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
SPYG SPDR Portfolio S&P 500 Growth +11.4% +4.9% 11.7 % 1
IVW iShares S&P 500 Growth Index Fund +11.4% +4.8% 11.8 % 2
VOO Vanguard S&P 500 +7.9% +3.7% 11.7 % 3
IWF iShares Russell 1000 Growth (SWLGX) +14.6% +6.8% 14.0 % 4
SPY SPDR S&P 500 Index +7.9% +3.7% 11.7 % 5
QQQ PowerShares Nasdaq-100 Index +19.9% +9.6% 16.1 % 6
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) +18.1% +8.6% 14.8 % 7
VV Vanguard MSCI U.S. Large Cap +8.1% +4.0% 12.0 % 8
IVV iShares Core S&P 500 ETF +7.9% +3.7% 11.8 % 9
VUG Vanguard U.S. LargeCap Growth (VIGRX) +16.1% +7.4% 14.7 % 10
SCHX Schwab Dow Jones U.S. Large-Cap +7.6% +4.0% 12.0 % 11
SPLG SPDR Portfolio Large Cap +7.9% +3.7% 11.8 % 12
QUAL iShares MSCI USA Quality Factor ETF +8.6% +4.2% 13.6 % 13
SCHB Schwab Dow Jones U.S. Broad Market +6.9% +4.1% 12.2 % 14
IWB iShares Russell 1000 Index Fund +7.3% +3.9% 12.0 % 15
XLK U.S. Technology Sector SPDR +19.6% +9.8% 20.8 % 16
ESGU iShares ESG MSCI USA ETF +7.5% +3.9% 12.2 % 17
VGT Vanguard MSCI U.S. Technology +18.3% +9.3% 20.0 % 18
XLY U.S. Consumer Discret Sector SPDR +11.4% +7.7% 17.1 % 19
ITOT iShares Core S&P Total US Market +6.8% +4.1% 12.4 % 20
VTI Vanguard Total U.S. Stock Market +6.8% +4.0% 12.3 % 21
ACWI iShares MSCI All-World ACWI Index +6.2% +2.1% 12.3 % 22
VT Vanguard FTSE Global All Cap +5.7% +2.0% 12.4 % 23
VIG Vanguard Dividend Appreciation +3.7% +0.4% 11.4 % 24
JEPI JPMorgan Equity Premium Income +3.9% -0.1% 7.5 % 25
SPYV SPDR Portfolio S&P 500 Value +4.0% +2.4% 12.6 % 26
BNDX Vanguard Total International Bond +2.6% +0.1% 5.0 % 27
IVE iShares S&P 500 Value Index Fund +3.9% +2.4% 12.7 % 28
VCIT Vanguard Interm Corp Bond (6-7yr) +2.8% -0.4% 5.5 % 29
EMB iShares JPM Emerg Markets Bond +2.1% +0.7% 6.1 % 30
LQD iShares iBoxx Invest Grade Bond +2.6% -0.1% 6.6 % 31
USFR WisdomTree Floating Rate Treasury ETF +1.3% +0.4% 0.5 % 32
HYG iShares iBoxx High-Yield Corp Bond +2.0% +0.6% 6.7 % 33
SHV Barclays Short-Term Treasury +1.2% +0.3% 0.3 % 34
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.2% +0.4% 0.4 % 35
DFAC Dimensional US Core Equity 2 ETF +3.2% +3.4% 14.2 % 36
IGSB iShares Barclays 1-3 Year Credit (2yr) +1.9% -0.4% 2.9 % 37
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +1.8% -0.4% 3.0 % 38
IAU iShares COMEX Gold Trust +8.2% -2.8% 11.8 % 39
VMBS Vanguard Mortgage-Backed Bonds +2.5% -0.5% 7.1 % 40
GLD SPDR Gold Shares +8.1% -2.9% 11.9 % 41
VTEB Vanguard Tax Exempt Bond ETF +1.9% -0.5% 3.8 % 42
MBB iShares Barclays MBS Bond Fund (2yr) +2.5% -0.5% 6.9 % 43
DIA SPDR Dow Jones Industrial Average +2.8% +0.2% 12.0 % 44
IUSB iShares Core Total USD Bond Market +2.3% -0.6% 5.4 % 45
BIV Vanguard Barclays Govt-Credit Mix +3.0% -1.1% 5.9 % 46
JPST JPMorgan Ultra-Short Income ETF +0.9% +0.0% 0.8 % 47
SCHO Schwab 1-3 Yr Treasury Bond +1.8% -0.6% 2.2 % 48
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) +2.9% -1.4% 5.6 % 49
VGSH Vanguard Short-Term Gov't Bond (2yr) +1.8% -0.6% 2.3 % 50
