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 22, 2016
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
VNQ Vanguard MSCI U.S. REIT +13.2% +7.2% 13.2 % 1
IYR iShares Dow Jones Real Estate REIT +11.9% +6.5% 13.2 % 2
XLU U.S. Utilities Sector SPDR +12.3% +4.8% 14.3 % 3
USMV iShares MSCI USA Minimum Volatility Index +8.0% +4.1% 12.1 % 4
SPLV PowerShares S&P 500 Low Volatility Index +8.7% +3.6% 12.9 % 5
TLT iShares Barclays Long-Term Trsry (15-18yr) +8.8% +5.2% 18.3 % 6
DVY iShares DJ Select Dividend Index +8.1% +3.2% 15.9 % 7
SDY SPDR S&P U.S. Dividend Aristocrats +7.5% +3.4% 16.6 % 8
GLD SPDR Gold Shares +7.2% +5.2% 22.6 % 9
HDV iShares High Dividend Equity +6.9% +3.1% 13.6 % 10
IAU iShares COMEX Gold Trust +7.1% +5.3% 22.8 % 11
SLV iShares Silver Trust +15.7% +13.2% 30.8 % 12
VYM Vanguard High Dividend Yield Index +6.3% +3.2% 17.5 % 13
EMB iShares JPM Emerg Markets Bond (7-8yr) +5.6% +3.1% 6.5 % 14
XLK U.S. Technology Sector SPDR +6.0% +4.2% 21.0 % 15
XLP U.S. Consumer Staples Sector SPDR +7.5% +2.5% 13.0 % 16
XLV U.S. Health Care Sector SPDR +4.8% +5.1% 17.1 % 17
VIG Vanguard Dividend Appreciation +5.5% +3.2% 16.5 % 18
GDX Market Vectors Gold Miners Equity Index +27.4% +14.1% 47.0 % 19
IVW iShares S&P 500 Growth Index Fund +4.7% +3.6% 18.4 % 20
IJK iShares S&P MidCap 400 Growth +5.9% +3.3% 22.1 % 21
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +5.4% +2.6% 12.6 % 22
VHT Vanguard MSCI U.S. Health Care +4.5% +5.2% 17.7 % 23
IWM iShares Russell 2000 Index Fund +6.1% +3.6% 25.4 % 24
VGT Vanguard MSCI U.S. Technology +5.5% +3.7% 23.8 % 25
IWN iShares Russell 2000 Value +7.0% +3.3% 25.7 % 26
VWO Vanguard FTSE Emerging Markets +6.0% +3.9% 29.1 % 27
IJR iShares Core S&P SmallCap 600 Index +6.1% +3.2% 25.1 % 28
QQQ PowerShares Nasdaq-100 Index +4.6% +4.5% 21.9 % 29
VB Vanguard U.S. Small Cap +5.9% +3.1% 24.0 % 30
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +4.8% +2.3% 12.2 % 31
IWO iShares Russell 2000 Growth +5.3% +3.9% 25.4 % 32
IWS iShares Russell Midcap Value +6.5% +2.7% 23.4 % 33
IWF iShares Russell 1000 Growth +4.0% +3.5% 18.5 % 34
SCHB Schwab Dow Jones U.S. Broad Market +4.7% +3.1% 19.8 % 35
VUG Vanguard MSCI U.S. LargeCap Growth +4.1% +3.3% 19.2 % 36
IWR iShares Russell Midcap Index Fund +5.5% +2.8% 23.0 % 37
VTI Vanguard Total U.S. Stock Market +4.7% +3.1% 20.1 % 38
DIA SPDR Dow Jones Industrial Average +3.8% +3.2% 17.8 % 39
IWV iShares Russell 3000 Index Fund +4.6% +3.1% 20.1 % 40
LQD iShares iBoxx Invest Grade Bond (7-8yr) +3.9% +2.5% 5.2 % 41
SCHX Schwab Dow Jones U.S. Large-Cap +4.5% +3.1% 19.5 % 42
VTV Vanguard MSCI U.S. LargeCap Value +4.8% +2.8% 20.1 % 43
VOO Vanguard S&P 500 +4.5% +3.1% 19.4 % 44
VV Vanguard MSCI U.S. Large Cap +4.5% +3.0% 19.4 % 45
IVV iShares Core S&P 500 ETF +4.5% +3.1% 19.4 % 46
AMLP ALPS Alerian MLP Infrastructure Index +7.9% +0.0% 22.5 % 47
SPY SPDR S&P 500 Index +4.5% +3.1% 19.5 % 48
EEM iShares MSCI Emerging Markets +5.0% +3.5% 30.9 % 49
BNDX Vanguard Total International Bond +3.1% +2.0% 4.4 % 50
