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 Feb 27, 2015
  • through: Apr 21, 2015
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
VEA Vanguard MSCI Euro Pacific +9.4% +1.4% 10.6 % 1
VEU Vanguard FTSE All-World ex-US +9.2% +2.6% 11.1 % 2
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq +13.5% +1.9% 11.7 % 3
EWJ iShares MSCI Japan Index Fund +15.2% +2.3% 12.6 % 4
EFA iShares MSCI EAFE +9.2% +1.0% 11.3 % 5
ACWI iShares MSCI All-World ACWI Index +6.8% +1.2% 10.1 % 6
DXJ WisdomTree Japan Hedged Equity +16.4% +2.2% 13.3 % 7
IEFA iShares Core MSCI EAFE +9.2% +1.1% 11.3 % 8
HEDJ WisdomTree Europe Hedged Equity +15.6% +1.9% 13.2 % 9
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +3.9% +1.4% 2.6 % 10
FXI iShares FTSE China 25 Index Fund +23.3% +19.2% 34.5 % 11
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +3.4% +1.3% 3.5 % 12
EMB iShares JPM Emerg Markets Bond (7-8yr) +3.2% +1.4% 4.3 % 13
IWP iShares Russell Midcap Growth +9.1% +0.5% 11.6 % 14
IEMG iShares Core MSCI Emerging Markets +9.1% +6.6% 16.3 % 15
EEM iShares MSCI Emerging Markets +8.8% +6.7% 16.8 % 16
VWO Vanguard FTSE Emerging Markets +8.8% +7.2% 17.5 % 17
IBB iShares Nasdaq Biotechnology Index +12.8% +1.7% 24.8 % 18
XLE U.S. Energy Sector SPDR +8.7% +6.1% 18.0 % 19
VGK Vanguard Europe +7.6% +0.7% 12.1 % 20
BKLN PowerShares S&P-LSTA Senior Loan +1.8% +0.8% 2.6 % 21
AMLP ALPS Alerian MLP Infrastructure Index +1.3% +1.5% 7.9 % 22
IWO iShares Russell 2000 Growth +10.8% +0.5% 15.6 % 23
AMJ J.P. Morgan Alerian MLP Index +2.1% +2.4% 10.7 % 24
RSP Rydex S&P Equal Stock Weight +5.4% +0.0% 10.5 % 25
VCIT Vanguard Interm Corp Bond (6-7yr) +1.4% +0.9% 3.8 % 26
HDV iShares High Dividend Equity +1.1% +2.1% 10.4 % 27
CIU iShares Barclays Intermed Credit (4-5yr) +0.9% +0.6% 2.3 % 28
PFF iShares S&P US Preferred Stock Index +2.1% +0.1% 2.1 % 29
VB Vanguard U.S. Small Cap +8.2% -0.1% 11.9 % 30
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.6% +0.3% 1.3 % 31
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.5% +0.3% 0.8 % 32
VBR Vanguard U.S. SmallCap Value +7.6% -0.2% 11.3 % 33
TIP iShares Barclays TIPS +0.6% +0.9% 5.8 % 34
IWF iShares Russell 1000 Growth +6.7% -0.1% 11.3 % 35
IVE iShares S&P 500 Value Index Fund +3.5% +0.2% 10.7 % 36
MBB iShares Barclays MBS Bond Fund (2yr) +0.8% +0.2% 2.0 % 37
IWB iShares Russell 1000 Index Fund +4.8% -0.2% 10.7 % 38
LQD iShares iBoxx Invest Grade Bond (7-8yr) +1.0% +0.4% 4.4 % 39
SCHB Schwab Dow Jones U.S. Broad Market +5.1% -0.2% 10.8 % 40
IWM iShares Russell 2000 Index Fund +8.3% +0.0% 13.6 % 41
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +0.3% +0.4% 2.3 % 42
VTI Vanguard Total U.S. Stock Market +5.1% -0.1% 10.9 % 43
EZU iShares MSCI EMU Index Fund +7.9% -0.1% 12.7 % 44
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +0.4% +0.3% 2.8 % 45
IWV iShares Russell 3000 Index Fund +5.0% -0.2% 10.8 % 46
VV Vanguard MSCI U.S. Large Cap +4.5% -0.2% 10.6 % 47
AGG iShares Core Total US Bond (4-5yr) +0.3% +0.3% 2.7 % 48
