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: Jun 11, 2021
ETFs: 100(Assets >= Largest 100)
first previous next last
Page Size:

Symbol ETF ReturnA ReturnB Volatility Rank
VNQ Vanguard MSCI U.S. REIT +15.4% +9.5% 10.5 % 1
VGK Vanguard Europe +10.7% +5.2% 10.6 % 2
QUAL iShares MSCI USA Quality Factor ETF +9.0% +3.7% 9.1 % 3
IWF iShares Russell 1000 Growth +8.6% +5.9% 12.7 % 4
IVW iShares S&P 500 Growth Index Fund +9.4% +5.2% 12.5 % 5
VEA Vanguard FTSE Developed Ex North America +7.8% +5.0% 9.4 % 6
IVV iShares Core S&P 500 ETF +8.0% +3.4% 9.1 % 7
SCHG Schwab Dow Jones U.S. Large Cap Growth +8.5% +6.5% 13.7 % 8
VOO Vanguard S&P 500 +8.0% +3.4% 9.1 % 9
EFA iShares MSCI EAFE +7.6% +4.9% 9.1 % 10
VUG Vanguard U.S. LargeCap Growth +8.3% +6.2% 13.2 % 11
SPY SPDR S&P 500 Index +8.0% +3.4% 9.1 % 12
RSP Invesco S&P 500 Equal Weight +8.0% +2.8% 8.4 % 13
SCHF Schwab FTSE Developed Market Int'l Equity +7.6% +4.9% 9.2 % 14
QQQ PowerShares Nasdaq-100 Index +8.3% +6.9% 14.6 % 15
USMV iShares MSCI USA Minimum Volatility Index +8.2% +1.9% 7.9 % 16
ACWI iShares MSCI All-World ACWI Index +7.1% +4.5% 8.6 % 17
VV Vanguard MSCI U.S. Large Cap +7.8% +3.9% 9.4 % 18
XLK U.S. Technology Sector SPDR +8.3% +6.7% 15.3 % 19
IEFA iShares Core MSCI EAFE +7.6% +5.1% 9.6 % 20
VT Vanguard FTSE Global All Cap +6.9% +4.7% 8.7 % 21
ESGU iShares ESG MSCI USA ETF +7.9% +4.0% 9.8 % 22
SCHX Schwab Dow Jones U.S. Large-Cap +7.7% +3.9% 9.4 % 23
IWB iShares Russell 1000 Index Fund +7.6% +3.8% 9.2 % 24
IXUS iShares Core MSCI Total Int'l Stock +6.6% +5.6% 9.6 % 25
SCHB Schwab Dow Jones U.S. Broad Market +7.0% +4.2% 9.2 % 26
VTI Vanguard Total U.S. Stock Market +6.9% +4.3% 9.4 % 27
VXUS Vanguard MSCI All Country Ex-US Int'l +6.8% +5.5% 9.7 % 28
GLD SPDR Gold Shares +8.8% +2.7% 11.6 % 29
DGRO iShares Core Dividend Growth ETF +7.7% +1.0% 6.7 % 30
ITOT iShares Core S&P Total US Market +6.9% +4.3% 9.3 % 31
VIG Vanguard Dividend Appreciation +7.7% +0.8% 6.8 % 32
VGT Vanguard MSCI U.S. Technology +7.3% +7.5% 15.4 % 33
VEU Vanguard FTSE All-World ex-US +6.5% +5.5% 9.7 % 34
IAU iShares COMEX Gold Trust +8.8% +2.6% 11.7 % 35
GDX Market Vectors Gold Miners Equity Index +15.7% +3.7% 28.0 % 36
XLV U.S. Health Care Sector SPDR +9.1% +1.4% 11.2 % 37
VHT Vanguard MSCI U.S. Health Care +7.7% +3.4% 11.1 % 38
SCZ iShares MSCI EAFE Small Cap Index +6.6% +5.2% 10.0 % 39
VTV Vanguard U.S. LargeCap Value +7.1% +1.3% 7.2 % 40
XLC U.S. Communication Services Sector SPDR +7.0% +5.6% 13.8 % 41
VO Vanguard CRSP U.S. Mid Cap +6.2% +5.0% 9.6 % 42
SCHD Schwab U.S. Dow Jones Dividend 100 +7.3% +0.9% 7.5 % 43
SDY SPDR S&P U.S. Dividend Aristocrats +7.3% +0.9% 7.4 % 44
IWP iShares Russell Midcap Growth +6.1% +8.5% 14.3 % 45
EFV iShares MSCI EAFE Value Index +6.1% +3.3% 9.1 % 46
IWD iShares Russell 1000 Value +6.5% +1.8% 8.1 % 47
IVE iShares S&P 500 Value Index Fund +6.5% +1.6% 7.6 % 48
IWR iShares Russell Midcap Index Fund +6.3% +4.7% 10.2 % 49
LQD iShares iBoxx Invest Grade Bond +4.5% +2.8% 5.2 % 50
