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 Dec 31, 2020
  • through: Jan 15, 2021
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
IJR iShares Core S&P SmallCap 600 Index +30.9% +9.6% 24.7 % 1
ARKK ARK Innovation ETF +40.3% +16.4% 42.5 % 2
IWM iShares Russell 2000 Index Fund +29.9% +8.6% 22.7 % 3
VXF Vanguard Extended Market ETF +24.6% +6.9% 17.4 % 4
IWO iShares Russell 2000 Growth +28.2% +8.8% 22.4 % 5
IWN iShares Russell 2000 Value +31.6% +8.5% 26.9 % 6
SCHA Schwab Dow Jones U.S. Small-Cap +29.3% +8.4% 20.9 % 7
XLE U.S. Energy Sector SPDR +40.3% +7.6% 33.8 % 8
VEU Vanguard FTSE All-World ex-US +18.0% +4.0% 13.6 % 9
XLF U.S. Financial Sector SPDR +24.6% +8.5% 20.8 % 10
VHT Vanguard MSCI U.S. Health Care +11.7% +5.5% 10.2 % 11
VB Vanguard U.S. Small Cap +24.2% +7.1% 18.7 % 12
VBK Vanguard U.S. Small Cap Growth +22.0% +7.5% 18.8 % 13
IEMG iShares Core MSCI Emerging Markets +21.5% +7.0% 17.6 % 14
VT Vanguard FTSE Global All Cap +13.8% +3.1% 9.7 % 15
VBR Vanguard U.S. SmallCap Value +26.7% +7.0% 21.4 % 16
VXUS Vanguard MSCI All Country Ex-US Int'l +17.6% +3.9% 13.5 % 17
IWR iShares Russell Midcap Index Fund +16.3% +4.3% 13.5 % 18
IWD iShares Russell 1000 Value +14.9% +4.1% 13.0 % 19
IXUS iShares Core MSCI Total Int'l Stock +17.5% +3.9% 13.5 % 20
EEM iShares MSCI Emerging Markets +21.0% +7.2% 18.8 % 21
VWO Vanguard FTSE Emerging Markets +18.5% +6.1% 17.1 % 22
VYM Vanguard High Dividend Yield Index +13.9% +4.2% 12.9 % 23
RSP Invesco S&P 500 Equal Weight +16.0% +4.0% 13.1 % 24
SCHF Schwab FTSE Developed Market Int'l Equity +17.6% +3.0% 13.3 % 25
VTV Vanguard U.S. LargeCap Value +14.0% +4.0% 12.7 % 26
IJH iShares Core S&P MidCap 400 Index +21.4% +6.4% 19.2 % 27
IWS iShares Russell Midcap Value +17.8% +4.9% 16.5 % 28
VO Vanguard CRSP U.S. Mid Cap +14.7% +3.6% 12.3 % 29
VEA Vanguard FTSE Developed Ex North America +17.4% +3.1% 13.3 % 30
MDY S&P MidCap 400 SPDRs +21.3% +6.4% 19.3 % 31
ACWI iShares MSCI All-World ACWI Index +12.7% +2.9% 9.7 % 32
XLV U.S. Health Care Sector SPDR +9.9% +5.1% 10.7 % 33
IVE iShares S&P 500 Value Index Fund +13.3% +3.6% 12.5 % 34
DVY iShares DJ Select Dividend Index +17.8% +5.4% 18.8 % 35
EWJ iShares MSCI Japan Index Fund +16.9% +3.5% 14.7 % 36
ITOT iShares Core S&P Total US Market +11.3% +2.8% 10.1 % 37
EFA iShares MSCI EAFE +16.6% +2.6% 13.4 % 38
IEFA iShares Core MSCI EAFE +16.5% +2.6% 13.7 % 39
DGRO iShares Core Dividend Growth ETF +11.1% +3.0% 10.4 % 40
SCHB Schwab Dow Jones U.S. Broad Market +11.2% +2.7% 10.3 % 41
DIA SPDR Dow Jones Industrial Average +8.6% +2.2% 9.1 % 42
VTI Vanguard Total U.S. Stock Market +11.2% +2.8% 10.8 % 43
SCHX Schwab Dow Jones U.S. Large-Cap +9.7% +2.1% 9.9 % 44
IWB iShares Russell 1000 Index Fund +10.0% +2.4% 10.3 % 45
SCHD Schwab U.S. Dow Jones Dividend 100 +13.4% +2.9% 14.5 % 46
VV Vanguard MSCI U.S. Large Cap +9.2% +2.1% 10.0 % 47
SDY SPDR S&P U.S. Dividend Aristocrats +13.3% +3.3% 15.6 % 48
ESGU iShares ESG MSCI USA ETF +9.5% +2.3% 10.3 % 49
