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 Oct 31, 2014
  • through: Nov 21, 2014
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
XLP U.S. Consumer Staples Sector SPDR +8.1% +5.5% 5.7 % 1
VIG Vanguard Dividend Appreciation +4.8% +5.7% 6.4 % 2
DIA SPDR Dow Jones Industrial Average +4.8% +6.2% 6.6 % 3
VYM Vanguard High Dividend Yield Index +4.7% +5.5% 5.3 % 4
SDY SPDR S&P U.S. Dividend Aristocrats +5.7% +5.4% 6.4 % 5
XLI U.S. Industrials Sector SPDR +5.7% +6.5% 8.9 % 6
XLK U.S. Technology Sector SPDR +4.2% +6.2% 7.9 % 7
VOO Vanguard S&P 500 +3.8% +5.3% 6.6 % 8
IVV iShares Core S&P 500 ETF +3.7% +5.2% 6.5 % 9
QQQ PowerShares Nasdaq-100 Index +4.7% +5.3% 8.1 % 10
IVW iShares S&P 500 Growth Index Fund +4.1% +5.2% 6.7 % 11
SPY SPDR S&P 500 Index +3.7% +5.2% 6.6 % 12
VTV Vanguard MSCI U.S. LargeCap Value +3.5% +5.2% 6.1 % 13
VGT Vanguard MSCI U.S. Technology +3.9% +6.7% 9.3 % 14
IVE iShares S&P 500 Value Index Fund +3.2% +5.2% 6.3 % 15
OEF iShares S&P U.S. 100 Index +3.6% +5.0% 5.8 % 16
SPLV PowerShares S&P 500 Low Volatility Index +6.4% +4.4% 7.0 % 17
HDV iShares High Dividend Equity +3.7% +4.1% 5.0 % 18
DXJ WisdomTree Japan Hedged Equity +8.6% +11.2% 28.9 % 19
VV Vanguard MSCI U.S. Large Cap +3.5% +5.2% 6.6 % 20
XLF U.S. Financial Sector SPDR +4.2% +4.8% 6.6 % 21
IWF iShares Russell 1000 Growth +3.6% +5.2% 6.9 % 22
RSP Rydex S&P Equal Stock Weight +3.3% +5.5% 7.6 % 23
VUG Vanguard MSCI U.S. LargeCap Growth +3.6% +5.2% 7.6 % 24
IWB iShares Russell 1000 Index Fund +3.4% +5.1% 6.5 % 25
VO Vanguard CRSP U.S. Mid Cap +3.4% +5.6% 8.3 % 26
IWD iShares Russell 1000 Value +3.0% +5.1% 6.2 % 27
IYW iShares DJ U.S. Technology Sector +3.4% +5.8% 9.4 % 28
SCHB Schwab Dow Jones U.S. Broad Market +3.2% +5.1% 7.0 % 29
XLY U.S. Consumer Discret Sector SPDR +2.2% +5.6% 8.1 % 30
VTI Vanguard Total U.S. Stock Market +3.2% +5.2% 7.0 % 31
XLV U.S. Health Care Sector SPDR +8.0% +4.8% 11.4 % 32
IWP iShares Russell Midcap Growth +2.9% +5.5% 8.7 % 33
PRF FTSE RAFI US 1000 Portfolio +2.6% +5.0% 6.6 % 34
IWV iShares Russell 3000 Index Fund +3.2% +5.1% 7.1 % 35
DVY iShares DJ Select Dividend Index +4.2% +3.8% 8.3 % 36
IJK iShares S&P MidCap 400 Growth +2.0% +5.4% 8.7 % 37
IWR iShares Russell Midcap Index Fund +2.5% +5.1% 8.0 % 38
PFF iShares S&P US Preferred Stock Index +1.4% +1.1% 1.5 % 39
VNQ Vanguard MSCI U.S. REIT +4.4% +2.8% 10.4 % 40
IYR iShares Dow Jones Real Estate REIT +3.7% +2.9% 8.2 % 41
MBB iShares Barclays MBS Bond Fund (2yr) +1.4% +0.3% 2.2 % 42
IWS iShares Russell Midcap Value +2.0% +4.6% 7.5 % 43
IJH iShares Core S&P MidCap 400 Index +1.3% +5.0% 8.3 % 44
XLU U.S. Utilities Sector SPDR +7.9% +2.6% 16.9 % 45
IBB iShares Nasdaq Biotechnology Index +8.2% +2.2% 18.9 % 46
IWO iShares Russell 2000 Growth +1.7% +5.2% 15.0 % 47
MDY S&P MidCap 400 SPDRs +1.3% +4.9% 8.3 % 48
BND Vanguard Total Bond Market (4-5yr) +0.8% +0.0% 2.5 % 49
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.5% -0.1% 1.0 % 50
SHY Barclays Low Duration Treasury (2-yr) +0.4% -0.1% 0.7 % 51
