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: May 24, 2022
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
SHV Barclays Short-Term Treasury +0.0% +0.1% 0.3 % 1
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +0.0% +0.0% 0.2 % 2
SHY iShares 1-3 Year Treasury Bond ETF -1.0% +0.3% 2.2 % 3
VTIP Vanguard Sh-Tm 0-5 yr Inflation Protected +0.1% +0.1% 4.4 % 4
JPST JPMorgan Ultra-Short Income ETF -0.2% +0.0% 0.7 % 5
DVY iShares DJ Select Dividend Index +5.3% +0.7% 23.0 % 6
BSV Vanguard Short-Term Bond -1.7% +0.3% 3.8 % 7
MINT PIMCO Enhanced Short-Maturity Active ETF -1.1% -0.1% 1.0 % 8
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) -2.2% +0.1% 3.5 % 9
IGSB iShares Barclays 1-3 Year Credit (2yr) -2.2% +0.0% 3.5 % 10
MBB iShares Barclays MBS Bond Fund (2yr) -3.8% +0.6% 7.7 % 11
XLV U.S. Health Care Sector SPDR +4.1% -0.7% 22.6 % 12
VMBS Vanguard Mortgage-Backed Bonds -4.2% +0.4% 7.8 % 13
SCHD Schwab U.S. Dow Jones Dividend 100 +1.2% -0.6% 25.1 % 14
EFV iShares MSCI EAFE Value Index -4.2% +3.7% 22.3 % 15
VYM Vanguard High Dividend Yield Index +0.9% -0.6% 25.3 % 16
VHT Vanguard MSCI U.S. Health Care +2.0% -1.6% 24.4 % 17
SDY SPDR S&P U.S. Dividend Aristocrats +2.4% -1.8% 24.3 % 18
MUB iShares S&P National Muni Bond (2-3yr) -5.0% -0.1% 4.2 % 19
GOVT iShares Barclays US Treasury (5-6yr) -4.5% -0.2% 7.4 % 20
AGG iShares Core Total US Bond -4.7% -0.2% 7.7 % 21
XLE U.S. Energy Sector SPDR +25.7% +14.2% 44.9 % 22
IUSB iShares Core Total USD Bond Market -4.9% -0.4% 7.1 % 23
IEF iShares Barclays 7-10 Yr Treasury -5.6% +0.1% 9.7 % 24
VTEB Vanguard Tax Exempt Bond ETF -5.4% -0.3% 4.2 % 25
TIP iShares Barclays TIPS -3.1% -1.5% 10.6 % 26
BND Vanguard Total Bond Market -5.0% -0.2% 7.7 % 27
BIV Vanguard Barclays Govt-Credit Mix -5.4% -0.2% 7.4 % 28
VTV Vanguard U.S. LargeCap Value +0.0% -1.8% 25.6 % 29
IAU iShares COMEX Gold Trust -2.3% -1.7% 14.7 % 30
SCHP Schwab Barclays Capital U.S. TIPS (7-8yr) -3.1% -1.5% 10.5 % 31
GLD SPDR Gold Shares -2.3% -1.8% 14.6 % 32
BNDX Vanguard Total International Bond -4.8% -1.2% 5.4 % 33
USMV iShares MSCI USA Minimum Volatility Index +0.1% -3.9% 25.9 % 34
VCIT Vanguard Interm Corp Bond (6-7yr) -6.2% -0.5% 8.1 % 35
IVE iShares S&P 500 Value Index Fund -1.3% -2.6% 25.9 % 36
SCHF Schwab FTSE Developed Market Int'l Equity -6.5% +0.8% 25.7 % 37
SPYV SPDR Portfolio S&P 500 Value -1.3% -2.5% 26.0 % 38
IWD iShares Russell 1000 Value -1.8% -2.5% 26.6 % 39
EFA iShares MSCI EAFE -6.8% +0.9% 25.7 % 40
VOE Vanguard CRSP U.S. Midcap Value -1.2% -3.5% 28.2 % 41
HYG iShares iBoxx High-Yield Corp Bond -5.4% -2.4% 11.5 % 42
VEA Vanguard FTSE Developed Ex North America -6.5% +0.6% 26.0 % 43
IEFA iShares Core MSCI EAFE -7.1% +0.6% 25.8 % 44
DGRO iShares Core Dividend Growth ETF -2.4% -2.5% 27.3 % 45
PFF iShares S&P US Preferred Stock Index -5.6% -2.0% 16.4 % 46
LQD iShares iBoxx Invest Grade Bond -6.7% -0.8% 11.8 % 47
DIA SPDR Dow Jones Industrial Average -3.2% -3.7% 26.9 % 48
VEU Vanguard FTSE All-World ex-US -8.4% +0.3% 25.3 % 49
