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. Note: Non-subscribers are restricted to screening only the 100 largest ETFs.
  •  
  • Time Period
  • Weight
  • ReturnA
  • %
  • ReturnB
  • %
  • Volatility
  • %
  •  
  • Through
  • Assets >=
  •  as of May 31, 2016
  • through: Jul 27, 2016
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
XLK U.S. Technology Sector SPDR +8.0% +9.5% 10.3 % 1
QQQ PowerShares Nasdaq-100 Index +6.8% +9.7% 10.1 % 2
VGT Vanguard MSCI U.S. Technology +7.9% +10.4% 11.2 % 3
VHT Vanguard MSCI U.S. Health Care +5.8% +8.1% 9.1 % 4
XLV U.S. Health Care Sector SPDR +5.9% +7.8% 9.4 % 5
IVW iShares S&P 500 Growth Index Fund +5.0% +7.0% 9.0 % 6
IWF iShares Russell 1000 Growth +4.4% +7.2% 9.0 % 7
VUG Vanguard MSCI U.S. LargeCap Growth +4.6% +7.1% 9.3 % 8
SLV iShares Silver Trust +18.3% +14.5% 32.4 % 9
GDX Market Vectors Gold Miners Equity Index +28.2% +12.0% 47.6 % 10
IWO iShares Russell 2000 Growth +5.9% +10.7% 14.9 % 11
IWM iShares Russell 2000 Index Fund +6.1% +10.4% 15.1 % 12
IJK iShares S&P MidCap 400 Growth +5.2% +7.7% 11.9 % 13
USMV iShares MSCI USA Minimum Volatility Index +6.4% +4.2% 9.4 % 14
VB Vanguard U.S. Small Cap +5.0% +8.6% 13.5 % 15
IWN iShares Russell 2000 Value +6.2% +10.0% 15.9 % 16
IYR iShares Dow Jones Real Estate REIT +9.5% +4.4% 10.7 % 17
EMB iShares JPM Emerg Markets Bond (7-8yr) +5.4% +2.8% 5.5 % 18
VNQ Vanguard MSCI U.S. REIT +10.3% +4.3% 11.7 % 19
IJR iShares Core S&P SmallCap 600 Index +5.6% +9.8% 15.6 % 20
SDY SPDR S&P U.S. Dividend Aristocrats +6.0% +5.9% 10.7 % 21
IWP iShares Russell Midcap Growth +4.1% +8.0% 11.8 % 22
SCHB Schwab Dow Jones U.S. Broad Market +4.1% +6.9% 10.4 % 23
VTI Vanguard Total U.S. Stock Market +4.1% +6.9% 10.4 % 24
IWV iShares Russell 3000 Index Fund +4.1% +6.9% 10.4 % 25
IWR iShares Russell Midcap Index Fund +4.3% +7.4% 12.4 % 26
VBR Vanguard U.S. SmallCap Value +4.2% +8.2% 14.1 % 27
VV Vanguard MSCI U.S. Large Cap +4.0% +6.6% 9.9 % 28
VYM Vanguard High Dividend Yield Index +4.8% +5.8% 10.3 % 29
IJH iShares Core S&P MidCap 400 Index +4.4% +7.3% 12.9 % 30
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +4.2% +4.0% 8.0 % 31
IVV iShares Core S&P 500 ETF +4.0% +6.6% 9.8 % 32
MDY S&P MidCap 400 SPDRs +4.4% +7.4% 13.0 % 33
SCHX Schwab Dow Jones U.S. Large-Cap +4.0% +6.7% 10.1 % 34
DVY iShares DJ Select Dividend Index +5.7% +5.2% 11.1 % 35
VOO Vanguard S&P 500 +4.0% +6.6% 10.0 % 36
VWO Vanguard FTSE Emerging Markets +4.9% +8.2% 16.8 % 37
SPLV PowerShares S&P 500 Low Volatility Index +6.3% +3.0% 11.3 % 38
HDV iShares High Dividend Equity +4.5% +3.5% 9.6 % 39
IWS iShares Russell Midcap Value +4.6% +6.9% 13.2 % 40
SPY SPDR S&P 500 Index +4.0% +6.6% 10.0 % 41
IWB iShares Russell 1000 Index Fund +3.9% +6.7% 10.2 % 42
AMLP ALPS Alerian MLP Infrastructure Index +6.2% +0.6% 11.0 % 43
PFF iShares S&P US Preferred Stock Index +4.0% +1.7% 3.1 % 44
VO Vanguard CRSP U.S. Mid Cap +3.9% +7.6% 12.9 % 45
TLT iShares Barclays Long-Term Trsry (15-18yr) +10.1% +1.0% 14.0 % 46
VOE Vanguard CRSP U.S. Midcap Value +3.8% +7.4% 13.0 % 47
EEM iShares MSCI Emerging Markets +4.0% +8.5% 17.7 % 48
