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 30, 2015
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
XLP U.S. Consumer Staples Sector SPDR +4.4% +4.1% 11.6 % 1
SPLV PowerShares S&P 500 Low Volatility Index +3.4% +2.7% 10.3 % 2
USMV iShares MSCI USA Minimum Volatility Index +2.6% +2.6% 9.1 % 3
IVW iShares S&P 500 Growth Index Fund +3.5% +2.9% 12.0 % 4
XLY U.S. Consumer Discret Sector SPDR +6.5% +3.4% 12.5 % 5
IJK iShares S&P MidCap 400 Growth +3.6% +1.4% 11.6 % 6
XLF U.S. Financial Sector SPDR +5.3% +2.2% 12.9 % 7
QQQ PowerShares Nasdaq-100 Index +4.4% +3.9% 14.9 % 8
SPY SPDR S&P 500 Index +1.6% +1.6% 11.9 % 9
VUG Vanguard MSCI U.S. LargeCap Growth +3.1% +2.6% 12.7 % 10
SCHX Schwab Dow Jones U.S. Large-Cap +1.4% +1.5% 11.7 % 11
IWF iShares Russell 1000 Growth +2.9% +2.5% 12.5 % 12
IVV iShares Core S&P 500 ETF +1.6% +1.5% 12.0 % 13
VOO Vanguard S&P 500 +1.6% +1.6% 12.0 % 14
IWB iShares Russell 1000 Index Fund +1.5% +1.4% 11.8 % 15
VHT Vanguard MSCI U.S. Health Care +7.7% +1.5% 15.1 % 16
VV Vanguard MSCI U.S. Large Cap +1.6% +1.5% 12.0 % 17
VNQ Vanguard MSCI U.S. REIT -0.3% +3.2% 9.7 % 18
MUB iShares S&P National Muni Bond (2-3yr) +0.1% +0.9% 2.0 % 19
VIG Vanguard Dividend Appreciation +0.5% +1.2% 11.3 % 20
PFF iShares S&P US Preferred Stock Index +0.1% +1.0% 3.4 % 21
VTI Vanguard Total U.S. Stock Market +1.4% +1.1% 11.8 % 22
XLV U.S. Health Care Sector SPDR +6.6% +1.3% 15.2 % 23
IBB iShares Nasdaq Biotechnology Index +13.5% +2.4% 25.6 % 24
SCHB Schwab Dow Jones U.S. Broad Market +1.4% +1.1% 11.9 % 25
IWV iShares Russell 3000 Index Fund +1.5% +1.1% 12.0 % 26
VGT Vanguard MSCI U.S. Technology +1.1% +2.2% 14.6 % 27
SDY SPDR S&P U.S. Dividend Aristocrats +0.4% +0.6% 10.1 % 28
MBB iShares Barclays MBS Bond Fund (2yr) -0.6% +0.7% 1.8 % 29
XLK U.S. Technology Sector SPDR +0.8% +2.5% 15.2 % 30
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) -0.2% +0.6% 3.1 % 31
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.0% +0.2% 1.5 % 32
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) -0.2% +0.2% 1.5 % 33
SHY Barclays Low Duration Treasury (2-yr) +0.0% +0.0% 1.0 % 34
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) -1.1% +1.5% 5.8 % 35
IWP iShares Russell Midcap Growth +0.9% +0.8% 12.2 % 36
CSJ iShares Barclays 1-3 Year Credit (2yr) -0.1% -0.1% 0.8 % 37
AGG iShares Core Total US Bond (4-5yr) -1.0% +0.7% 3.3 % 38
BND Vanguard Total Bond Market (4-5yr) -1.1% +0.8% 3.5 % 39
VTV Vanguard MSCI U.S. LargeCap Value +0.3% +0.6% 11.8 % 40
HEDJ WisdomTree Europe Hedged Equity +0.9% +2.1% 24.5 % 41
VBK Vanguard U.S. Small Cap Growth +2.6% -0.2% 12.5 % 42
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) -1.3% +0.7% 3.9 % 43
DBEF DB X-Track MSCI EAFE US Dollar Hedged Eq +0.4% +1.9% 20.0 % 44
XLU U.S. Utilities Sector SPDR -0.6% +4.4% 15.5 % 45
HDV iShares High Dividend Equity -1.9% +1.4% 10.9 % 46
IWD iShares Russell 1000 Value +0.1% +0.3% 11.7 % 47
VYM Vanguard High Dividend Yield Index -1.0% +0.6% 11.1 % 48
