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 Jun 28, 2019
  • through: Jul 22, 2019
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
EMB iShares JPM Emerg Markets Bond +5.2% +1.2% 4.5 % 1
BNDX Vanguard Total International Bond +4.1% +1.0% 2.7 % 2
VIG Vanguard Dividend Appreciation +5.3% +1.4% 7.6 % 3
MTUM iShares MSCI USA Momentum Factor ETF +9.7% +1.9% 9.6 % 4
LQD iShares iBoxx Invest Grade Bond +5.8% +0.7% 5.8 % 5
VCIT Vanguard Interm Corp Bond (6-7yr) +4.8% +0.6% 3.9 % 6
PFF iShares S&P US Preferred Stock Index +3.1% +1.1% 3.2 % 7
IWP iShares Russell Midcap Growth +4.8% +2.2% 9.4 % 8
GDX Market Vectors Gold Miners Equity Index +34.4% +11.8% 34.3 % 9
USMV iShares MSCI USA Minimum Volatility Index +7.5% +1.0% 8.4 % 10
DIA SPDR Dow Jones Industrial Average +3.1% +1.8% 6.6 % 11
EWZ iShares MSCI Brazil Index Fund +15.5% +4.1% 19.4 % 12
XLP U.S. Consumer Staples Sector SPDR +5.5% +1.5% 9.7 % 13
VUG Vanguard U.S. LargeCap Growth +4.1% +1.9% 9.6 % 14
SCHX Schwab Dow Jones U.S. Large-Cap +3.2% +1.4% 7.7 % 15
GLD SPDR Gold Shares +11.7% +1.9% 17.9 % 16
BND Vanguard Total Bond Market +3.8% +0.5% 3.2 % 17
VV Vanguard MSCI U.S. Large Cap +3.3% +1.4% 7.9 % 18
MUB iShares S&P National Muni Bond (2-3yr) +2.9% +0.7% 1.8 % 19
IAU iShares COMEX Gold Trust +11.6% +1.8% 17.5 % 20
XLK U.S. Technology Sector SPDR +5.0% +4.2% 12.7 % 21
TIP iShares Barclays TIPS +3.6% +0.5% 3.0 % 22
VGT Vanguard MSCI U.S. Technology +4.6% +4.1% 12.1 % 23
AGG iShares Core Total US Bond +3.7% +0.4% 3.1 % 24
IWB iShares Russell 1000 Index Fund +3.1% +1.4% 7.8 % 25
VOO Vanguard S&P 500 +3.2% +1.3% 7.8 % 26
XLY U.S. Consumer Discret Sector SPDR +3.2% +2.3% 9.0 % 27
BIV Vanguard Barclays Govt-Credit Mix +4.4% +0.3% 3.9 % 28
IWF iShares Russell 1000 Growth +4.0% +1.7% 9.8 % 29
IEF iShares Barclays 7-10 Yr Treasury +4.9% +0.3% 4.7 % 30
IVV iShares Core S&P 500 ETF +3.1% +1.4% 7.8 % 31
IVW iShares S&P 500 Growth Index Fund +4.1% +1.0% 8.6 % 32
XLF U.S. Financial Sector SPDR +3.2% +2.9% 10.3 % 33
SPY SPDR S&P 500 Index +3.1% +1.3% 7.9 % 34
ITOT iShares Core S&P Total US Market +3.0% +1.4% 8.1 % 35
VMBS Vanguard Mortgage-Backed Bonds +2.6% +0.6% 2.1 % 36
MBB iShares Barclays MBS Bond Fund (2yr) +2.7% +0.6% 2.1 % 37
GOVT iShares Barclays US Treasury (5-6yr) +3.6% +0.2% 3.6 % 38
TLT iShares Barclays Long-Term Treasury +8.5% +0.6% 10.5 % 39
IWV iShares Russell 3000 Index Fund +2.9% +1.3% 8.0 % 40
IVE iShares S&P 500 Value Index Fund +2.0% +1.5% 7.8 % 41
SCHB Schwab Dow Jones U.S. Broad Market +2.9% +1.2% 8.0 % 42
VBK Vanguard U.S. Small Cap Growth +3.5% +1.5% 11.8 % 43
VTI Vanguard Total U.S. Stock Market +3.0% +1.0% 8.1 % 44
EFAV iShares MSCI EAFE Minimum Volatility +3.6% +0.1% 6.3 % 45
VO Vanguard CRSP U.S. Mid Cap +2.9% +1.3% 8.8 % 46
VTV Vanguard U.S. LargeCap Value +2.4% +0.8% 6.9 % 47
QQQ PowerShares Nasdaq-100 Index +2.7% +2.3% 11.2 % 48
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +2.3% +0.3% 1.7 % 49
