % 18
IJR iShares Core S&P SmallCap 600 Index +0.7% +1.5% 10.2 % 19
IWV iShares Russell 3000 Index Fund +0.8% +1.4% 10.4 % 20
XLY U.S. Consumer Discret Sector SPDR +0.8% +1.3% 10.2 % 21
VO Vanguard CRSP U.S. Mid Cap +1.0% +1.1% 10.2 % 22
BKLN PowerShares S&P-LSTA Senior Loan +0.7% +0.1% 3.5 % 23
VGT Vanguard MSCI U.S. Technology +1.3% +2.5% 14.4 % 24
IWD iShares Russell 1000 Value +0.7% +1.2% 9.8 % 25
IWR iShares Russell Midcap Index Fund +0.5% +1.4% 9.8 % 26
EMB iShares JPM Emerg Markets Bond (7-8yr) +0.9% -0.3% 5.3 % 27
VTI Vanguard Total U.S. Stock Market +0.7% +1.3% 10.3 % 28
IWB iShares Russell 1000 Index Fund +0.8% +1.3% 10.4 % 29
IWS iShares Russell Midcap Value +0.4% +1.8% 10.1 % 30
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +0.5% +0.4% 4.1 % 31
IWP iShares Russell Midcap Growth +0.7% +1.2% 9.8 % 32
IVE iShares S&P 500 Value Index Fund +0.7% +0.7% 9.4 % 33
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.5% +0.1% 1.4 % 34
VV Vanguard MSCI U.S. Large Cap +0.7% +1.3% 10.5 % 35
SJNK SPDR Barcap Short-Term High Yield (2yr) +0.5% +0.2% 2.2 % 36
XLK U.S. Technology Sector SPDR +1.1% +1.9% 15.1 % 37
PRF FTSE RAFI US 1000 Portfolio +0.7% +0.6% 9.7 % 38
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.5% +0.1% 1.8 % 39
IWF iShares Russell 1000 Growth +0.7% +1.3% 11.2 % 40
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.4% +0.1% 1.1 % 41
SHY Barclays Low Duration Treasury (2-yr) +0.3% +0.0% 0.9 % 42
SPY SPDR S&P 500 Index +0.7% +1.3% 10.7 % 43
VOO Vanguard S&P 500 +0.7% +1.3% 10.7 % 44
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +0.3% +0.4% 4.7 % 45
IEFA iShares Core MSCI EAFE +2.6% +0.3% 15.2 % 46
IVV iShares Core S&P 500 ETF +0.7% +1.3% 10.8 % 47
IWN iShares Russell 2000 Value +0.3% +0.8% 9.3 % 48
IVW iShares S&P 500 Growth Index Fund +0.5% +1.8% 12.2 % 49
SLV iShares Silver Trust +0.8% +3.6% 22.3 % 50
HEDJ WisdomTree Europe Hedged Equity +1.3% +1.3% 19.8 % 51
EFA iShares MSCI EAFE +2.4% +0.2% 15.4 % 52
ACWI iShares MSCI All-World ACWI Index +1.4% +0.0% 11.6 % 53
DIA SPDR Dow Jones Industrial Average -0.1% +1.3% 9.8 % 54
VEA Vanguard MSCI Euro Pacific +2.6% +0.0% 14.6 % 55
MBB iShares Barclays MBS Bond Fund (2yr) +0.2% -0.3% 2.8 % 56
VYM Vanguard High Dividend Yield Index +0.2% +0.4% 9.1 % 57
VUG Vanguard MSCI U.S. LargeCap Growth +0.2% +1.5% 11.6 % 58
CIU iShares Barclays Intermed Credit (4-5yr) +0.0% -0.2% 3.3 % 59
VGK Vanguard Europe +2.0% +0.3% 17.3 % 60
PFF iShares S&P US Preferred Stock Index +0.3% +0.0% 7.5 % 61
USMV iShares MSCI USA Minimum Volatility Index -0.3% +1.0% 9.6 % 62
VXUS Vanguard MSCI All Country Ex-US Int'l +2.3% -0.9% 13.8 % 63
VEU Vanguard FTSE All-World ex-US +2.2% -1.0% 13.2 % 64
SDY SPDR S&P U.S. Dividend Aristocrats -0.5% +1.0% 9.6 % 65
RSP Rydex S&P Equal Stock Weight +0.2% +0.7% 10.3 % 66
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) -0.1% -0.4% 5.2 % 67
AAXJ iShares MSCI Asia ex-Japan +3.4% -3.1% 14.3 % 68
BND Vanguard Total Bond Market (4-5yr) -0.3% -0.5% 3.9 % 69
IEMG iShares Core MSCI Emerging Markets +1.9% -3.6% 12.9 % 70
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) -0.2% -0.4% 7.3 % 71
AGG iShares Core Total US Bond (4-5yr) -0.4% -0.4% 4.4 % 72
DVY iShares DJ Select Dividend Index -0.6% +0.1% 8.8 % 73
XLP U.S. Consumer Staples Sector SPDR -1.9% +0.9% 9.6 % 74
MUB iShares S&P National Muni Bond (2-3yr) -1.0% -0.5% 3.1 % 75
VCIT Vanguard Interm Corp Bond (6-7yr) -0.3% -0.7% 5.7 % 76
FXI iShares FTSE China 25 Index Fund +11.4% -5.0% 28.5 % 77
VWO Vanguard FTSE Emerging Markets +1.5% -3.6% 14.0 % 78
VIG Vanguard Dividend Appreciation -1.5% +1.0% 10.3 % 79
HDV iShares High Dividend Equity -0.4% -0.8% 8.6 % 80
TIP iShares Barclays TIPS -0.8% -1.0% 6.7 % 81
SPLV PowerShares S&P 500 Low Volatility Index -1.5% +0.9% 11.0 % 82
EEM iShares MSCI Emerging Markets +0.9% -4.1% 13.3 % 83
LQD iShares iBoxx Invest Grade Bond (7-8yr) -2.1% -1.1% 7.3 % 84
XLU U.S. Utilities Sector SPDR -0.8% +0.6% 12.7 % 85
AMLP ALPS Alerian MLP Infrastructure Index -1.3% -2.1% 9.4 % 86
IAU iShares COMEX Gold Trust -1.7% +0.6% 11.8 % 87
GLD SPDR Gold Shares -1.8% +0.6% 11.9 % 88
XLI U.S. Industrials Sector SPDR -2.5% +0.3% 11.4 % 89
EZU iShares MSCI EMU Index Fund +0.6% -0.6% 20.3 % 90
XLE U.S. Energy Sector SPDR -0.1% -5.2% 13.7 % 91
FEZ SPDR Euro STOXX 50 -0.5% -1.5% 21.0 % 92
RWX SPDR DJ International Real Estate -1.7% -1.9% 15.0 % 93
IYR iShares Dow Jones Real Estate REIT -4.1% -0.3% 15.7 % 94
VNQ Vanguard MSCI U.S. REIT -4.5% -0.3% 16.7 % 95
AMJ J.P. Morgan Alerian MLP Index -3.0% -4.7% 13.2 % 96
IDV iShares DJ Int'l Select Dividend -2.8% -2.1% 14.4 % 97
EWG iShares MSCI Germany Index -2.0% -1.7% 21.4 % 98
TLT iShares Barclays Long-Term Trsry (15-18yr) -4.7% -2.4% 18.8 % 99
GDX Market Vectors Gold Miners Equity Index -8.0% -2.6% 23.4 % 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