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +3.6% +3.6% 8.1 % 49
VIG Vanguard Dividend Appreciation +3.9% +5.5% 10.3 % 50
BNDX Vanguard Total International Bond +3.8% +1.0% 3.6 % 51
RSP Guggenheim S&P 500 Equal Weight +3.3% +7.5% 12.6 % 52
LQD iShares iBoxx Invest Grade Bond (7-8yr) +3.8% +1.3% 4.8 % 53
DIA SPDR Dow Jones Industrial Average +3.0% +6.3% 9.6 % 54
IAU iShares COMEX Gold Trust +7.7% +2.2% 15.2 % 55
IEMG iShares Core MSCI Emerging Markets +3.9% +8.1% 16.6 % 56
GLD SPDR Gold Shares +7.6% +2.2% 15.2 % 57
IBB iShares Nasdaq Biotechnology Index +3.5% +14.5% 20.1 % 58
XLI U.S. Industrials Sector SPDR +2.6% +7.8% 13.3 % 59
XLY U.S. Consumer Discret Sector SPDR +2.5% +6.7% 10.6 % 60
IJJ iShares S&P MidCap 400 Value +3.7% +7.2% 14.2 % 61
XLU U.S. Utilities Sector SPDR +7.9% +0.8% 15.2 % 62
VCIT Vanguard Interm Corp Bond (6-7yr) +3.4% +1.0% 4.2 % 63
VTV Vanguard MSCI U.S. LargeCap Value +3.4% +6.3% 11.2 % 64
BKLN PowerShares S&P-LSTA Senior Loan +1.9% +1.9% 2.6 % 65
IWD iShares Russell 1000 Value +3.5% +6.2% 11.5 % 66
BND Vanguard Total Bond Market (4-5yr) +2.6% +0.4% 3.4 % 67
XLP U.S. Consumer Staples Sector SPDR +4.1% +1.6% 12.5 % 68
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +2.9% +0.2% 4.1 % 69
CIU iShares Barclays Intermed Credit (4-5yr) +1.9% +0.5% 2.5 % 70
AGG iShares Core Total US Bond (4-5yr) +2.4% +0.4% 3.0 % 71
IVE iShares S&P 500 Value Index Fund +2.9% +6.2% 11.6 % 72
VT Vanguard FTSE Global All Cap +2.5% +6.7% 12.1 % 73
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +3.1% -0.4% 5.2 % 74
TIP iShares Barclays TIPS +2.4% +0.4% 4.5 % 75
MBB iShares Barclays MBS Bond Fund (2yr) +1.2% +0.2% 1.3 % 76
ACWI iShares MSCI All-World ACWI Index +2.0% +6.5% 11.8 % 77
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +1.3% +0.1% 2.0 % 78
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.6% +0.2% 0.9 % 79
BSV Vanguard Short-Tm Bond Mix (2-3yr) +1.0% +0.0% 1.5 % 80
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +1.5% -0.3% 2.6 % 81
SHY Barclays Low Duration Treasury (2-yr) +0.4% -0.2% 0.8 % 82
XLF U.S. Financial Sector SPDR +0.3% +7.5% 14.1 % 83
HEDJ WisdomTree Europe Hedged Equity +0.5% +8.8% 17.0 % 84
MUB iShares S&P National Muni Bond (2-3yr) +1.8% -0.4% 5.5 % 85
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq +0.2% +7.0% 14.4 % 86
EFAV iShares MSCI EAFE Minimum Volatility +0.3% +3.6% 10.6 % 87
VXUS Vanguard MSCI All Country Ex-US Int'l +0.1% +6.8% 14.5 % 88
VEU Vanguard FTSE All-World ex-US +0.2% +6.7% 15.0 % 89
EZU iShares MSCI EMU Index Fund -4.0% +7.6% 19.8 % 90
EWJ iShares MSCI Japan Index Fund -1.0% +3.5% 11.9 % 91
RWX SPDR DJ International Real Estate +0.4% +5.0% 14.7 % 92
SCHF Schwab FTSE Developed Market Int'l Equity -1.0% +6.3% 14.7 % 93
VEA Vanguard FTSE Developed Ex North America -1.1% +6.1% 14.4 % 94
EFA iShares MSCI EAFE -1.5% +6.3% 15.0 % 95
DXJ WisdomTree Japan Hedged Equity -8.7% +7.2% 25.6 % 96
SCZ iShares MSCI EAFE Small Cap Index -0.6% +6.1% 15.1 % 97
VGK Vanguard Europe -2.9% +6.9% 19.2 % 98
IEFA iShares Core MSCI EAFE -1.3% +6.3% 15.2 % 99
XLE U.S. Energy Sector SPDR -2.2% +0.4% 18.4 % 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