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, 2019
  • through: Sep 20, 2019
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
EWJ iShares MSCI Japan Index Fund +4.6% +6.7% 9.7 % 1
XLU U.S. Utilities Sector SPDR +5.5% +3.6% 11.5 % 2
XLF U.S. Financial Sector SPDR +3.7% +5.4% 16.4 % 3
SPLV Invesco S&P 500 Low Volatility ETF +3.6% +1.9% 10.3 % 4
DVY iShares DJ Select Dividend Index +2.7% +4.0% 13.7 % 5
VNQ Vanguard MSCI U.S. REIT +4.6% +1.6% 11.8 % 6
VOE Vanguard CRSP U.S. Midcap Value +2.4% +4.3% 13.8 % 7
IVE iShares S&P 500 Value Index Fund +3.2% +4.0% 14.6 % 8
VYM Vanguard High Dividend Yield Index +2.0% +3.7% 12.4 % 9
SCHD Schwab U.S. Dow Jones Dividend 100 +3.1% +3.3% 14.3 % 10
USMV iShares MSCI USA Minimum Volatility Index +3.2% +0.9% 10.9 % 11
BNDX Vanguard Total International Bond +2.9% -0.1% 4.2 % 12
IWD iShares Russell 1000 Value +1.7% +4.1% 12.9 % 13
PFF iShares S&P US Preferred Stock Index +2.6% +0.3% 4.8 % 14
EMB iShares JPM Emerg Markets Bond +2.6% +0.8% 7.6 % 15
VIG Vanguard Dividend Appreciation +3.4% +1.5% 13.3 % 16
LQD iShares iBoxx Invest Grade Bond +3.7% -0.3% 7.5 % 17
SCZ iShares MSCI EAFE Small Cap Index +1.0% +4.2% 9.6 % 18
VTV Vanguard U.S. LargeCap Value +1.5% +3.9% 12.7 % 19
XLP U.S. Consumer Staples Sector SPDR +3.3% +0.1% 11.2 % 20
AGG iShares Core Total US Bond +2.3% -0.1% 4.6 % 21
IJR iShares Core S&P SmallCap 600 Index +3.0% +4.0% 20.3 % 22
SPY SPDR S&P 500 Index +1.9% +2.5% 13.7 % 23
HYG iShares iBoxx High-Yield Corp Bond +1.5% +1.0% 3.6 % 24
VCIT Vanguard Interm Corp Bond (6-7yr) +2.6% -0.3% 5.1 % 25
BND Vanguard Total Bond Market +2.4% -0.2% 4.7 % 26
SCHX Schwab Dow Jones U.S. Large-Cap +1.9% +2.5% 13.5 % 27
SCHF Schwab FTSE Developed Market Int'l Equity +0.3% +4.6% 9.3 % 28
IAU iShares COMEX Gold Trust +8.4% +1.2% 15.9 % 29
VMBS Vanguard Mortgage-Backed Bonds +1.6% +0.4% 2.2 % 30
GLD SPDR Gold Shares +8.3% +1.1% 15.8 % 31
IWS iShares Russell Midcap Value +1.7% +4.1% 14.4 % 32
IEF iShares Barclays 7-10 Yr Treasury +2.8% -0.7% 7.1 % 33
GOVT iShares Barclays US Treasury (5-6yr) +2.4% -0.5% 5.9 % 34
VEA Vanguard FTSE Developed Ex North America +0.3% +4.7% 9.5 % 35
SDY SPDR S&P U.S. Dividend Aristocrats +1.5% +3.2% 13.5 % 36
EFA iShares MSCI EAFE +0.3% +4.5% 9.5 % 37
VOO Vanguard S&P 500 +1.9% +2.5% 13.7 % 38
BIV Vanguard Barclays Govt-Credit Mix +2.4% -0.5% 5.4 % 39
VV Vanguard MSCI U.S. Large Cap +1.8% +2.4% 13.6 % 40
JNK SPDR Barcap High-Yield Junk Bond +1.3% +1.0% 3.7 % 41
IEFA iShares Core MSCI EAFE +0.4% +4.5% 9.7 % 42
SCHB Schwab Dow Jones U.S. Broad Market +1.7% +2.5% 13.7 % 43
IVV iShares Core S&P 500 ETF +1.9% +2.4% 13.8 % 44
IXUS iShares Core MSCI Total Int'l Stock -0.3% +4.5% 9.3 % 45
TIP iShares Barclays TIPS +1.8% -0.1% 6.1 % 46
VEU Vanguard FTSE All-World ex-US -0.4% +4.5% 9.7 % 47
MBB iShares Barclays MBS Bond Fund (2yr) +1.4% +0.2% 2.5 % 48
EFAV iShares MSCI EAFE Minimum Volatility +1.0% +2.2% 6.9 % 49
VXUS Vanguard MSCI All Country Ex-US Int'l -0.3% +4.5% 9.9 % 50