SHY Barclays Low Duration Treasury (2-yr) +0.2% +0.2% 0.7 % 49
XLY U.S. Consumer Discret Sector SPDR +10.3% -0.7% 12.1 % 50
VTV Vanguard MSCI U.S. LargeCap Value +2.7% +0.0% 10.4 % 51
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.3% +0.2% 1.1 % 52
XLP U.S. Consumer Staples Sector SPDR +0.3% +0.6% 8.8 % 53
PRF FTSE RAFI US 1000 Portfolio +3.9% +0.0% 10.8 % 54
IJH iShares Core S&P MidCap 400 Index +7.6% -0.5% 11.4 % 55
VYM Vanguard High Dividend Yield Index +2.3% +0.2% 10.7 % 56
IJK iShares S&P MidCap 400 Growth +7.7% -0.6% 11.5 % 57
IWR iShares Russell Midcap Index Fund +6.6% -0.3% 11.0 % 58
IVV iShares Core S&P 500 ETF +4.2% -0.2% 10.8 % 59
MDY S&P MidCap 400 SPDRs +7.4% -0.5% 11.5 % 60
SPY SPDR S&P 500 Index +4.2% -0.2% 10.8 % 61
SHV Barclays Short-Term Treasury (0.4) +0.0% +0.0% 0.1 % 62
VOO Vanguard S&P 500 +4.2% -0.2% 10.9 % 63
IJJ iShares S&P MidCap 400 Value +7.2% -0.3% 11.9 % 64
RWX SPDR DJ International Real Estate +2.8% +0.5% 11.7 % 65
BND Vanguard Total Bond Market (4-5yr) +0.2% +0.1% 2.3 % 66
VO Vanguard CRSP U.S. Mid Cap +7.4% +0.1% 18.2 % 67
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) -0.2% +0.3% 4.6 % 68
IWD iShares Russell 1000 Value +2.7% -0.3% 10.4 % 69
MUB iShares S&P National Muni Bond (2-3yr) -0.7% -0.2% 1.5 % 70
IWS iShares Russell Midcap Value +3.9% -1.2% 10.2 % 71
VHT Vanguard MSCI U.S. Health Care +7.1% -0.3% 13.8 % 72
IWN iShares Russell 2000 Value +5.8% -0.5% 11.8 % 73
FEZ SPDR Euro STOXX 50 +6.8% -0.8% 12.4 % 74
IVW iShares S&P 500 Growth Index Fund +4.8% -0.6% 11.5 % 75
IJR iShares Core S&P SmallCap 600 Index +7.4% -0.9% 12.7 % 76
QQQ PowerShares Nasdaq-100 Index +6.6% -0.2% 14.4 % 77
OEF iShares S&P U.S. 100 Index +3.4% -0.3% 11.5 % 78
SDY SPDR S&P U.S. Dividend Aristocrats +1.1% -0.6% 9.5 % 79
USMV iShares MSCI USA Minimum Volatility Index +1.6% -0.9% 9.3 % 80
EWG iShares MSCI Germany Index +8.0% -1.1% 15.1 % 81
XLV U.S. Health Care Sector SPDR +5.8% -0.6% 13.5 % 82
XLF U.S. Financial Sector SPDR +3.5% -1.9% 10.9 % 83
VUG Vanguard MSCI U.S. LargeCap Growth +6.6% -0.4% 19.4 % 84
IAU iShares COMEX Gold Trust -7.1% +1.0% 12.4 % 85
GLD SPDR Gold Shares -7.1% +1.0% 12.4 % 86
VGT Vanguard MSCI U.S. Technology +5.5% -0.8% 15.2 % 87
VIG Vanguard Dividend Appreciation +1.8% -0.9% 10.9 % 88
DVY iShares DJ Select Dividend Index -0.6% -0.5% 10.7 % 89
DIA SPDR Dow Jones Industrial Average +3.0% -0.8% 12.6 % 90
XLI U.S. Industrials Sector SPDR +2.8% -0.5% 13.3 % 91
IDV iShares DJ Int'l Select Dividend +2.8% -1.5% 11.7 % 92
XLK U.S. Technology Sector SPDR +4.0% -0.9% 14.8 % 93
SPLV PowerShares S&P 500 Low Volatility Index -1.1% -1.9% 10.1 % 94
GDX Market Vectors Gold Miners Equity Index -12.9% +1.1% 33.3 % 95
TLT iShares Barclays Long-Term Trsry (15-18yr) -3.3% -1.1% 13.9 % 96
IYR iShares Dow Jones Real Estate REIT -3.4% -4.3% 13.0 % 97
XLU U.S. Utilities Sector SPDR -8.3% -1.4% 13.7 % 98
VNQ Vanguard MSCI U.S. REIT -4.7% -5.0% 14.4 % 99
SLV iShares Silver Trust -10.8% -6.0% 18.3 % 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