ETF Screener

Note: Non-subscribers are restricted to screening only the 100 largest ETFs.  Want to backtest the 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.
  •  
  • Time Period
  • Weight
  • ReturnA
  • %
  • ReturnB
  • %
  • Volatility
  • %
  •  
  • Through
  • Assets >=
  •  as of Mar 31, 2020
  • through: Jun 03, 2020
ETFs: 99(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
IWP iShares Russell Midcap Growth +6.6% +14.0% 20.5 % 1
XLY U.S. Consumer Discret Sector SPDR +7.0% +13.7% 22.3 % 2
VGT Vanguard MSCI U.S. Technology +7.6% +10.4% 19.1 % 3
VUG Vanguard U.S. LargeCap Growth +6.3% +10.0% 16.4 % 4
IWF iShares Russell 1000 Growth +6.2% +9.5% 16.2 % 5
SCHG Schwab Dow Jones U.S. Large Cap Growth +5.7% +9.6% 16.6 % 6
QQQ PowerShares Nasdaq-100 Index +8.7% +8.7% 16.6 % 7
VBK Vanguard U.S. Small Cap Growth +5.1% +15.1% 25.4 % 8
XLK U.S. Technology Sector SPDR +6.8% +9.1% 19.0 % 9
EWJ iShares MSCI Japan Index Fund +5.2% +11.4% 21.4 % 10
IVW iShares S&P 500 Growth Index Fund +5.2% +9.1% 16.5 % 11
QUAL iShares MSCI USA Quality Factor ETF +2.5% +9.7% 20.1 % 12
VHT Vanguard MSCI U.S. Health Care +4.1% +3.4% 15.7 % 13
BSV Vanguard Short-Term Bond +1.2% +0.5% 1.0 % 14
VMBS Vanguard Mortgage-Backed Bonds +1.8% +0.1% 1.6 % 15
MBB iShares Barclays MBS Bond Fund (2yr) +1.7% +0.2% 2.1 % 16
XLV U.S. Health Care Sector SPDR +2.9% +2.5% 15.3 % 17
BIV Vanguard Barclays Govt-Credit Mix +1.1% +1.2% 3.2 % 18
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.4% +1.6% 1.5 % 19
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +2.0% +0.0% 2.1 % 20
BND Vanguard Total Bond Market +1.2% +0.5% 3.6 % 21
VV Vanguard MSCI U.S. Large Cap +0.7% +9.6% 19.7 % 22
SHY iShares 1-3 Year Treasury Bond ETF +1.0% +0.0% 0.6 % 23
IGSB iShares Barclays 1-3 Year Credit (2yr) +0.4% +1.7% 1.8 % 24
SCHZ Schwab Barclays Aggregate Bond +1.1% +0.5% 3.5 % 25
AGG iShares Core Total US Bond +1.1% +0.4% 3.5 % 26
SCHX Schwab Dow Jones U.S. Large-Cap +0.6% +9.7% 20.3 % 27
IWB iShares Russell 1000 Index Fund +0.4% +9.8% 20.7 % 28
IEF iShares Barclays 7-10 Yr Treasury +2.6% -0.5% 5.1 % 29
SCZ iShares MSCI EAFE Small Cap Index -1.0% +15.7% 23.9 % 30
IAU iShares COMEX Gold Trust +3.6% -0.6% 15.2 % 31
GOVT iShares Barclays US Treasury (5-6yr) +2.0% -0.8% 4.5 % 32
SPY SPDR S&P 500 Index +0.4% +9.1% 19.9 % 33
MINT PIMCO Enhanced Short-Maturity Active ETF -0.2% +0.7% 0.4 % 34
ITOT iShares Core S&P Total US Market +0.3% +10.3% 21.8 % 35
SHV Barclays Short-Term Treasury +0.2% +0.0% 0.2 % 36
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +0.1% +0.0% 0.1 % 37
VOO Vanguard S&P 500 +0.3% +9.1% 19.8 % 38
GLD SPDR Gold Shares +3.5% -0.9% 15.3 % 39
VTI Vanguard Total U.S. Stock Market +0.2% +10.2% 21.5 % 40
SCHP Schwab Barclays Capital U.S. TIPS (7-8yr) +0.4% +0.1% 3.8 % 41
TLT iShares Barclays Long-Term Treasury +3.6% -3.8% 16.2 % 42
FLOT iShares Barclays Inv Gr Floating Rate -0.7% +0.8% 0.9 % 43
ACWI iShares MSCI All-World ACWI Index -0.9% +11.2% 20.2 % 44
VT Vanguard FTSE Global All Cap -0.9% +11.5% 20.9 % 45
SCHB Schwab Dow Jones U.S. Broad Market +0.2% +10.1% 21.8 % 46
IVV iShares Core S&P 500 ETF +0.2% +9.1% 20.0 % 47
