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: Oct 21, 2021
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
IWS iShares Russell Midcap Value +5.2% +3.9% 12.4 % 1
VYM Vanguard High Dividend Yield Index +4.2% +3.6% 12.2 % 2
VOE Vanguard CRSP U.S. Midcap Value +5.7% +3.6% 12.8 % 3
IWN iShares Russell 2000 Value +6.7% +3.9% 14.2 % 4
DVY iShares DJ Select Dividend Index +5.2% +3.5% 12.7 % 5
IWD iShares Russell 1000 Value +4.2% +3.2% 12.5 % 6
VTV Vanguard U.S. LargeCap Value +3.9% +3.6% 12.7 % 7
VBR Vanguard U.S. SmallCap Value +6.1% +4.1% 14.5 % 8
VO Vanguard CRSP U.S. Mid Cap +5.7% +3.1% 13.9 % 9
XLY U.S. Consumer Discret Sector SPDR +5.7% +5.0% 15.4 % 10
IWR iShares Russell Midcap Index Fund +4.9% +3.0% 13.7 % 11
RSP Invesco S&P 500 Equal Weight +4.6% +2.9% 12.9 % 12
XLF U.S. Financial Sector SPDR +11.0% +5.4% 17.1 % 13
MDY S&P MidCap 400 SPDRs +4.8% +3.3% 14.2 % 14
SCHD Schwab U.S. Dow Jones Dividend 100 +3.4% +3.3% 12.6 % 15
IJH iShares Core S&P MidCap 400 Index +4.8% +3.3% 14.2 % 16
IVE iShares S&P 500 Value Index Fund +3.9% +3.0% 12.7 % 17
XLE U.S. Energy Sector SPDR +19.8% +13.6% 23.0 % 18
DGRO iShares Core Dividend Growth ETF +3.2% +3.1% 12.7 % 19
SDY SPDR S&P U.S. Dividend Aristocrats +1.3% +3.5% 12.0 % 20
IJR iShares Core S&P SmallCap 600 Index +5.0% +2.6% 15.6 % 21
MTUM iShares MSCI USA Momentum Factor ETF +7.1% +2.4% 16.4 % 22
VB Vanguard U.S. Small Cap +4.8% +2.3% 14.4 % 23
VIG Vanguard Dividend Appreciation +2.7% +3.2% 13.6 % 24
IWB iShares Russell 1000 Index Fund +3.5% +2.5% 14.4 % 25
SCHB Schwab Dow Jones U.S. Broad Market +3.5% +2.4% 14.3 % 26
VLUE iShares MSCI USA Value Weighted Index Fund +2.3% +2.7% 13.3 % 27
VTI Vanguard Total U.S. Stock Market +3.6% +2.4% 14.7 % 28
IVV iShares Core S&P 500 ETF +3.5% +2.4% 14.4 % 29
SCHX Schwab Dow Jones U.S. Large-Cap +3.4% +2.4% 14.4 % 30
VV Vanguard MSCI U.S. Large Cap +3.5% +2.5% 14.8 % 31
VOO Vanguard S&P 500 +3.5% +2.3% 14.3 % 32
USMV iShares MSCI USA Minimum Volatility Index +1.6% +1.9% 12.1 % 33
XLI U.S. Industrials Sector SPDR +1.1% +3.8% 14.2 % 34
VXF Vanguard Extended Market ETF +3.8% +2.4% 16.2 % 35
ITOT iShares Core S&P Total US Market +3.5% +2.3% 14.5 % 36
SPY SPDR S&P 500 Index +3.4% +2.3% 14.4 % 37
VTIP Vanguard Sh-Tm 0-5 yr Inflation Protected +1.0% +0.7% 1.4 % 38
DIA SPDR Dow Jones Industrial Average +2.0% +2.5% 13.9 % 39
SCHA Schwab Dow Jones U.S. Small-Cap +4.5% +1.8% 15.6 % 40
VNQ Vanguard MSCI U.S. REIT +3.2% +2.4% 15.1 % 41
IWM iShares Russell 2000 Index Fund +4.1% +1.7% 15.9 % 42
ESGU iShares ESG MSCI USA ETF +3.2% +2.3% 14.4 % 43
EFV iShares MSCI EAFE Value Index +1.3% +0.4% 10.9 % 44
SCHP Schwab Barclays Capital U.S. TIPS (7-8yr) +0.8% +0.6% 3.3 % 45
ACWI iShares MSCI All-World ACWI Index +2.4% +1.6% 13.0 % 46
VT Vanguard FTSE Global All Cap +2.4% +1.3% 12.8 % 47
SHV Barclays Short-Term Treasury +0.0% +0.0% 0.1 % 48
PFF iShares S&P US Preferred Stock Index +1.1% +0.1% 7.7 % 49
JPST JPMorgan Ultra-Short Income ETF +0.0% -0.1% 0.5 % 50