IGSB iShares Barclays 1-3 Year Credit (2yr) +2.2% +0.3% 1.9 % 50
IWR iShares Russell Midcap Index Fund +2.7% +1.1% 8.8 % 51
AMLP ALPS Alerian MLP Infrastructure Index +2.4% +3.7% 11.6 % 52
ACWI iShares MSCI All-World ACWI Index +1.6% +0.9% 7.1 % 53
QUAL iShares MSCI USA Quality Factor ETF +2.6% +0.9% 8.2 % 54
VT Vanguard FTSE Global All Cap +1.6% +0.9% 7.0 % 55
IWD iShares Russell 1000 Value +2.3% +0.7% 7.4 % 56
FLOT iShares Barclays Inv Gr Floating Rate +0.9% +0.4% 0.4 % 57
RSP Guggenheim S&P 500 Equal Weight +2.0% +1.0% 8.2 % 58
BSV Vanguard Short-Term Bond +2.1% +0.1% 1.8 % 59
MINT PIMCO Enhanced Short-Maturity Active ETF +0.8% +0.3% 0.2 % 60
SHY iShares 1-3 Year Treasury Bond ETF +1.4% +0.0% 1.4 % 61
SPLV Invesco S&P 500 Low Volatility ETF +6.7% -0.3% 10.5 % 62
VHT Vanguard MSCI U.S. Health Care +7.2% -1.8% 10.4 % 63
XLV U.S. Health Care Sector SPDR +7.0% -2.3% 10.1 % 64
DVY iShares DJ Select Dividend Index +0.9% +0.6% 7.2 % 65
SHV Barclays Short-Term Treasury +0.7% +0.2% 0.3 % 66
FDN First Trust DJ Internet Index +2.5% +1.4% 13.1 % 67
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +0.6% +0.2% 0.2 % 68
HYG iShares iBoxx High-Yield Corp Bond +1.7% -0.1% 3.7 % 69
VOE Vanguard CRSP U.S. Midcap Value +1.5% +0.9% 8.8 % 70
JNK SPDR Barcap High-Yield Junk Bond +1.6% -0.2% 3.5 % 71
VYM Vanguard High Dividend Yield Index +1.2% +0.4% 7.1 % 72
SCHD Schwab U.S. Dow Jones Dividend 100 -0.1% +0.9% 7.3 % 73
XLU U.S. Utilities Sector SPDR +6.1% -1.2% 12.4 % 74
IXUS iShares Core MSCI Total Int'l Stock +0.0% +0.5% 6.5 % 75
EFA iShares MSCI EAFE +0.7% +0.3% 6.5 % 76
IEFA iShares Core MSCI EAFE +0.4% +0.4% 6.5 % 77
VXUS Vanguard MSCI All Country Ex-US Int'l -0.1% +0.4% 6.3 % 78
SCHF Schwab FTSE Developed Market Int'l Equity +0.3% +0.3% 6.1 % 79
VEA Vanguard FTSE Developed Ex North America +0.2% +0.3% 6.2 % 80
VEU Vanguard FTSE All-World ex-US +0.0% +0.4% 6.5 % 81
VB Vanguard U.S. Small Cap +1.1% +0.9% 10.8 % 82
VNQ Vanguard MSCI U.S. REIT +4.3% -2.3% 15.2 % 83
IWS iShares Russell Midcap Value +1.4% +0.3% 8.7 % 84
EWJ iShares MSCI Japan Index Fund +0.2% +0.5% 8.3 % 85
SCZ iShares MSCI EAFE Small Cap Index -1.2% +0.8% 8.6 % 86
VWO Vanguard FTSE Emerging Markets -1.7% +0.9% 9.5 % 87
VGK Vanguard Europe -0.1% -0.3% 7.4 % 88
SDY SPDR S&P U.S. Dividend Aristocrats +0.9% -0.3% 8.3 % 89
IJH iShares Core S&P MidCap 400 Index -0.1% +0.6% 10.6 % 90
MDY S&P MidCap 400 SPDRs -0.2% +0.5% 10.6 % 91
IEMG iShares Core MSCI Emerging Markets -2.4% +0.4% 9.9 % 92
XLI U.S. Industrials Sector SPDR -0.3% +0.6% 12.7 % 93
IWO iShares Russell 2000 Growth +1.4% -0.3% 14.1 % 94
EEM iShares MSCI Emerging Markets -2.4% +0.2% 9.3 % 95
VBR Vanguard U.S. SmallCap Value -1.2% +0.1% 10.7 % 96
IJR iShares Core S&P SmallCap 600 Index -1.6% +0.3% 12.2 % 97
IWM iShares Russell 2000 Index Fund -0.7% -0.2% 12.1 % 98
IWN iShares Russell 2000 Value -2.8% -1.0% 12.3 % 99
XLE U.S. Energy Sector SPDR -7.3% -0.8% 13.6 % 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