IWV iShares Russell 3000 Index Fund +0.0% +10.1% 21.2 % 48
VCIT Vanguard Interm Corp Bond (6-7yr) -0.5% +3.2% 4.3 % 49
TIP iShares Barclays TIPS +0.3% +0.0% 4.2 % 50
IGIB iShares Barclays Intermed Credit (4-5yr) -0.7% +3.2% 4.6 % 51
LQD iShares iBoxx Invest Grade Bond -0.3% +3.1% 8.9 % 52
MUB iShares S&P National Muni Bond (2-3yr) -1.1% +2.4% 2.6 % 53
VO Vanguard CRSP U.S. Mid Cap -0.9% +13.7% 26.0 % 54
VEA Vanguard FTSE Developed Ex North America -1.9% +13.7% 23.9 % 55
IEFA iShares Core MSCI EAFE -2.0% +14.1% 24.5 % 56
IWR iShares Russell Midcap Index Fund -1.9% +14.0% 28.2 % 57
SCHF Schwab FTSE Developed Market Int'l Equity -2.2% +13.6% 24.0 % 58
VXUS Vanguard MSCI All Country Ex-US Int'l -2.5% +13.4% 22.7 % 59
EFA iShares MSCI EAFE -2.2% +13.7% 24.8 % 60
RSP Invesco S&P 500 Equal Weight -1.7% +13.8% 33.9 % 61
MDY S&P MidCap 400 SPDRs -2.0% +15.4% 37.8 % 62
IJH iShares Core S&P MidCap 400 Index -2.1% +15.3% 37.7 % 63
VEU Vanguard FTSE All-World ex-US -2.5% +13.1% 23.3 % 64
BNDX Vanguard Total International Bond -1.5% -0.1% 3.0 % 65
IXUS iShares Core MSCI Total Int'l Stock -2.7% +13.1% 23.0 % 66
HYG iShares iBoxx High-Yield Corp Bond -2.3% +6.3% 9.6 % 67
SCHD Schwab U.S. Dow Jones Dividend 100 -0.3% +8.6% 23.5 % 68
MTUM iShares MSCI USA Momentum Factor ETF -2.2% +6.0% 14.3 % 69
VIG Vanguard Dividend Appreciation -1.0% +7.2% 20.1 % 70
JNK SPDR Barcap High-Yield Junk Bond -2.7% +7.0% 9.4 % 71
VB Vanguard U.S. Small Cap -2.6% +15.5% 34.5 % 72
VGK Vanguard Europe -4.3% +15.3% 26.5 % 73
PFF iShares S&P US Preferred Stock Index -3.8% +4.3% 9.3 % 74
GDX Market Vectors Gold Miners Equity Index +12.7% -5.6% 43.1 % 75
IEMG iShares Core MSCI Emerging Markets -3.7% +12.6% 24.4 % 76
DIA SPDR Dow Jones Industrial Average -2.3% +10.4% 24.7 % 77
EEM iShares MSCI Emerging Markets -3.4% +12.6% 25.4 % 78
VWO Vanguard FTSE Emerging Markets -4.2% +12.1% 24.4 % 79
DGRO iShares Core Dividend Growth ETF -1.4% +9.5% 26.4 % 80
EMB iShares JPM Emerg Markets Bond -6.4% +7.6% 10.5 % 81
IWM iShares Russell 2000 Index Fund -4.5% +14.3% 39.2 % 82
EFAV iShares MSCI EAFE Minimum Volatility -4.7% +7.3% 17.4 % 83
XLP U.S. Consumer Staples Sector SPDR -4.7% +3.9% 16.5 % 84
USMV iShares MSCI USA Minimum Volatility Index -5.2% +6.7% 17.8 % 85
VBR Vanguard U.S. SmallCap Value -9.3% +15.7% 46.2 % 86
IWS iShares Russell Midcap Value -7.8% +14.1% 36.7 % 87
IJR iShares Core S&P SmallCap 600 Index -6.7% +15.3% 46.8 % 88
SDY SPDR S&P U.S. Dividend Aristocrats -4.8% +11.8% 36.5 % 89
IWD iShares Russell 1000 Value -6.1% +10.4% 29.4 % 90
XLF U.S. Financial Sector SPDR -10.1% +13.6% 42.3 % 91
VYM Vanguard High Dividend Yield Index -4.8% +8.5% 25.1 % 92
DVY iShares DJ Select Dividend Index -10.5% +10.7% 33.1 % 93
IVE iShares S&P 500 Value Index Fund -5.6% +9.2% 26.9 % 94
FVD First Trust U.S. Value Line Dividend -7.0% +9.8% 30.2 % 95
VNQ Vanguard MSCI U.S. REIT -11.9% +12.1% 37.8 % 96
VTV Vanguard U.S. LargeCap Value -5.4% +8.9% 26.7 % 97
SPLV Invesco S&P 500 Low Volatility ETF -13.0% +3.5% 21.1 % 98
XLU U.S. Utilities Sector SPDR -9.5% +8.4% 26.6 % 99
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