BSV Vanguard Short-Term Bond +2.1% -0.7% 3.1 % 51
BND Vanguard Total Bond Market +2.3% -0.7% 5.6 % 52
AGG iShares Core Total US Bond +2.3% -0.6% 5.6 % 53
SHY iShares 1-3 Year Treasury Bond ETF +1.7% -0.6% 2.2 % 54
GOVT iShares Barclays US Treasury (5-6yr) +2.4% -1.0% 5.2 % 55
IEF iShares Barclays 7-10 Yr Treasury +3.2% -1.5% 7.1 % 56
IEMG iShares Core MSCI Emerging Markets +3.4% +1.5% 16.2 % 57
MUB iShares S&P National Muni Bond (2-3yr) +1.6% -0.6% 4.3 % 58
VTIP Vanguard Sh-Tm 0-5 yr Inflation Protected +1.6% -0.8% 2.3 % 59
TIP iShares Barclays TIPS +2.0% -1.1% 4.3 % 60
EEM iShares MSCI Emerging Markets +2.9% +1.2% 17.2 % 61
SCHF Schwab FTSE Developed Market Int'l Equity +4.9% -0.9% 14.0 % 62
SPDW SPDR Portfolio Dev World Ex-US ETF +4.5% -0.9% 14.0 % 63
DGRO iShares Core Dividend Growth ETF +1.2% +0.1% 11.2 % 64
VEU Vanguard FTSE All-World ex-US +4.1% -0.7% 14.4 % 65
VHT Vanguard MSCI U.S. Health Care +2.7% -2.3% 11.0 % 66
EFA iShares MSCI EAFE +4.8% -1.4% 13.9 % 67
VXUS Vanguard MSCI All Country Ex-US Int'l +4.0% -0.7% 14.3 % 68
USMV iShares MSCI USA Minimum Volatility Index +2.4% -1.9% 8.3 % 69
IEFA iShares Core MSCI EAFE +4.4% -1.5% 13.7 % 70
VEA Vanguard FTSE Developed Ex North America +4.6% -1.1% 14.2 % 71
XLV U.S. Health Care Sector SPDR +2.5% -2.7% 10.4 % 72
IXUS iShares Core MSCI Total Int'l Stock +3.9% -0.8% 14.1 % 73
VTV Vanguard U.S. LargeCap Value -0.2% +0.1% 11.7 % 74
IWD iShares Russell 1000 Value +0.1% +0.7% 12.2 % 75
VXF Vanguard Extended Market ETF +0.8% +6.1% 19.7 % 76
TLT iShares Barclays Long-Term Treasury +1.5% -0.7% 11.4 % 77
VGK Vanguard Europe +3.6% -3.4% 13.8 % 78
XLP U.S. Consumer Staples Sector SPDR +1.8% -5.2% 10.0 % 79
IWM iShares Russell 2000 Index Fund -0.8% +5.9% 22.3 % 80
RSP Invesco S&P 500 Equal Weight (VADAX) -1.0% +1.0% 14.0 % 81
VB Vanguard U.S. Small Cap -1.4% +4.4% 19.6 % 82
VO Vanguard CRSP U.S. Mid Cap -1.0% +2.2% 14.7 % 83
SCHA Schwab Dow Jones U.S. Small-Cap -1.4% +5.0% 21.7 % 84
VWO Vanguard FTSE Emerging Markets +1.8% +0.4% 16.3 % 85
IWR iShares Russell Midcap Index Fund -1.1% +2.2% 15.3 % 86
SCHD Schwab U.S. Dow Jones Dividend 100 -3.7% +0.5% 12.9 % 87
IJR iShares Core S&P SmallCap 600 Index -2.6% +5.2% 24.5 % 88
MDY S&P MidCap 400 SPDRs -1.6% +3.3% 19.7 % 89
VBR Vanguard U.S. SmallCap Value -3.8% +4.2% 21.8 % 90
IJH iShares Core S&P MidCap 400 Index -1.7% +3.3% 19.9 % 91
VYM Vanguard High Dividend Yield Index -1.8% -0.5% 12.5 % 92
XLF U.S. Financial Sector SPDR -5.4% +2.0% 16.0 % 93
VOE Vanguard CRSP U.S. Midcap Value -3.6% +0.2% 15.3 % 94
EFV iShares MSCI EAFE Value Index +1.3% -1.9% 14.6 % 95
XLU U.S. Utilities Sector SPDR +0.6% -5.0% 13.1 % 96
VNQ Vanguard MSCI U.S. REIT -1.9% -0.4% 18.4 % 97
XLE U.S. Energy Sector SPDR -5.8% -0.3% 21.5 % 98
SDY SPDR S&P U.S. Dividend Aristocrats -1.9% -1.1% 16.1 % 99
DVY iShares DJ Select Dividend Index -5.5% -1.1% 14.8 % 100
through: Jun 06, 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: May 31, 2023