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 >=
Factor Weights
ETF Screener factor weights chart
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
VEU Vanguard FTSE All-World ex-US +19.8% +10.0% 13.4 % 1
IXUS iShares Core MSCI Total Int'l Stock +19.7% +10.1% 13.7 % 2
VXUS Vanguard MSCI All Country Ex-US Int'l +19.5% +10.0% 13.2 % 3
EFV iShares MSCI EAFE Value Index +21.1% +8.9% 12.3 % 4
VWO Vanguard FTSE Emerging Markets +20.8% +10.6% 14.6 % 5
EFA iShares MSCI EAFE +20.1% +9.7% 13.8 % 6
EEM iShares MSCI Emerging Markets +23.5% +11.9% 16.2 % 7
IEFA iShares Core MSCI EAFE +20.1% +9.6% 13.9 % 8
SCHF Schwab FTSE Developed Market Int'l Equity +19.4% +9.7% 13.7 % 9
SPDW SPDR Portfolio Dev World Ex-US ETF +19.3% +10.0% 14.1 % 10
VGK Vanguard Europe +21.0% +9.9% 15.1 % 11
IEMG iShares Core MSCI Emerging Markets +22.4% +11.3% 16.3 % 12
VEA Vanguard FTSE Developed Ex North America +19.4% +9.9% 14.3 % 13
VT Vanguard FTSE Global All Cap +11.8% +9.0% 14.1 % 14
ACWI iShares MSCI All-World ACWI Index +11.6% +8.9% 14.2 % 15
IAU iShares COMEX Gold Trust +15.7% +6.8% 12.8 % 16
GLD SPDR Gold Shares +15.6% +6.7% 12.8 % 17
EMB iShares JPM Emerg Markets Bond +12.5% +5.0% 11.6 % 18
LQD iShares iBoxx Invest Grade Bond +10.2% +4.9% 10.4 % 19
VNQ Vanguard MSCI U.S. REIT +12.9% +11.1% 23.2 % 20
VCIT Vanguard Interm Corp Bond (6-7yr) +8.1% +3.9% 8.1 % 21
SPYV SPDR Portfolio S&P 500 Value +10.6% +8.0% 16.3 % 22
IJH iShares Core S&P MidCap 400 Index +10.1% +9.5% 16.8 % 23
VTEB Vanguard Tax Exempt Bond ETF +7.5% +2.6% 3.6 % 24
IVE iShares S&P 500 Value Index Fund +10.7% +8.0% 16.4 % 25
VB Vanguard U.S. Small Cap +9.1% +11.1% 17.6 % 26
RSP Invesco S&P 500 Equal Weight +10.4% +8.2% 16.5 % 27
XLK U.S. Technology Sector SPDR +9.1% +12.6% 22.1 % 28
SCHA Schwab Dow Jones U.S. Small-Cap +8.7% +11.8% 18.2 % 29
VMBS Vanguard Mortgage-Backed Bonds +7.2% +3.6% 8.5 % 30
MDY S&P MidCap 400 SPDRs +9.9% +9.5% 16.9 % 31
VGT Vanguard MSCI U.S. Technology +8.7% +13.2% 22.6 % 32
XLF U.S. Financial Sector SPDR +10.2% +7.2% 16.1 % 33
VBR Vanguard U.S. SmallCap Value +9.6% +9.2% 16.7 % 34
DFAC Dimensional US Core Equity 2 ETF +7.7% +7.9% 15.6 % 35
IWR iShares Russell Midcap Index Fund +9.8% +9.2% 17.3 % 36
VO Vanguard CRSP U.S. Mid Cap +10.0% +9.0% 17.4 % 37
VOE Vanguard CRSP U.S. Midcap Value +10.8% +7.5% 16.5 % 38
IJR iShares Core S&P SmallCap 600 Index +7.3% +9.9% 16.8 % 39
IWD iShares Russell 1000 Value +8.3% +6.0% 14.5 % 40
MBB iShares Barclays MBS Bond Fund (2yr) +6.9% +3.4% 9.0 % 41
QUAL iShares MSCI USA Quality Factor ETF +9.2% +8.2% 16.9 % 42
DVY iShares DJ Select Dividend Index +8.9% +3.8% 14.7 % 43
QQQ PowerShares Nasdaq-100 Index +6.9% +13.9% 20.9 % 44
VTI Vanguard Total U.S. Stock Market +6.9% +8.4% 16.2 % 45
MUB iShares S&P National Muni Bond (2-3yr) +6.8% +2.4% 3.8 % 46
ITOT iShares Core S&P Total US Market +7.1% +8.4% 16.3 % 47
DIA SPDR Dow Jones Industrial Average +7.2% +3.4% 14.1 % 48
TLT iShares Barclays Long-Term Treasury +11.4% +7.2% 20.4 % 49
IUSB iShares Core Total USD Bond Market +6.4% +3.2% 7.4 % 50
