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 Dec 31, 2015
  • through: Feb 08, 2016
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
IAU iShares COMEX Gold Trust +8.0% +7.9% 15.0 % 1
GLD SPDR Gold Shares +7.8% +7.7% 14.5 % 2
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +2.6% +1.8% 3.0 % 3
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +4.5% +3.2% 5.5 % 4
TLT iShares Barclays Long-Term Trsry (15-18yr) +9.3% +6.6% 15.3 % 5
MUB iShares S&P National Muni Bond (2-3yr) +2.8% +0.6% 2.7 % 6
XLU U.S. Utilities Sector SPDR +7.1% +7.7% 17.1 % 7
AGG iShares Core Total US Bond (4-5yr) +1.4% +1.0% 3.0 % 8
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +2.1% +1.4% 4.2 % 9
MBB iShares Barclays MBS Bond Fund (2yr) +1.4% +0.8% 1.9 % 10
SHY Barclays Low Duration Treasury (2-yr) +0.6% +0.6% 0.9 % 11
BND Vanguard Total Bond Market (4-5yr) +1.5% +0.9% 3.5 % 12
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.9% +0.6% 1.7 % 13
TIP iShares Barclays TIPS +1.1% +1.0% 3.8 % 14
CIU iShares Barclays Intermed Credit (4-5yr) +0.3% +0.3% 2.9 % 15
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.1% +0.1% 1.4 % 16
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.0% +0.1% 1.0 % 17
XLP U.S. Consumer Staples Sector SPDR +0.3% +1.0% 17.4 % 18
SCPB SPDR Barclays Short-Term Corp Bond (2yr) -0.2% -0.1% 1.5 % 19
VCIT Vanguard Interm Corp Bond (6-7yr) +0.2% +0.0% 4.0 % 20
DVY iShares DJ Select Dividend Index -2.8% +3.0% 19.1 % 21
SDY SPDR S&P U.S. Dividend Aristocrats -4.1% +3.2% 19.4 % 22
LQD iShares iBoxx Invest Grade Bond (7-8yr) -0.7% -0.6% 5.2 % 23
EMB iShares JPM Emerg Markets Bond (7-8yr) -3.0% -0.7% 8.3 % 24
SPLV PowerShares S&P 500 Low Volatility Index -3.7% +0.1% 17.4 % 25
EFAV iShares MSCI EAFE Minimum Volatility -4.6% +0.3% 18.9 % 26
VIG Vanguard Dividend Appreciation -6.0% +0.1% 19.2 % 27
USMV iShares MSCI USA Minimum Volatility Index -4.2% -0.4% 17.9 % 28
VYM Vanguard High Dividend Yield Index -6.5% +0.3% 21.0 % 29
XLI U.S. Industrials Sector SPDR -9.0% -0.2% 22.7 % 30
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) -9.0% -3.8% 12.6 % 31
VTV Vanguard MSCI U.S. LargeCap Value -9.3% -2.2% 22.4 % 32
DIA SPDR Dow Jones Industrial Average -9.7% -1.7% 22.4 % 33
PFF iShares S&P US Preferred Stock Index -4.3% -4.3% 8.6 % 34
IVE iShares S&P 500 Value Index Fund -9.7% -1.7% 22.5 % 35
OEF iShares S&P U.S. 100 Index -10.7% -2.6% 22.8 % 36
IVV iShares Core S&P 500 ETF -11.2% -3.4% 22.8 % 37
RWX SPDR DJ International Real Estate -9.4% -0.4% 25.3 % 38
SPY SPDR S&P 500 Index -11.2% -3.4% 23.2 % 39
IWD iShares Russell 1000 Value -11.4% -2.8% 23.4 % 40
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) -11.1% -4.7% 12.9 % 41
VOO Vanguard S&P 500 -11.3% -3.4% 23.1 % 42
VV Vanguard MSCI U.S. Large Cap -11.8% -3.9% 23.1 % 43
SCHX Schwab Dow Jones U.S. Large-Cap -11.9% -4.0% 23.0 % 44
VNQ Vanguard MSCI U.S. REIT -7.9% -5.3% 24.1 % 45
IWB iShares Russell 1000 Index Fund -12.0% -4.0% 23.5 % 46
ACWI iShares MSCI All-World ACWI Index -12.7% -3.3% 24.5 % 47
SCZ iShares MSCI EAFE Small Cap Index -10.3% -5.4% 23.6 % 48