VCIT Vanguard Interm Corp Bond (6-7yr) +3.2% +1.8% 4.5 % 51
IEMG iShares Core MSCI Emerging Markets +4.7% +3.5% 29.6 % 52
IWD iShares Russell 1000 Value +4.9% +2.4% 21.1 % 53
IJH iShares Core S&P MidCap 400 Index +5.5% +2.3% 23.7 % 54
IWP iShares Russell Midcap Growth +4.6% +3.0% 22.6 % 55
MDY S&P MidCap 400 SPDRs +5.5% +2.3% 23.7 % 56
VBR Vanguard U.S. SmallCap Value +5.4% +2.6% 24.8 % 57
IWB iShares Russell 1000 Index Fund +4.5% +3.0% 19.9 % 58
PFF iShares S&P US Preferred Stock Index +4.1% +1.3% 6.2 % 59
VO Vanguard CRSP U.S. Mid Cap +5.1% +2.5% 24.1 % 60
XLY U.S. Consumer Discret Sector SPDR +3.1% +3.1% 20.4 % 61
BND Vanguard Total Bond Market (4-5yr) +2.4% +1.4% 4.1 % 62
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +2.9% +1.4% 7.6 % 63
RSP Guggenheim S&P 500 Equal Weight +4.6% +2.7% 23.3 % 64
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +2.7% +1.4% 5.2 % 65
AGG iShares Core Total US Bond (4-5yr) +2.4% +1.3% 3.6 % 66
VOE Vanguard CRSP U.S. Midcap Value +5.2% +2.0% 24.7 % 67
TIP iShares Barclays TIPS +2.5% +1.3% 4.9 % 68
BKLN PowerShares S&P-LSTA Senior Loan +2.1% +1.4% 4.9 % 69
CIU iShares Barclays Intermed Credit (4-5yr) +2.0% +1.1% 2.8 % 70
IJJ iShares S&P MidCap 400 Value +5.1% +1.6% 24.9 % 71
IVE iShares S&P 500 Value Index Fund +4.3% +2.5% 20.9 % 72
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +1.5% +0.7% 3.9 % 73
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +1.2% +0.5% 2.4 % 74
XLI U.S. Industrials Sector SPDR +3.9% +2.8% 22.9 % 75
MBB iShares Barclays MBS Bond Fund (2yr) +1.1% +0.5% 1.6 % 76
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.9% +0.5% 1.9 % 77
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.7% +0.2% 1.0 % 78
MUB iShares S&P National Muni Bond (2-3yr) +1.7% +0.5% 6.2 % 79
SHY Barclays Low Duration Treasury (2-yr) +0.4% +0.2% 1.1 % 80
IBB iShares Nasdaq Biotechnology Index -2.5% +7.2% 32.4 % 81
VT Vanguard FTSE Global All Cap +2.5% +0.8% 25.8 % 82
ACWI iShares MSCI All-World ACWI Index +2.1% +1.0% 25.6 % 83
XLE U.S. Energy Sector SPDR +2.6% -1.0% 25.4 % 84
XLF U.S. Financial Sector SPDR +1.1% +1.5% 28.4 % 85
EWJ iShares MSCI Japan Index Fund -2.1% +0.3% 20.2 % 86
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq -0.5% +1.1% 30.8 % 87
EFAV iShares MSCI EAFE Minimum Volatility +0.0% -1.1% 25.9 % 88
RWX SPDR DJ International Real Estate +1.0% -2.4% 34.3 % 89
VXUS Vanguard MSCI All Country Ex-US Int'l -0.3% -1.3% 33.9 % 90
VEU Vanguard FTSE All-World ex-US -0.3% -1.5% 34.1 % 91
HEDJ WisdomTree Europe Hedged Equity -1.0% -0.8% 37.4 % 92
SCHF Schwab FTSE Developed Market Int'l Equity -1.8% -2.6% 35.1 % 93
VEA Vanguard FTSE Developed Ex North America -1.7% -2.6% 35.4 % 94
SCZ iShares MSCI EAFE Small Cap Index -1.4% -4.0% 36.7 % 95
EFA iShares MSCI EAFE -2.2% -2.8% 36.9 % 96
IEFA iShares Core MSCI EAFE -2.1% -3.1% 37.2 % 97
DXJ WisdomTree Japan Hedged Equity -9.5% -1.0% 39.1 % 98
VGK Vanguard Europe -3.2% -5.7% 47.9 % 99
EZU iShares MSCI EMU Index Fund -4.7% -5.8% 48.0 % 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