QUAL iShares MSCI USA Quality Factor ETF +2.2% +2.5% 15.4 % 51
TIP iShares Barclays TIPS +0.7% +0.6% 3.3 % 52
MINT PIMCO Enhanced Short-Maturity Active ETF -0.1% -0.1% 0.2 % 53
IWP iShares Russell Midcap Growth +4.5% +1.5% 19.3 % 54
VGT Vanguard MSCI U.S. Technology +3.6% +1.7% 20.2 % 55
SHY iShares 1-3 Year Treasury Bond ETF -0.4% -0.3% 0.7 % 56
IAU iShares COMEX Gold Trust -1.0% +2.0% 12.5 % 57
SCHG Schwab Dow Jones U.S. Large Cap Growth +3.3% +2.0% 19.2 % 58
IVW iShares S&P 500 Growth Index Fund +3.1% +1.9% 17.6 % 59
GLD SPDR Gold Shares -1.1% +2.0% 12.6 % 60
IGSB iShares Barclays 1-3 Year Credit (2yr) -0.8% -0.6% 1.3 % 61
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) -0.7% -0.7% 1.4 % 62
VXUS Vanguard MSCI All Country Ex-US Int'l +0.9% -0.1% 12.6 % 63
BSV Vanguard Short-Term Bond -0.9% -0.6% 1.3 % 64
VMBS Vanguard Mortgage-Backed Bonds -0.8% -0.5% 1.9 % 65
VGK Vanguard Europe +1.6% +0.0% 13.7 % 66
IXUS iShares Core MSCI Total Int'l Stock +0.9% -0.1% 12.7 % 67
MBB iShares Barclays MBS Bond Fund (2yr) -0.9% -0.6% 1.8 % 68
VUG Vanguard U.S. LargeCap Growth +3.1% +1.6% 18.4 % 69
IWF iShares Russell 1000 Growth +2.8% +1.7% 18.2 % 70
HYG iShares iBoxx High-Yield Corp Bond -0.1% -0.8% 3.9 % 71
VWO Vanguard FTSE Emerging Markets +0.9% +1.9% 14.4 % 72
VBK Vanguard U.S. Small Cap Growth +3.3% +0.0% 17.9 % 73
EFA iShares MSCI EAFE +1.0% -1.3% 12.7 % 74
VEA Vanguard FTSE Developed Ex North America +1.0% -0.9% 12.9 % 75
IEFA iShares Core MSCI EAFE +1.0% -1.5% 12.6 % 76
XLK U.S. Technology Sector SPDR +3.1% +1.5% 19.9 % 77
QQQ PowerShares Nasdaq-100 Index +2.6% +1.2% 17.8 % 78
VEU Vanguard FTSE All-World ex-US +0.8% -0.2% 12.9 % 79
SCHF Schwab FTSE Developed Market Int'l Equity +0.8% -1.0% 12.6 % 80
GDX Market Vectors Gold Miners Equity Index -1.3% +9.5% 20.7 % 81
MUB iShares S&P National Muni Bond (2-3yr) -1.6% -1.0% 1.9 % 82
IUSB iShares Core Total USD Bond Market -1.5% -1.4% 3.1 % 83
BNDX Vanguard Total International Bond -2.0% -1.2% 3.0 % 84
SCZ iShares MSCI EAFE Small Cap Index +1.6% -2.5% 14.2 % 85
AGG iShares Core Total US Bond -1.6% -1.4% 3.4 % 86
BND Vanguard Total Bond Market -1.6% -1.4% 3.5 % 87
EEM iShares MSCI Emerging Markets -0.7% +1.5% 15.4 % 88
SLV iShares Silver Trust -4.3% +6.9% 25.8 % 89
GOVT iShares Barclays US Treasury (5-6yr) -1.9% -1.5% 3.9 % 90
IEMG iShares Core MSCI Emerging Markets -0.7% +1.3% 15.5 % 91
VCIT Vanguard Interm Corp Bond (6-7yr) -2.1% -1.8% 3.8 % 92
BIV Vanguard Barclays Govt-Credit Mix -2.4% -1.7% 3.5 % 93
EMB iShares JPM Emerg Markets Bond -2.3% -1.8% 5.0 % 94
LQD iShares iBoxx Invest Grade Bond -2.4% -2.4% 6.9 % 95
XLV U.S. Health Care Sector SPDR +0.1% -1.0% 16.1 % 96
XLC U.S. Communication Services Sector SPDR -1.5% +0.4% 17.8 % 97
VHT Vanguard MSCI U.S. Health Care -0.1% -1.5% 15.6 % 98
TLT iShares Barclays Long-Term Treasury -3.6% -3.8% 13.4 % 99
ARKK ARK Innovation ETF -2.3% +0.3% 29.8 % 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: Jul 12, 2021