ITOT iShares Core S&P Total US Market +1.7% +2.4% 13.7 % 51
IWN iShares Russell 2000 Value +1.6% +5.4% 22.4 % 52
IWB iShares Russell 1000 Index Fund +1.8% +2.4% 13.8 % 53
VT Vanguard FTSE Global All Cap +0.9% +3.4% 11.8 % 54
MUB iShares S&P National Muni Bond (2-3yr) +1.6% -0.7% 2.8 % 55
IWV iShares Russell 3000 Index Fund +1.7% +2.4% 13.7 % 56
XLI U.S. Industrials Sector SPDR +1.5% +4.1% 16.8 % 57
VTI Vanguard Total U.S. Stock Market +1.4% +2.5% 13.6 % 58
IGSB iShares Barclays 1-3 Year Credit (2yr) +1.2% +0.1% 1.9 % 59
IWR iShares Russell Midcap Index Fund +1.2% +2.5% 13.1 % 60
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +1.2% +0.1% 2.0 % 61
IEMG iShares Core MSCI Emerging Markets -2.7% +4.8% 11.5 % 62
RSP Guggenheim S&P 500 Equal Weight +1.3% +3.3% 14.4 % 63
FLOT iShares Barclays Inv Gr Floating Rate +0.8% +0.4% 0.8 % 64
GDX Market Vectors Gold Miners Equity Index +13.8% +0.7% 39.4 % 65
DIA SPDR Dow Jones Industrial Average +1.4% +2.8% 14.2 % 66
EEM iShares MSCI Emerging Markets -2.7% +5.0% 11.7 % 67
VO Vanguard CRSP U.S. Mid Cap +1.3% +2.3% 13.1 % 68
MINT PIMCO Enhanced Short-Maturity Active ETF +0.7% +0.2% 0.2 % 69
ACWI iShares MSCI All-World ACWI Index +0.7% +3.2% 11.9 % 70
VUG Vanguard U.S. LargeCap Growth +2.1% +1.0% 15.7 % 71
VGK Vanguard Europe -0.9% +3.9% 10.1 % 72
VWO Vanguard FTSE Emerging Markets -2.0% +4.2% 11.4 % 73
XLK U.S. Technology Sector SPDR +2.8% +0.9% 19.6 % 74
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +0.5% +0.1% 0.2 % 75
TLT iShares Barclays Long-Term Treasury +8.6% -1.0% 18.0 % 76
SHV Barclays Short-Term Treasury +0.5% +0.1% 0.2 % 77
BSV Vanguard Short-Term Bond +0.8% -0.2% 1.9 % 78
VGT Vanguard MSCI U.S. Technology +2.4% +0.8% 19.1 % 79
SHY iShares 1-3 Year Treasury Bond ETF +0.4% -0.2% 1.6 % 80
IJH iShares Core S&P MidCap 400 Index +1.2% +3.0% 17.0 % 81
VBR Vanguard U.S. SmallCap Value +0.8% +4.2% 18.4 % 82
MDY S&P MidCap 400 SPDRs +1.2% +3.1% 16.9 % 83
VB Vanguard U.S. Small Cap +1.0% +2.6% 16.6 % 84
IWM iShares Russell 2000 Index Fund +1.0% +3.6% 20.5 % 85
QQQ PowerShares Nasdaq-100 Index +1.4% +1.5% 17.8 % 86
QUAL iShares MSCI USA Quality Factor ETF +0.8% +1.8% 14.8 % 87
IWF iShares Russell 1000 Growth +1.3% +0.7% 15.2 % 88
XLV U.S. Health Care Sector SPDR -1.4% +1.7% 12.4 % 89
XLE U.S. Energy Sector SPDR -2.7% +6.8% 22.3 % 90
IVW iShares S&P 500 Growth Index Fund +0.7% +1.2% 14.0 % 91
AMLP ALPS Alerian MLP Infrastructure Index -1.2% +4.1% 18.5 % 92
VHT Vanguard MSCI U.S. Health Care -1.4% +1.4% 13.0 % 93
XLY U.S. Consumer Discret Sector SPDR +1.1% +0.9% 16.8 % 94
VBK Vanguard U.S. Small Cap Growth +0.9% +0.8% 15.8 % 95
EWZ iShares MSCI Brazil Index Fund -4.9% +3.2% 26.3 % 96
IWO iShares Russell 2000 Growth -0.6% +1.7% 19.3 % 97
MTUM iShares MSCI USA Momentum Factor ETF +0.6% -0.2% 16.3 % 98
IWP iShares Russell Midcap Growth +0.3% -0.2% 15.1 % 99
FDN First Trust DJ Internet Index -4.8% +1.0% 15.9 % 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