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 Jun 30, 2015
  • through: Jul 29, 2015
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
SPLV PowerShares S&P 500 Low Volatility Index +2.1% +4.0% 11.4 % 1
USMV iShares MSCI USA Minimum Volatility Index +1.7% +3.8% 9.8 % 2
XLP U.S. Consumer Staples Sector SPDR +4.5% +5.8% 12.0 % 3
IVW iShares S&P 500 Growth Index Fund +2.1% +3.6% 12.2 % 4
XLY U.S. Consumer Discret Sector SPDR +5.0% +4.2% 12.9 % 5
IJK iShares S&P MidCap 400 Growth +1.8% +1.5% 11.6 % 6
QQQ PowerShares Nasdaq-100 Index +2.2% +4.2% 15.0 % 7
XLF U.S. Financial Sector SPDR +4.5% +3.7% 13.8 % 8
MUB iShares S&P National Muni Bond (2-3yr) -0.1% +0.9% 2.0 % 9
SPY SPDR S&P 500 Index +0.6% +2.4% 12.2 % 10
VUG Vanguard MSCI U.S. LargeCap Growth +1.8% +3.2% 12.8 % 11
PFF iShares S&P US Preferred Stock Index -0.1% +1.0% 3.4 % 12
IWF iShares Russell 1000 Growth +1.5% +3.2% 12.8 % 13
SCHX Schwab Dow Jones U.S. Large-Cap +0.4% +2.2% 11.9 % 14
VOO Vanguard S&P 500 +0.6% +2.3% 12.2 % 15
IWB iShares Russell 1000 Index Fund +0.4% +2.1% 12.0 % 16
IVV iShares Core S&P 500 ETF +0.6% +2.3% 12.2 % 17
XLV U.S. Health Care Sector SPDR +5.2% +2.5% 15.6 % 18
VV Vanguard MSCI U.S. Large Cap +0.5% +2.2% 12.2 % 19
VHT Vanguard MSCI U.S. Health Care +5.9% +2.3% 15.3 % 20
SHY Barclays Low Duration Treasury (2-yr) +0.0% +0.0% 1.0 % 21
VTI Vanguard Total U.S. Stock Market +0.2% +1.7% 12.0 % 22
SCHB Schwab Dow Jones U.S. Broad Market +0.2% +1.8% 12.1 % 23
BSV Vanguard Short-Tm Bond Mix (2-3yr) -0.1% +0.0% 1.6 % 24
VIG Vanguard Dividend Appreciation -0.4% +2.2% 11.8 % 25
VNQ Vanguard MSCI U.S. REIT -1.4% +5.5% 10.7 % 26
MBB iShares Barclays MBS Bond Fund (2yr) -0.5% +0.6% 2.0 % 27
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) -0.2% +0.2% 1.5 % 28
CSJ iShares Barclays 1-3 Year Credit (2yr) -0.1% -0.1% 0.8 % 29
IWV iShares Russell 3000 Index Fund +0.3% +1.8% 12.2 % 30
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) -0.3% +0.3% 3.3 % 31
SDY SPDR S&P U.S. Dividend Aristocrats -0.9% +1.6% 10.8 % 32
IBB iShares Nasdaq Biotechnology Index +9.5% +2.3% 25.6 % 33
VTV Vanguard MSCI U.S. LargeCap Value -0.6% +1.3% 12.1 % 34
BND Vanguard Total Bond Market (4-5yr) -1.0% +0.5% 3.6 % 35
IWP iShares Russell Midcap Growth -0.1% +1.3% 12.3 % 36
HEDJ WisdomTree Europe Hedged Equity -0.1% +3.8% 25.0 % 37
AGG iShares Core Total US Bond (4-5yr) -1.1% +0.5% 3.4 % 38
IWD iShares Russell 1000 Value -0.7% +0.9% 11.9 % 39
VGT Vanguard MSCI U.S. Technology -0.7% +2.5% 14.6 % 40
XLK U.S. Technology Sector SPDR -0.8% +3.0% 15.3 % 41
CIU iShares Barclays Intermed Credit (4-5yr) -1.1% +0.0% 2.4 % 42
HDV iShares High Dividend Equity -2.3% +2.0% 11.0 % 43
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) -1.3% +0.8% 6.2 % 44
VYM Vanguard High Dividend Yield Index -1.7% +1.2% 11.3 % 45
DIA SPDR Dow Jones Industrial Average -1.0% +0.9% 12.2 % 46
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) -1.3% +0.4% 4.1 % 47
BKLN PowerShares S&P-LSTA Senior Loan -1.1% -0.1% 3.0 % 48
