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 >=
  •  as of Jul 31, 2018
  • through: Aug 14, 2018
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
USMV iShares MSCI USA Minimum Volatility Index +6.6% +1.6% 6.0 % 1
VHT Vanguard MSCI U.S. Health Care +9.7% +2.7% 7.7 % 2
XLV U.S. Health Care Sector SPDR +9.6% +3.1% 8.2 % 3
SDY SPDR S&P U.S. Dividend Aristocrats +6.3% +2.4% 7.8 % 4
VIG Vanguard Dividend Appreciation +5.9% +1.6% 7.4 % 5
SCHD Schwab U.S. Dow Jones Dividend 100 +5.9% +1.9% 7.6 % 6
VTV Vanguard U.S. LargeCap Value +4.2% +1.9% 6.8 % 7
DVY iShares DJ Select Dividend Index +4.5% +1.8% 7.2 % 8
XLP U.S. Consumer Staples Sector SPDR +9.5% +1.3% 9.8 % 9
IJR iShares Core S&P SmallCap 600 Index +9.1% +2.2% 11.8 % 10
SCHX Schwab Dow Jones U.S. Large-Cap +5.3% +1.2% 7.3 % 11
IWV iShares Russell 3000 Index Fund +5.3% +1.1% 7.1 % 12
XLU U.S. Utilities Sector SPDR +7.8% +1.4% 9.8 % 13
ITOT iShares Core S&P Total US Market +5.3% +1.1% 7.1 % 14
IVV iShares Core S&P 500 ETF +5.3% +1.2% 7.4 % 15
SPY SPDR S&P 500 Index +5.2% +1.2% 7.2 % 16
VTI Vanguard Total U.S. Stock Market +5.4% +1.0% 7.4 % 17
AMLP ALPS Alerian MLP Infrastructure Index +10.1% +10.1% 18.2 % 18
VV Vanguard MSCI U.S. Large Cap +5.3% +1.1% 7.3 % 19
IWB iShares Russell 1000 Index Fund +5.2% +1.1% 7.3 % 20
SCHB Schwab Dow Jones U.S. Broad Market +5.3% +1.1% 7.4 % 21
VOO Vanguard S&P 500 +5.2% +1.2% 7.4 % 22
VYM Vanguard High Dividend Yield Index +3.3% +1.3% 6.5 % 23
IVE iShares S&P 500 Value Index Fund +3.3% +1.5% 6.5 % 24
IWD iShares Russell 1000 Value +2.9% +1.4% 6.5 % 25
VGT Vanguard MSCI U.S. Technology +7.1% +1.5% 13.8 % 26
IVW iShares S&P 500 Growth Index Fund +6.9% +0.9% 10.4 % 27
XLY U.S. Consumer Discret Sector SPDR +8.7% +0.2% 8.6 % 28
HYG iShares iBoxx High-Yield Corp Bond +2.1% +0.9% 1.7 % 29
IWN iShares Russell 2000 Value +5.4% +1.0% 8.7 % 30
JNK SPDR Barcap High-Yield Junk Bond +2.0% +0.9% 1.7 % 31
VBR Vanguard U.S. SmallCap Value +5.1% +1.3% 8.6 % 32
VNQ Vanguard MSCI U.S. REIT +8.4% +0.9% 11.8 % 33
IWF iShares Russell 1000 Growth +7.4% +0.8% 11.1 % 34
VCIT Vanguard Interm Corp Bond (6-7yr) +2.2% +0.6% 2.6 % 35
DIA SPDR Dow Jones Industrial Average +3.0% +0.9% 7.3 % 36
RSP Guggenheim S&P 500 Equal Weight +4.2% +0.8% 7.7 % 37
QQQ PowerShares Nasdaq-100 Index +8.3% +0.7% 13.0 % 38
IWS iShares Russell Midcap Value +3.4% +0.9% 7.5 % 39
VUG Vanguard U.S. LargeCap Growth +6.6% +0.4% 10.1 % 40
VB Vanguard U.S. Small Cap +5.7% +0.7% 10.5 % 41
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +1.1% +0.4% 0.9 % 42
BKLN PowerShares S&P-LSTA Senior Loan +0.9% +0.5% 1.2 % 43
IGSB iShares Barclays 1-3 Year Credit (2yr) +0.9% +0.5% 1.3 % 44
LQD iShares iBoxx Invest Grade Bond +2.1% +0.3% 3.5 % 45
BIV Vanguard Barclays Govt-Credit Mix +1.9% +0.3% 2.7 % 46
XLK U.S. Technology Sector SPDR +6.4% +0.6% 13.7 % 47
PFF iShares S&P US Preferred Stock Index +2.9% +0.1% 2.9 % 48
FLOT iShares Barclays Inv Gr Floating Rate +0.6% +0.3% 0.5 % 49