SCHB Schwab Dow Jones U.S. Broad Market +6.9% +8.4% 16.4 % 51
VTV Vanguard U.S. LargeCap Value +6.9% +3.2% 13.8 % 52
SPLG SPDR Portfolio Large Cap +6.8% +7.7% 16.0 % 53
XLI U.S. Industrials Sector SPDR +11.2% +3.8% 18.2 % 54
DGRO iShares Core Dividend Growth ETF +7.2% +3.1% 14.4 % 55
SCHX Schwab Dow Jones U.S. Large-Cap +6.8% +8.1% 16.2 % 56
IVV iShares Core S&P 500 ETF +6.7% +7.7% 15.9 % 57
HYG iShares iBoxx High-Yield Corp Bond +5.1% +4.9% 8.6 % 58
BND Vanguard Total Bond Market +6.1% +3.1% 7.6 % 59
IWB iShares Russell 1000 Index Fund +6.8% +8.1% 16.3 % 60
VOO Vanguard S&P 500 +6.7% +7.7% 15.9 % 61
AGG iShares Core Total US Bond +6.1% +3.1% 7.8 % 62
VV Vanguard MSCI U.S. Large Cap +6.7% +7.9% 16.0 % 63
IEF iShares Barclays 7-10 Yr Treasury +5.2% +3.5% 10.1 % 64
VUG Vanguard U.S. LargeCap Growth +6.2% +13.1% 20.3 % 65
IWM iShares Russell 2000 Index Fund +6.4% +11.2% 18.0 % 66
SPY SPDR S&P 500 Index +6.7% +7.7% 16.1 % 67
VIG Vanguard Dividend Appreciation +7.2% +3.1% 15.4 % 68
ESGU iShares ESG MSCI USA ETF +6.6% +7.9% 16.2 % 69
SDY SPDR S&P U.S. Dividend Aristocrats +7.2% +2.8% 16.2 % 70
SCHG Schwab Dow Jones U.S. Large Cap Growth +5.1% +12.6% 20.4 % 71
GOVT iShares Barclays US Treasury (5-6yr) +4.3% +2.4% 7.2 % 72
SCHP Schwab Barclays Capital U.S. TIPS (7-8yr) +3.6% +2.7% 7.1 % 73
IWF iShares Russell 1000 Growth +5.2% +10.4% 18.8 % 74
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) +3.8% +2.2% 6.6 % 75
IGSB iShares Barclays 1-3 Year Credit (2yr) +3.7% +1.5% 3.2 % 76
VYM Vanguard High Dividend Yield Index +6.6% +2.6% 14.0 % 77
TIP iShares Barclays TIPS +3.6% +2.7% 7.5 % 78
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +3.7% +1.5% 3.3 % 79
JEPI JPMorgan Equity Premium Income +6.0% +1.5% 10.7 % 80
BNDX Vanguard Total International Bond +2.4% +2.3% 6.6 % 81
BSV Vanguard Short-Term Bond +2.5% +1.1% 3.1 % 82
VGSH Vanguard Short-Term Gov't Bond (2yr) +1.4% +0.6% 2.1 % 83
JPST JPMorgan Ultra-Short Income ETF +1.4% +0.5% 0.5 % 84
SHY iShares 1-3 Year Treasury Bond ETF +1.4% +0.6% 2.2 % 85
SCHD Schwab U.S. Dow Jones Dividend 100 +6.5% +1.9% 15.1 % 86
VTIP Vanguard Sh-Tm 0-5 yr Inflation Protected +1.1% +0.9% 2.6 % 87
STIP iShares 0-5 Year TIPS +1.1% +0.9% 2.6 % 88
HDV iShares High Dividend Equity +4.8% +1.6% 13.9 % 89
USMV iShares MSCI USA Minimum Volatility Index +4.6% +1.3% 13.5 % 90
SHV Barclays Short-Term Treasury +1.0% +0.4% 0.3 % 91
USFR WisdomTree Floating Rate Treasury ETF +1.1% +0.4% 0.5 % 92
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.0% +0.3% 0.4 % 93
SPYG SPDR Portfolio S&P 500 Growth +2.7% +7.4% 16.3 % 94
IVW iShares S&P 500 Growth Index Fund +2.5% +7.4% 16.4 % 95
VHT Vanguard MSCI U.S. Health Care +2.2% -0.2% 12.2 % 96
XLV U.S. Health Care Sector SPDR +1.5% -1.5% 12.1 % 97
XLE U.S. Energy Sector SPDR +4.0% +6.1% 24.0 % 98
XLU U.S. Utilities Sector SPDR +6.7% -2.5% 17.0 % 99
XLP U.S. Consumer Staples Sector SPDR +2.6% -2.3% 16.2 % 100
through: Jan 27, 2023
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 30, 2022