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 >=
  • through: Jan 21, 2022
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
JPST JPMorgan Ultra-Short Income ETF -0.2% -0.1% 0.3 % 1
VTIP Vanguard Sh-Tm 0-5 yr Inflation Protected -0.2% -0.4% 2.5 % 2
DVY iShares DJ Select Dividend Index +2.6% +1.7% 11.7 % 3
SHY iShares 1-3 Year Treasury Bond ETF -0.7% -0.5% 1.1 % 4
SDY SPDR S&P U.S. Dividend Aristocrats +2.4% -0.5% 10.7 % 5
VYM Vanguard High Dividend Yield Index +2.2% +0.0% 10.8 % 6
IAU iShares COMEX Gold Trust +2.6% +1.5% 11.8 % 7
EFV iShares MSCI EAFE Value Index +1.4% +3.4% 11.4 % 8
GLD SPDR Gold Shares +2.6% +1.5% 11.7 % 9
BSV Vanguard Short-Term Bond -0.9% -0.7% 1.8 % 10
MUB iShares S&P National Muni Bond (2-3yr) -0.2% -1.6% 1.6 % 11
VTV Vanguard U.S. LargeCap Value +1.2% -0.5% 10.9 % 12
VTEB Vanguard Tax Exempt Bond ETF -0.3% -1.5% 1.5 % 13
BNDX Vanguard Total International Bond -0.2% -1.3% 3.2 % 14
IGSB iShares Barclays 1-3 Year Credit (2yr) -1.0% -0.8% 1.9 % 15
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) -1.0% -0.8% 1.8 % 16
IVE iShares S&P 500 Value Index Fund -0.2% -1.2% 10.8 % 17
HYG iShares iBoxx High-Yield Corp Bond -0.9% -1.7% 4.3 % 18
VMBS Vanguard Mortgage-Backed Bonds -1.2% -1.2% 4.2 % 19
GOVT iShares Barclays US Treasury (5-6yr) -0.6% -1.7% 8.8 % 20
MBB iShares Barclays MBS Bond Fund (2yr) -1.6% -1.5% 3.5 % 21
AGG iShares Core Total US Bond -1.0% -1.8% 4.6 % 22
SCHD Schwab U.S. Dow Jones Dividend 100 +0.6% -1.9% 11.7 % 23
BND Vanguard Total Bond Market -1.0% -1.8% 4.7 % 24
IUSB iShares Core Total USD Bond Market -1.1% -1.8% 4.4 % 25
IEF iShares Barclays 7-10 Yr Treasury -0.4% -2.3% 6.3 % 26
DGRO iShares Core Dividend Growth ETF +0.5% -2.9% 10.9 % 27
BIV Vanguard Barclays Govt-Credit Mix -1.0% -2.0% 4.9 % 28
SCHP Schwab Barclays Capital U.S. TIPS (7-8yr) -1.1% -1.9% 6.6 % 29
VLUE iShares MSCI USA Value Weighted Index Fund +2.4% -0.5% 17.2 % 30
XLE U.S. Energy Sector SPDR +10.2% +13.8% 25.3 % 31
TIP iShares Barclays TIPS -1.1% -2.0% 6.7 % 32
VCIT Vanguard Interm Corp Bond (6-7yr) -1.4% -2.1% 5.0 % 33
IWD iShares Russell 1000 Value -1.5% -1.8% 11.4 % 34
PFF iShares S&P US Preferred Stock Index -1.8% -2.5% 6.9 % 35
LQD iShares iBoxx Invest Grade Bond -1.6% -3.0% 7.4 % 36
EMB iShares JPM Emerg Markets Bond -2.2% -2.5% 8.0 % 37
VEU Vanguard FTSE All-World ex-US -3.0% -0.9% 12.3 % 38
VOE Vanguard CRSP U.S. Midcap Value -1.5% -1.7% 14.0 % 39
TLT iShares Barclays Long-Term Treasury +1.1% -4.1% 15.4 % 40
VGK Vanguard Europe -2.7% -1.7% 13.4 % 41
VIG Vanguard Dividend Appreciation -1.5% -4.8% 11.2 % 42
EFA iShares MSCI EAFE -2.7% -2.0% 11.8 % 43
XLI U.S. Industrials Sector SPDR -2.7% -1.5% 14.6 % 44
USMV iShares MSCI USA Minimum Volatility Index -2.3% -5.3% 9.5 % 45
SCHF Schwab FTSE Developed Market Int'l Equity -2.8% -1.9% 11.8 % 46
VXUS Vanguard MSCI All Country Ex-US Int'l -3.4% -1.3% 12.4 % 47
XLV U.S. Health Care Sector SPDR -0.9% -6.7% 12.8 % 48
IXUS iShares Core MSCI Total Int'l Stock -3.7% -1.3% 12.3 % 49