SCHB Schwab Dow Jones U.S. Broad Market -12.5% -4.2% 23.1 % 49
RSP Guggenheim S&P 500 Equal Weight -12.5% -3.8% 24.7 % 50
IWV iShares Russell 3000 Index Fund -12.5% -4.2% 23.8 % 51
XLK U.S. Technology Sector SPDR -11.5% -2.9% 28.3 % 52
VTI Vanguard Total U.S. Stock Market -12.5% -4.3% 23.6 % 53
IYR iShares Dow Jones Real Estate REIT -9.6% -6.5% 24.6 % 54
XLV U.S. Health Care Sector SPDR -11.5% -6.6% 23.3 % 55
VT Vanguard FTSE Global All Cap -12.9% -3.8% 25.2 % 56
VEA Vanguard MSCI Euro Pacific -12.6% -3.7% 26.0 % 57
SCHF Schwab FTSE Developed Market Int'l Equity -12.8% -3.5% 26.0 % 58
IWF iShares Russell 1000 Growth -12.6% -5.0% 24.0 % 59
IWS iShares Russell Midcap Value -13.0% -3.9% 24.9 % 60
VXUS Vanguard MSCI All Country Ex-US Int'l -12.8% -2.8% 27.9 % 61
IVW iShares S&P 500 Growth Index Fund -12.8% -5.0% 24.4 % 62
VEU Vanguard FTSE All-World ex-US -13.5% -3.1% 27.2 % 63
IJR iShares Core S&P SmallCap 600 Index -14.5% -3.6% 25.1 % 64
IEFA iShares Core MSCI EAFE -12.5% -4.1% 26.5 % 65
EWJ iShares MSCI Japan Index Fund -11.4% -4.5% 29.2 % 66
EFA iShares MSCI EAFE -13.0% -3.9% 26.4 % 67
MDY S&P MidCap 400 SPDRs -13.8% -3.8% 26.1 % 68
IJH iShares Core S&P MidCap 400 Index -13.9% -3.9% 25.8 % 69
VBR Vanguard U.S. SmallCap Value -14.9% -3.8% 25.9 % 70
EEM iShares MSCI Emerging Markets -16.0% +0.3% 32.3 % 71
IEMG iShares Core MSCI Emerging Markets -15.4% -0.3% 31.1 % 72
VHT Vanguard MSCI U.S. Health Care -13.5% -8.2% 24.3 % 73
IWR iShares Russell Midcap Index Fund -14.5% -5.7% 25.1 % 74
IWN iShares Russell 2000 Value -15.2% -4.2% 25.6 % 75
VUG Vanguard MSCI U.S. LargeCap Growth -14.5% -5.9% 25.3 % 76
VWO Vanguard FTSE Emerging Markets -16.1% -0.4% 32.5 % 77
IJK iShares S&P MidCap 400 Growth -14.5% -5.7% 25.9 % 78
VGK Vanguard Europe -13.9% -4.6% 28.3 % 79
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq -13.8% -4.9% 29.5 % 80
EWG iShares MSCI Germany Index -14.5% -5.3% 27.7 % 81
XLY U.S. Consumer Discret Sector SPDR -15.1% -6.5% 25.5 % 82
VO Vanguard CRSP U.S. Mid Cap -15.2% -6.4% 25.4 % 83
EZU iShares MSCI EMU Index Fund -14.9% -4.6% 28.4 % 84
XLE U.S. Energy Sector SPDR -19.9% -0.7% 46.7 % 85
XLF U.S. Financial Sector SPDR -16.0% -7.6% 25.5 % 86
HEDJ WisdomTree Europe Hedged Equity -16.6% -4.1% 31.7 % 87
IWP iShares Russell Midcap Growth -16.0% -7.6% 26.5 % 88
VB Vanguard U.S. Small Cap -16.5% -6.2% 27.4 % 89
VGT Vanguard MSCI U.S. Technology -15.3% -5.8% 31.0 % 90
QQQ PowerShares Nasdaq-100 Index -15.5% -7.1% 30.2 % 91
IWM iShares Russell 2000 Index Fund -18.2% -7.1% 27.6 % 92
FV First Trust Dorsey Wright Focus 5 ETF -19.1% -12.7% 27.0 % 93
VBK Vanguard U.S. Small Cap Growth -18.4% -9.1% 29.3 % 94
DXJ WisdomTree Japan Hedged Equity -17.1% -6.7% 38.8 % 95
IWO iShares Russell 2000 Growth -21.2% -10.2% 31.0 % 96
FXI iShares FTSE China 25 Index Fund -24.3% -7.8% 35.9 % 97
FDN First Trust DJ Internet Index -24.2% -15.1% 39.2 % 98
IBB iShares Nasdaq Biotechnology Index -25.1% -17.9% 42.3 % 99
AMLP ALPS Alerian MLP Infrastructure Index -33.0% -18.2% 81.4 % 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