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +1.0% -0.2% 2.3 % 52
AGG iShares Core Total US Bond (4-5yr) +0.8% -0.2% 2.5 % 53
SHV Barclays Short-Term Treasury (0.4) +0.0% +0.0% 0.1 % 54
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +1.2% -0.2% 3.9 % 55
FLOT iShares Barclays Inv Gr Floating Rate +0.0% +0.0% 0.6 % 56
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.3% -0.2% 1.5 % 57
TLT iShares Barclays Long-Term Trsry (15-18yr) +2.8% +0.6% 7.9 % 58
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +0.7% -0.2% 3.0 % 59
BKLN PowerShares S&P-LSTA Senior Loan -0.6% +0.4% 2.2 % 60
IJR iShares Core S&P SmallCap 600 Index +1.6% +5.0% 14.4 % 61
EMB iShares JPM Emerg Markets Bond (7-8yr) +0.1% +0.3% 3.5 % 62
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.1% -0.2% 0.8 % 63
VBR Vanguard U.S. SmallCap Value +0.7% +4.9% 10.5 % 64
IJJ iShares S&P MidCap 400 Value +0.5% +4.5% 8.5 % 65
IWM iShares Russell 2000 Index Fund +1.0% +5.0% 14.1 % 66
VB Vanguard U.S. Small Cap +0.6% +4.8% 10.7 % 67
CIU iShares Barclays Intermed Credit (4-5yr) +0.1% -0.2% 2.4 % 68
VCIT Vanguard Interm Corp Bond (6-7yr) +0.2% -0.4% 3.4 % 69
SJNK SPDR Barcap Short-Term High Yield (2yr) -1.6% -0.6% 2.3 % 70
TIP iShares Barclays TIPS -1.6% -0.2% 3.8 % 71
IWN iShares Russell 2000 Value +0.2% +4.5% 13.3 % 72
LQD iShares iBoxx Invest Grade Bond (7-8yr) -0.2% -0.6% 4.7 % 73
ACWI iShares MSCI All-World ACWI Index -0.6% +4.1% 8.7 % 74
EWG iShares MSCI Germany Index -3.9% +5.4% 16.4 % 75
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) -1.4% -0.7% 4.2 % 76
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) -2.3% -0.9% 3.9 % 77
AMLP ALPS Alerian MLP Infrastructure Index -0.3% +1.5% 11.1 % 78
EWZ iShares MSCI Brazil Index Fund -14.0% +5.7% 46.4 % 79
VEU Vanguard FTSE All-World ex-US -4.8% +2.7% 12.2 % 80
VGK Vanguard Europe -4.8% +3.0% 13.0 % 81
VWO Vanguard FTSE Emerging Markets -4.0% +4.0% 17.3 % 82
EFA iShares MSCI EAFE -4.7% +2.5% 12.8 % 83
VEA Vanguard MSCI Euro Pacific -5.1% +2.3% 11.3 % 84
EWJ iShares MSCI Japan Index Fund -2.7% +3.3% 23.9 % 85
EZU iShares MSCI EMU Index Fund -4.8% +3.0% 16.3 % 86
FXI iShares FTSE China 25 Index Fund -3.2% +3.3% 23.8 % 87
AMJ J.P. Morgan Alerian MLP Index -1.5% +2.1% 17.7 % 88
RWX SPDR DJ International Real Estate -4.5% +2.2% 14.6 % 89
EEM iShares MSCI Emerging Markets -5.9% +3.5% 16.7 % 90
IDV iShares DJ Int'l Select Dividend -5.9% +1.8% 12.6 % 91
IEMG iShares Core MSCI Emerging Markets -6.0% +2.7% 15.2 % 92
FEZ SPDR Euro STOXX 50 -4.8% +2.6% 17.8 % 93
XLE U.S. Energy Sector SPDR -9.1% +3.4% 21.3 % 94
DBC PowerShares DB Commodity Index -12.7% -1.9% 13.7 % 95
EWY iShares MSCI South Korea Index Fund -14.0% -1.4% 15.1 % 96
IAU iShares COMEX Gold Trust -5.9% -2.5% 22.2 % 97
GLD SPDR Gold Shares -6.0% -2.5% 22.4 % 98
SLV iShares Silver Trust -15.1% -4.3% 30.0 % 99
GDX Market Vectors Gold Miners Equity Index -22.4% -2.9% 72.9 % 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