EMB iShares JPM Emerg Markets Bond +5.1% +2.4% 5.4 % 51
PFF iShares S&P US Preferred Stock Index +3.9% +2.8% 4.3 % 52
VYM Vanguard High Dividend Yield Index +6.9% +1.0% 7.6 % 53
MTUM iShares MSCI USA Momentum Factor ETF +6.3% +6.7% 14.5 % 54
DIA SPDR Dow Jones Industrial Average +5.6% +1.6% 7.0 % 55
XLF U.S. Financial Sector SPDR +8.5% +0.7% 12.7 % 56
VWO Vanguard FTSE Emerging Markets +3.5% +7.3% 13.6 % 57
IEMG iShares Core MSCI Emerging Markets +3.8% +6.9% 13.7 % 58
VCIT Vanguard Interm Corp Bond (6-7yr) +2.8% +1.6% 3.4 % 59
IWS iShares Russell Midcap Value +6.4% +2.8% 10.0 % 60
SLV iShares Silver Trust +7.7% +2.8% 19.7 % 61
VXF Vanguard Extended Market ETF +2.2% +8.3% 13.7 % 62
BIV Vanguard Barclays Govt-Credit Mix +2.2% +1.4% 3.3 % 63
BND Vanguard Total Bond Market +1.9% +1.3% 2.7 % 64
VB Vanguard U.S. Small Cap +3.2% +6.0% 13.0 % 65
MUB iShares S&P National Muni Bond (2-3yr) +1.9% +1.1% 1.5 % 66
VLUE iShares MSCI USA Value Weighted Index Fund +5.5% +3.0% 10.2 % 67
XLE U.S. Energy Sector SPDR +4.5% +6.7% 25.9 % 68
VOE Vanguard CRSP U.S. Midcap Value +6.2% +2.4% 10.0 % 69
EEM iShares MSCI Emerging Markets +2.9% +6.8% 14.0 % 70
HYG iShares iBoxx High-Yield Corp Bond +2.4% +1.1% 3.0 % 71
IUSB iShares Core Total USD Bond Market +1.8% +1.2% 2.4 % 72
IEF iShares Barclays 7-10 Yr Treasury +1.7% +1.6% 3.8 % 73
DVY iShares DJ Select Dividend Index +6.8% +0.7% 9.5 % 74
AGG iShares Core Total US Bond +1.7% +1.2% 2.8 % 75
TIP iShares Barclays TIPS +3.3% +0.8% 4.7 % 76
GOVT iShares Barclays US Treasury (5-6yr) +1.6% +1.2% 2.7 % 77
SCHP Schwab Barclays Capital U.S. TIPS (7-8yr) +3.3% +0.8% 4.6 % 78
VBK Vanguard U.S. Small Cap Growth +0.6% +8.6% 14.0 % 79
VBR Vanguard U.S. SmallCap Value +5.0% +4.3% 14.4 % 80
XLI U.S. Industrials Sector SPDR +7.3% +0.2% 11.2 % 81
IJH iShares Core S&P MidCap 400 Index +4.3% +2.8% 11.1 % 82
BNDX Vanguard Total International Bond +0.5% +1.2% 2.3 % 83
MDY S&P MidCap 400 SPDRs +4.3% +2.9% 11.2 % 84
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +1.1% +0.4% 1.1 % 85
XLY U.S. Consumer Discret Sector SPDR +4.0% +3.2% 12.1 % 86
SCHA Schwab Dow Jones U.S. Small-Cap +1.0% +7.2% 14.5 % 87
IGSB iShares Barclays 1-3 Year Credit (2yr) +1.0% +0.3% 1.1 % 88
BSV Vanguard Short-Term Bond +0.6% +0.2% 0.8 % 89
VTIP Vanguard Sh-Tm 0-5 yr Inflation Protected +1.6% +0.2% 2.4 % 90
JPST JPMorgan Ultra-Short Income ETF +0.2% +0.1% 0.3 % 91
IWN iShares Russell 2000 Value +1.7% +6.4% 18.0 % 92
MBB iShares Barclays MBS Bond Fund (2yr) +0.2% +0.3% 1.4 % 93
MINT PIMCO Enhanced Short-Maturity Active ETF +0.2% +0.1% 0.3 % 94
SHY iShares 1-3 Year Treasury Bond ETF +0.1% +0.0% 0.4 % 95
VMBS Vanguard Mortgage-Backed Bonds +0.1% +0.1% 1.0 % 96
SHV Barclays Short-Term Treasury +0.0% +0.0% 0.1 % 97
IWM iShares Russell 2000 Index Fund -0.5% +7.6% 15.5 % 98
ARKK ARK Innovation ETF -8.3% +16.7% 30.8 % 99
IJR iShares Core S&P SmallCap 600 Index +0.0% +5.3% 16.9 % 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: May 14, 2021