IWP iShares Russell Midcap Growth +13.5% +3.2% 15.9 % 50
VGK Vanguard Europe +16.3% +2.1% 15.2 % 51
VOO Vanguard S&P 500 +8.6% +1.9% 10.3 % 52
VIG Vanguard Dividend Appreciation +5.9% +1.3% 9.7 % 53
IVV iShares Core S&P 500 ETF +8.6% +1.9% 10.3 % 54
SPY SPDR S&P 500 Index +8.6% +1.9% 10.3 % 55
JNK SPDR Barcap High-Yield Junk Bond +4.5% +0.8% 3.7 % 56
QUAL iShares MSCI USA Quality Factor ETF +7.6% +0.8% 10.0 % 57
XLY U.S. Consumer Discret Sector SPDR +7.7% +4.0% 16.4 % 58
HYG iShares iBoxx High-Yield Corp Bond +4.1% +0.7% 3.8 % 59
MUB iShares S&P National Muni Bond (2-3yr) +2.1% +0.1% 1.4 % 60
MTUM iShares MSCI USA Momentum Factor ETF +7.9% +3.3% 16.7 % 61
MBB iShares Barclays MBS Bond Fund (2yr) +0.4% +0.2% 0.7 % 62
SCHP Schwab Barclays Capital U.S. TIPS (7-8yr) +1.2% +0.2% 2.5 % 63
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.7% +0.1% 0.9 % 64
MINT PIMCO Enhanced Short-Maturity Active ETF +0.3% +0.1% 0.2 % 65
XLI U.S. Industrials Sector SPDR +10.1% +1.0% 15.7 % 66
USMV iShares MSCI USA Minimum Volatility Index +3.5% +0.4% 9.8 % 67
JPST JPMorgan Ultra-Short Income ETF +0.3% +0.1% 0.3 % 68
IGSB iShares Barclays 1-3 Year Credit (2yr) +0.8% +0.0% 1.1 % 69
TIP iShares Barclays TIPS +1.1% +0.1% 2.5 % 70
VMBS Vanguard Mortgage-Backed Bonds +0.3% +0.1% 1.3 % 71
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +0.0% +0.0% 0.1 % 72
QQQ PowerShares Nasdaq-100 Index +7.7% +1.1% 15.3 % 73
PFF iShares S&P US Preferred Stock Index +4.1% -0.1% 8.3 % 74
VCIT Vanguard Interm Corp Bond (6-7yr) +1.2% -0.1% 2.7 % 75
SHV Barclays Short-Term Treasury +0.0% +0.0% 0.1 % 76
SHY iShares 1-3 Year Treasury Bond ETF +0.0% +0.0% 0.3 % 77
BSV Vanguard Short-Term Bond +0.2% +0.0% 0.6 % 78
IWF iShares Russell 1000 Growth +5.7% +0.7% 14.1 % 79
BNDX Vanguard Total International Bond +0.2% -0.1% 2.3 % 80
EMB iShares JPM Emerg Markets Bond +2.4% -1.4% 5.5 % 81
VUG Vanguard U.S. LargeCap Growth +5.6% +0.4% 14.5 % 82
VGT Vanguard MSCI U.S. Technology +7.2% +0.8% 16.9 % 83
IVW iShares S&P 500 Growth Index Fund +5.2% +0.4% 14.4 % 84
LQD iShares iBoxx Invest Grade Bond +1.0% -0.7% 5.6 % 85
SCHG Schwab Dow Jones U.S. Large Cap Growth +5.3% +0.4% 15.1 % 86
BIV Vanguard Barclays Govt-Credit Mix -0.1% -0.5% 2.5 % 87
AGG iShares Core Total US Bond -0.2% -0.5% 2.6 % 88
BND Vanguard Total Bond Market -0.2% -0.5% 2.5 % 89
XLP U.S. Consumer Staples Sector SPDR +0.1% -1.7% 9.1 % 90
GOVT iShares Barclays US Treasury (5-6yr) -1.6% -0.9% 3.7 % 91
IEF iShares Barclays 7-10 Yr Treasury -2.2% -1.1% 3.5 % 92
VNQ Vanguard MSCI U.S. REIT +5.6% +0.1% 18.5 % 93
XLC U.S. Communication Services Sector SPDR +7.6% -2.7% 14.9 % 94
XLK U.S. Technology Sector SPDR +5.1% +0.0% 16.7 % 95
TLT iShares Barclays Long-Term Treasury -5.9% -3.4% 10.7 % 96
SLV iShares Silver Trust +1.6% -2.8% 38.9 % 97
IAU iShares COMEX Gold Trust -4.3% -2.1% 17.8 % 98
GLD SPDR Gold Shares -4.4% -2.2% 18.2 % 99
GDX Market Vectors Gold Miners Equity Index -13.9% -3.7% 40.2 % 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