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq -0.8% +3.0% 20.4 % 49
EZU iShares MSCI EMU Index Fund -0.5% +2.6% 25.4 % 50
VBK Vanguard U.S. Small Cap Growth +0.3% -0.3% 12.4 % 51
IWR iShares Russell Midcap Index Fund -1.1% +0.6% 11.8 % 52
DVY iShares DJ Select Dividend Index -2.7% +1.3% 11.1 % 53
FEZ SPDR Euro STOXX 50 -0.7% +2.8% 27.3 % 54
IWO iShares Russell 2000 Growth +1.8% -0.8% 15.4 % 55
VO Vanguard CRSP U.S. Mid Cap -0.8% +0.7% 12.6 % 56
TIP iShares Barclays TIPS -1.9% +0.0% 4.8 % 57
IJH iShares Core S&P MidCap 400 Index -1.1% -0.3% 11.6 % 58
XLU U.S. Utilities Sector SPDR -2.5% +4.3% 15.5 % 59
MDY S&P MidCap 400 SPDRs -1.0% -0.3% 11.8 % 60
IVE iShares S&P 500 Value Index Fund -1.1% +0.9% 12.4 % 61
VCIT Vanguard Interm Corp Bond (6-7yr) -2.1% -0.1% 4.3 % 62
SCZ iShares MSCI EAFE Small Cap Index -0.3% +0.5% 18.2 % 63
LQD iShares iBoxx Invest Grade Bond (7-8yr) -2.6% +0.3% 4.9 % 64
EMB iShares JPM Emerg Markets Bond (7-8yr) -2.6% -0.2% 4.4 % 65
RSP Rydex S&P Equal Stock Weight -1.4% +0.9% 12.5 % 66
PRF FTSE RAFI US 1000 Portfolio -1.5% +0.8% 12.4 % 67
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) -2.2% -0.6% 5.8 % 68
VGK Vanguard Europe -1.2% +2.1% 21.3 % 69
IWS iShares Russell Midcap Value -2.1% -0.3% 11.7 % 70
TLT iShares Barclays Long-Term Trsry (15-18yr) -3.4% +3.0% 15.6 % 71
IJR iShares Core S&P SmallCap 600 Index -1.1% -1.7% 12.2 % 72
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) -2.7% -0.9% 5.3 % 73
VXF Vanguard S&P U.S. Small & Midcap -1.1% -0.7% 12.6 % 74
IEFA iShares Core MSCI EAFE -2.2% +1.2% 19.3 % 75
EFA iShares MSCI EAFE -2.5% +1.5% 19.7 % 76
VB Vanguard U.S. Small Cap -1.4% -0.9% 12.5 % 77
IWM iShares Russell 2000 Index Fund -1.1% -1.9% 13.2 % 78
DXJ WisdomTree Japan Hedged Equity -0.6% -0.8% 26.6 % 79
ACWI iShares MSCI All-World ACWI Index -2.9% +0.8% 15.0 % 80
XLI U.S. Industrials Sector SPDR -2.7% +0.5% 14.8 % 81
VEA Vanguard MSCI Euro Pacific -2.9% +1.0% 19.3 % 82
IWN iShares Russell 2000 Value -4.0% -3.1% 11.7 % 83
RWX SPDR DJ International Real Estate -4.5% +1.0% 16.0 % 84
EWG iShares MSCI Germany Index -3.1% +1.2% 24.1 % 85
EWJ iShares MSCI Japan Index Fund -2.5% +0.0% 18.7 % 86
VBR Vanguard U.S. SmallCap Value -2.9% -1.3% 12.2 % 87
IAU iShares COMEX Gold Trust -8.9% -6.5% 11.6 % 88
GLD SPDR Gold Shares -9.0% -6.4% 11.8 % 89
AMLP ALPS Alerian MLP Infrastructure Index -7.7% +0.3% 19.1 % 90
VEU Vanguard FTSE All-World ex-US -5.6% -0.8% 19.3 % 91
VXUS Vanguard MSCI All Country Ex-US Int'l -5.5% -0.9% 19.3 % 92
SLV iShares Silver Trust -10.5% -5.9% 19.3 % 93
AMJ J.P. Morgan Alerian MLP Index -11.9% -0.9% 25.8 % 94
XLE U.S. Energy Sector SPDR -13.3% -5.0% 20.5 % 95
IEMG iShares Core MSCI Emerging Markets -13.4% -6.3% 25.3 % 96
EEM iShares MSCI Emerging Markets -14.2% -6.4% 24.3 % 97
VWO Vanguard FTSE Emerging Markets -13.2% -6.5% 25.5 % 98
FXI iShares FTSE China 25 Index Fund -20.2% -10.5% 46.3 % 99
GDX Market Vectors Gold Miners Equity Index -32.6% -21.3% 51.8 % 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