IWS iShares Russell Midcap Value -2.6% -4.0% 29.6 % 50
VGK Vanguard Europe -7.2% +0.7% 28.0 % 51
VXUS Vanguard MSCI All Country Ex-US Int'l -8.2% +0.1% 25.4 % 52
VIG Vanguard Dividend Appreciation -3.3% -4.1% 28.3 % 53
XLI U.S. Industrials Sector SPDR -4.3% -5.3% 27.2 % 54
XLP U.S. Consumer Staples Sector SPDR -1.5% -6.4% 31.2 % 55
RSP Invesco S&P 500 Equal Weight -4.5% -4.6% 29.8 % 56
EMB iShares JPM Emerg Markets Bond -8.5% -1.8% 13.6 % 57
VBR Vanguard U.S. SmallCap Value -4.4% -4.2% 32.0 % 58
IXUS iShares Core MSCI Total Int'l Stock -8.6% -0.3% 25.9 % 59
IWN iShares Russell 2000 Value -4.9% -4.2% 31.2 % 60
SCZ iShares MSCI EAFE Small Cap Index -8.2% -1.0% 26.0 % 61
VNQ Vanguard MSCI U.S. REIT -2.7% -10.2% 32.7 % 62
TLT iShares Barclays Long-Term Treasury -12.6% -2.7% 22.4 % 63
VWO Vanguard FTSE Emerging Markets -13.7% -1.3% 25.9 % 64
VOO Vanguard S&P 500 -6.3% -5.3% 33.4 % 65
IJR iShares Core S&P SmallCap 600 Index -6.8% -4.5% 30.9 % 66
IVV iShares Core S&P 500 ETF -6.2% -5.3% 33.7 % 67
IEMG iShares Core MSCI Emerging Markets -13.3% -1.1% 27.0 % 68
MDY S&P MidCap 400 SPDRs -6.4% -5.4% 33.0 % 69
SPLG SPDR Portfolio Large Cap -6.3% -5.4% 33.5 % 70
VT Vanguard FTSE Global All Cap -7.7% -3.5% 30.1 % 71
ACWI iShares MSCI All-World ACWI Index -7.7% -3.6% 29.8 % 72
SPY SPDR S&P 500 Index -6.4% -5.3% 33.6 % 73
EEM iShares MSCI Emerging Markets -14.2% -1.0% 27.3 % 74
IJH iShares Core S&P MidCap 400 Index -6.4% -5.4% 33.2 % 75
IWR iShares Russell Midcap Index Fund -6.2% -6.2% 33.4 % 76
QUAL iShares MSCI USA Quality Factor ETF -6.0% -6.3% 35.3 % 77
XLF U.S. Financial Sector SPDR -11.2% -4.0% 30.3 % 78
IWB iShares Russell 1000 Index Fund -7.1% -5.9% 33.7 % 79
VO Vanguard CRSP U.S. Mid Cap -6.5% -6.6% 33.6 % 80
ESGU iShares ESG MSCI USA ETF -7.1% -5.7% 34.6 % 81
SCHX Schwab Dow Jones U.S. Large-Cap -7.1% -6.0% 34.0 % 82
ITOT iShares Core S&P Total US Market -7.2% -5.9% 34.2 % 83
SCHB Schwab Dow Jones U.S. Broad Market -7.2% -5.9% 34.3 % 84
VV Vanguard MSCI U.S. Large Cap -7.3% -6.0% 34.2 % 85
VTI Vanguard Total U.S. Stock Market -7.3% -6.0% 34.3 % 86
VB Vanguard U.S. Small Cap -7.4% -6.4% 35.6 % 87
XLK U.S. Technology Sector SPDR -10.1% -5.5% 44.8 % 88
IWM iShares Russell 2000 Index Fund -8.8% -6.5% 36.3 % 89
SCHA Schwab Dow Jones U.S. Small-Cap -8.7% -6.6% 36.3 % 90
IVW iShares S&P 500 Growth Index Fund -11.5% -8.4% 42.8 % 91
VXF Vanguard Extended Market ETF -11.9% -9.1% 40.8 % 92
IWF iShares Russell 1000 Growth -12.3% -9.4% 42.9 % 93
VBK Vanguard U.S. Small Cap Growth -11.9% -9.6% 43.7 % 94
VGT Vanguard MSCI U.S. Technology -11.8% -7.2% 46.3 % 95
QQQ PowerShares Nasdaq-100 Index -12.7% -9.4% 44.4 % 96
VUG Vanguard U.S. LargeCap Growth -13.6% -9.9% 44.1 % 97
SCHG Schwab Dow Jones U.S. Large Cap Growth -12.9% -9.9% 45.1 % 98
IWP iShares Russell Midcap Growth -13.7% -11.1% 45.0 % 99
XLY U.S. Consumer Discret Sector SPDR -18.3% -18.0% 47.1 % 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: Feb 14, 2022