SCHA Schwab Dow Jones U.S. Small-Cap +5.5% +0.5% 10.9 % 50
MINT PIMCO Enhanced Short-Term Bond (0.6yr) +0.6% +0.2% 0.3 % 51
IWM iShares Russell 2000 Index Fund +6.0% +0.4% 11.4 % 52
BSV Vanguard Short-Tm Bond Mix +0.8% +0.2% 0.9 % 53
IWR iShares Russell Midcap Index Fund +4.1% +0.6% 8.9 % 54
IJH iShares Core S&P MidCap 400 Index +4.1% +0.5% 9.2 % 55
MDY S&P MidCap 400 SPDRs +4.1% +0.5% 9.3 % 56
BND Vanguard Total Bond Market +1.6% +0.1% 2.3 % 57
SHY Barclays Low Duration Treasury (2-yr) +0.6% +0.2% 0.6 % 58
MBB iShares Barclays MBS Bond Fund (2yr) +1.5% +0.1% 2.2 % 59
SHV Barclays Short-Term Treasury +0.5% +0.1% 0.2 % 60
IEF iShares Barclays 7-10 Yr Treasury +2.2% +0.1% 3.6 % 61
AGG iShares Core Total US Bond +1.6% +0.1% 2.3 % 62
VOE Vanguard CRSP U.S. Midcap Value +3.0% +0.5% 8.0 % 63
MUB iShares S&P National Muni Bond (2-3yr) +1.2% -0.1% 1.5 % 64
IBB iShares Nasdaq Biotechnology Index +10.1% -1.0% 14.9 % 65
VO Vanguard CRSP U.S. Mid Cap +3.9% +0.2% 8.6 % 66
BNDX Vanguard Total International Bond +1.0% -0.3% 2.1 % 67
XLI U.S. Industrials Sector SPDR +1.6% +2.0% 14.0 % 68
TIP iShares Barclays TIPS +1.4% -0.2% 3.0 % 69
VBK Vanguard U.S. Small Cap Growth +6.5% -0.1% 13.8 % 70
IWO iShares Russell 2000 Growth +6.5% -0.1% 14.9 % 71
VFH Vanguard MSCI U.S. Financials -0.1% +1.5% 10.4 % 72
IWP iShares Russell Midcap Growth +5.0% +0.3% 12.8 % 73
XLF U.S. Financial Sector SPDR -0.4% +1.7% 12.5 % 74
IJK iShares S&P MidCap 400 Growth +3.8% -0.2% 10.8 % 75
TLT iShares Barclays Long-Term Treasury +3.2% -1.3% 9.4 % 76
FDN First Trust DJ Internet Index +7.8% -3.7% 22.0 % 77
EMB iShares JPM Emerg Markets Bond (7-8yr) -0.3% -1.6% 6.5 % 78
MTUM iShares MSCI USA Momentum Factor ETF +3.7% +0.1% 11.8 % 79
VT Vanguard FTSE Global All Cap +0.2% -0.4% 7.5 % 80
ACWI iShares MSCI All-World ACWI Index +0.3% -0.4% 7.7 % 81
EFAV iShares MSCI EAFE Minimum Volatility -1.4% -1.1% 7.4 % 82
VEA Vanguard FTSE Developed Ex North America -4.9% -2.0% 9.5 % 83
SCHF Schwab FTSE Developed Market Int'l Equity -4.8% -1.9% 9.7 % 84
EFA iShares MSCI EAFE -5.0% -2.0% 9.6 % 85
EWJ iShares MSCI Japan Index Fund -5.2% -1.2% 9.6 % 86
IEFA iShares Core MSCI EAFE -5.0% -2.1% 9.6 % 87
IAU iShares COMEX Gold Trust -7.6% -2.6% 7.9 % 88
XLE U.S. Energy Sector SPDR -2.9% -0.8% 12.2 % 89
SCZ iShares MSCI EAFE Small Cap Index -6.4% -2.7% 8.6 % 90
VEU Vanguard FTSE All-World ex-US -5.1% -1.9% 10.8 % 91
VXUS Vanguard MSCI All Country Ex-US Int'l -5.3% -2.1% 10.5 % 92
GLD SPDR Gold Shares -7.7% -2.8% 8.2 % 93
IXUS iShares Core MSCI Total Int'l Stock -5.4% -2.1% 10.6 % 94
VGK Vanguard Europe -5.4% -2.7% 10.9 % 95
EZU iShares MSCI EMU Index Fund -6.8% -3.9% 12.6 % 96
VWO Vanguard FTSE Emerging Markets -7.0% -2.2% 16.1 % 97
IEMG iShares Core MSCI Emerging Markets -7.3% -2.7% 16.7 % 98
EEM iShares MSCI Emerging Markets -7.4% -2.7% 17.3 % 99
GDX Market Vectors Gold Miners Equity Index -11.2% -9.6% 17.5 % 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