VWO Vanguard FTSE Emerging Markets -3.4% +1.6% 15.8 % 50
VEA Vanguard FTSE Developed Ex North America -3.3% -2.1% 12.1 % 51
IEFA iShares Core MSCI EAFE -3.3% -2.2% 12.0 % 52
DIA SPDR Dow Jones Industrial Average -3.4% -4.1% 11.2 % 53
IEMG iShares Core MSCI Emerging Markets -4.1% +0.9% 16.5 % 54
RSP Invesco S&P 500 Equal Weight -2.9% -3.8% 13.3 % 55
EEM iShares MSCI Emerging Markets -4.6% +1.1% 17.3 % 56
VNQ Vanguard MSCI U.S. REIT -2.1% -6.2% 14.9 % 57
IWS iShares Russell Midcap Value -3.7% -3.6% 14.4 % 58
XLF U.S. Financial Sector SPDR -4.2% -1.1% 19.7 % 59
VOO Vanguard S&P 500 -3.1% -6.3% 14.9 % 60
ACWI iShares MSCI All-World ACWI Index -4.1% -4.6% 13.7 % 61
IVV iShares Core S&P 500 ETF -3.1% -6.3% 15.0 % 62
SPY SPDR S&P 500 Index -3.1% -6.4% 14.9 % 63
VT Vanguard FTSE Global All Cap -4.5% -4.7% 13.6 % 64
GSLC Goldman Sachs ActiveBeta U.S. Large Cap -4.0% -6.9% 14.6 % 65
SCZ iShares MSCI EAFE Small Cap Index -7.2% -3.7% 13.5 % 66
VV Vanguard MSCI U.S. Large Cap -4.7% -7.1% 15.1 % 67
VHT Vanguard MSCI U.S. Health Care -4.7% -8.4% 13.8 % 68
VBR Vanguard U.S. SmallCap Value -5.0% -3.8% 17.1 % 69
SCHX Schwab Dow Jones U.S. Large-Cap -4.8% -7.0% 15.3 % 70
IWB iShares Russell 1000 Index Fund -4.9% -6.9% 15.4 % 71
ESGU iShares ESG MSCI USA ETF -4.9% -7.1% 15.3 % 72
XLK U.S. Technology Sector SPDR -2.7% -10.3% 21.6 % 73
SCHB Schwab Dow Jones U.S. Broad Market -5.5% -7.2% 15.5 % 74
ITOT iShares Core S&P Total US Market -5.6% -7.3% 15.5 % 75
VTI Vanguard Total U.S. Stock Market -5.6% -7.2% 15.6 % 76
IJH iShares Core S&P MidCap 400 Index -6.8% -6.5% 16.6 % 77
MDY S&P MidCap 400 SPDRs -6.9% -6.6% 16.5 % 78
QUAL iShares MSCI USA Quality Factor ETF -6.1% -8.2% 15.6 % 79
IWN iShares Russell 2000 Value -7.2% -5.7% 17.7 % 80
IJR iShares Core S&P SmallCap 600 Index -6.9% -7.0% 19.3 % 81
VO Vanguard CRSP U.S. Mid Cap -8.8% -8.4% 15.6 % 82
IWR iShares Russell Midcap Index Fund -9.3% -7.8% 15.8 % 83
SPYG SPDR Portfolio S&P 500 Growth -5.9% -10.9% 20.7 % 84
IVW iShares S&P 500 Growth Index Fund -6.1% -11.0% 20.7 % 85
VB Vanguard U.S. Small Cap -11.1% -8.4% 18.0 % 86
XLY U.S. Consumer Discret Sector SPDR -6.6% -10.0% 23.4 % 87
QQQ PowerShares Nasdaq-100 Index -6.7% -10.7% 22.1 % 88
SCHA Schwab Dow Jones U.S. Small-Cap -12.2% -9.6% 19.2 % 89
VGT Vanguard MSCI U.S. Technology -6.0% -11.4% 22.6 % 90
IWF iShares Russell 1000 Growth -8.0% -11.4% 20.6 % 91
IWM iShares Russell 2000 Index Fund -13.3% -10.6% 20.6 % 92
MGK Vanguard MSCI Mega Cap 300 Growth -8.2% -11.6% 21.8 % 93
VUG Vanguard U.S. LargeCap Growth -9.2% -12.0% 21.6 % 94
VXF Vanguard Extended Market ETF -17.0% -11.9% 20.1 % 95
MTUM iShares MSCI USA Momentum Factor ETF -14.2% -10.9% 21.7 % 96
SCHG Schwab Dow Jones U.S. Large Cap Growth -9.4% -12.3% 22.4 % 97
IWP iShares Russell Midcap Growth -18.9% -15.0% 21.6 % 98
VBK Vanguard U.S. Small Cap Growth -18.6% -14.3% 22.2 % 99
ARKK ARK Innovation ETF -39.7% -26.6% 45.1 % 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

Assets data as of: Dec 10, 2021