CIU iShares Barclays Intermed Credit (4-5yr) -1.1% +0.1% 2.3 % 49
IJH iShares Core S&P MidCap 400 Index +0.3% -0.4% 11.6 % 50
VO Vanguard CRSP U.S. Mid Cap +0.4% +0.5% 12.5 % 51
DVY iShares DJ Select Dividend Index -1.7% +1.0% 11.0 % 52
IWR iShares Russell Midcap Index Fund +0.0% +0.1% 11.7 % 53
IWO iShares Russell 2000 Growth +4.7% -0.7% 15.5 % 54
TIP iShares Barclays TIPS -1.9% +0.5% 4.6 % 55
MDY S&P MidCap 400 SPDRs +0.3% -0.4% 11.7 % 56
DIA SPDR Dow Jones Industrial Average +0.0% +0.0% 11.8 % 57
BKLN PowerShares S&P-LSTA Senior Loan -1.1% -0.3% 3.0 % 58
LQD iShares iBoxx Invest Grade Bond (7-8yr) -2.7% +0.6% 4.7 % 59
IJR iShares Core S&P SmallCap 600 Index +1.2% -1.8% 12.1 % 60
TLT iShares Barclays Long-Term Trsry (15-18yr) -2.8% +5.2% 14.7 % 61
VB Vanguard U.S. Small Cap +0.5% -1.0% 12.4 % 62
RSP Rydex S&P Equal Stock Weight -0.6% +0.3% 12.3 % 63
IWS iShares Russell Midcap Value -1.0% -0.6% 11.6 % 64
VXF Vanguard S&P U.S. Small & Midcap +0.7% -0.8% 12.6 % 65
IVE iShares S&P 500 Value Index Fund -0.5% +0.1% 12.1 % 66
VCIT Vanguard Interm Corp Bond (6-7yr) -2.2% +0.1% 4.2 % 67
VGK Vanguard Europe -1.0% +1.5% 21.2 % 68
IWM iShares Russell 2000 Index Fund +1.3% -1.9% 13.2 % 69
PRF FTSE RAFI US 1000 Portfolio -0.7% +0.2% 12.2 % 70
EMB iShares JPM Emerg Markets Bond (7-8yr) -2.0% -0.2% 4.3 % 71
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) -1.9% -0.3% 5.9 % 72
DXJ WisdomTree Japan Hedged Equity +1.7% -1.4% 26.3 % 73
SCZ iShares MSCI EAFE Small Cap Index +0.3% -0.5% 18.1 % 74
EZU iShares MSCI EMU Index Fund -1.1% +1.3% 25.3 % 75
FEZ SPDR Euro STOXX 50 -1.3% +1.7% 27.3 % 76
EWJ iShares MSCI Japan Index Fund +0.3% -0.5% 18.5 % 77
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) -2.3% -0.8% 5.4 % 78
EFA iShares MSCI EAFE -1.5% +0.8% 19.6 % 79
IEFA iShares Core MSCI EAFE -1.2% +0.4% 19.1 % 80
IWN iShares Russell 2000 Value -2.0% -3.3% 11.6 % 81
VBR Vanguard U.S. SmallCap Value -1.4% -1.7% 12.1 % 82
ACWI iShares MSCI All-World ACWI Index -1.9% +0.1% 14.9 % 83
XLI U.S. Industrials Sector SPDR -2.0% -0.1% 14.7 % 84
VEA Vanguard MSCI Euro Pacific -2.0% +0.3% 19.2 % 85
RWX SPDR DJ International Real Estate -3.8% +0.4% 16.0 % 86
IAU iShares COMEX Gold Trust -8.1% -7.0% 11.7 % 87
AMLP ALPS Alerian MLP Infrastructure Index -8.4% +0.5% 19.0 % 88
GLD SPDR Gold Shares -8.1% -6.9% 11.9 % 89
EWG iShares MSCI Germany Index -3.6% -0.2% 24.0 % 90
VEU Vanguard FTSE All-World ex-US -4.6% -1.3% 19.2 % 91
VXUS Vanguard MSCI All Country Ex-US Int'l -4.7% -1.6% 19.2 % 92
SLV iShares Silver Trust -8.7% -5.4% 19.2 % 93
AMJ J.P. Morgan Alerian MLP Index -13.7% -0.8% 25.8 % 94
XLE U.S. Energy Sector SPDR -13.6% -4.4% 20.2 % 95
VWO Vanguard FTSE Emerging Markets -12.6% -7.0% 25.5 % 96
IEMG iShares Core MSCI Emerging Markets -13.3% -7.4% 25.3 % 97
EEM iShares MSCI Emerging Markets -13.7% -7.2% 24.4 % 98
FXI iShares FTSE China 25 Index Fund -20.4% -11.1% 46.5 % 99
GDX Market Vectors Gold Miners Equity Index -33.1% -22.1% 52.3 % 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