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 May 31, 2018
  • through: Jun 19, 2018
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
XLY U.S. Consumer Discret Sector SPDR +7.3% +6.3% 8.4 % 1
IWM iShares Russell 2000 Index Fund +8.2% +3.5% 9.0 % 2
IWN iShares Russell 2000 Value +8.1% +2.2% 8.6 % 3
VB Vanguard U.S. Small Cap +6.6% +2.7% 8.7 % 4
VBR Vanguard U.S. SmallCap Value +5.5% +1.7% 8.5 % 5
IJR iShares Core S&P SmallCap 600 Index +9.2% +3.3% 9.7 % 6
SCHA Schwab Dow Jones U.S. Small-Cap +7.1% +2.8% 9.0 % 7
QQQ PowerShares Nasdaq-100 Index +5.2% +4.7% 9.2 % 8
VBK Vanguard U.S. Small Cap Growth +7.8% +4.0% 9.7 % 9
IWO iShares Russell 2000 Growth +8.1% +4.7% 10.5 % 10
FDN First Trust DJ Internet Index +12.8% +8.3% 12.4 % 11
IWF iShares Russell 1000 Growth +4.2% +3.0% 9.1 % 12
PFF iShares S&P US Preferred Stock Index +1.6% +2.3% 2.3 % 13
VUG Vanguard U.S. LargeCap Growth +4.1% +3.1% 9.2 % 14
XLK U.S. Technology Sector SPDR +5.1% +3.2% 9.7 % 15
VNQ Vanguard MSCI U.S. REIT +6.3% +3.8% 10.9 % 16
IVW iShares S&P 500 Growth Index Fund +3.6% +2.7% 9.2 % 17
VGT Vanguard MSCI U.S. Technology +5.1% +3.3% 10.5 % 18
VTI Vanguard Total U.S. Stock Market +2.9% +1.6% 8.9 % 19
DVY iShares DJ Select Dividend Index +3.2% +0.9% 7.1 % 20
IJH iShares Core S&P MidCap 400 Index +4.2% +1.7% 9.3 % 21
SCHB Schwab Dow Jones U.S. Broad Market +2.8% +1.6% 8.8 % 22
IWV iShares Russell 3000 Index Fund +2.9% +1.6% 8.9 % 23
USMV iShares MSCI USA Minimum Volatility Index +1.8% +1.8% 7.7 % 24
MDY S&P MidCap 400 SPDRs +4.2% +1.6% 9.3 % 25
ITOT iShares Core S&P Total US Market +2.8% +1.6% 9.0 % 26
IWR iShares Russell Midcap Index Fund +2.6% +1.5% 8.8 % 27
IJK iShares S&P MidCap 400 Growth +3.4% +2.1% 9.6 % 28
HYG iShares iBoxx High-Yield Corp Bond +1.7% +1.0% 2.8 % 29
IWP iShares Russell Midcap Growth +3.3% +2.6% 10.1 % 30
TIP iShares Barclays TIPS +1.4% +1.2% 3.3 % 31
VHT Vanguard MSCI U.S. Health Care +2.8% +3.0% 10.2 % 32
IWB iShares Russell 1000 Index Fund +2.4% +1.4% 9.0 % 33
VO Vanguard CRSP U.S. Mid Cap +2.3% +1.7% 9.1 % 34
JNK SPDR Barcap High-Yield Junk Bond +1.3% +1.0% 3.0 % 35
SCHX Schwab Dow Jones U.S. Large-Cap +2.3% +1.4% 9.1 % 36
IEF iShares Barclays 7-10 Yr Treasury +0.6% +1.5% 5.8 % 37
VV Vanguard MSCI U.S. Large Cap +2.2% +1.4% 9.0 % 38
MUB iShares S&P National Muni Bond (2-3yr) +1.1% +0.8% 2.4 % 39
RSP Guggenheim S&P 500 Equal Weight +2.2% +1.3% 9.0 % 40
SPY SPDR S&P 500 Index +2.1% +1.2% 8.9 % 41
IVV iShares Core S&P 500 ETF +2.2% +1.3% 9.1 % 42
BNDX Vanguard Total International Bond +0.7% +0.7% 2.9 % 43
IBB iShares Nasdaq Biotechnology Index +1.4% +5.3% 11.2 % 44
VOO Vanguard S&P 500 +2.1% +1.3% 9.1 % 45
MBB iShares Barclays MBS Bond Fund (2yr) +0.6% +0.9% 3.7 % 46
IWS iShares Russell Midcap Value +1.9% +0.6% 8.7 % 47
FLOT iShares Barclays Inv Gr Floating Rate +0.6% +0.1% 0.4 % 48
MINT PIMCO Enhanced Short-Term Bond (0.6yr) +0.6% +0.2% 0.3 % 49
MTUM iShares MSCI USA Momentum Factor ETF +2.3% +1.7% 11.8 % 50
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.5% +0.2% 1.3 % 51
SDY SPDR S&P U.S. Dividend Aristocrats +1.4% +0.8% 8.8 % 52
SHV Barclays Short-Term Treasury +0.4% +0.2% 0.2 % 53
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.5% +0.3% 1.8 % 54
AGG iShares Core Total US Bond +0.3% +0.9% 3.6 % 55
BSV Vanguard Short-Tm Bond Mix +0.4% +0.4% 1.9 % 56
XLV U.S. Health Care Sector SPDR +1.2% +2.3% 10.9 % 57
SHY Barclays Low Duration Treasury (2-yr) +0.3% +0.3% 1.4 % 58
XLU U.S. Utilities Sector SPDR +1.9% +2.8% 14.6 % 59
BND Vanguard Total Bond Market +0.3% +0.9% 3.7 % 60
BIV Vanguard Barclays Govt-Credit Mix +0.2% +0.9% 4.4 % 61
VOE Vanguard CRSP U.S. Midcap Value +0.9% +0.5% 8.9 % 62
BKLN PowerShares S&P-LSTA Senior Loan +0.2% +0.0% 1.4 % 63
VCIT Vanguard Interm Corp Bond (6-7yr) +0.0% +0.7% 3.8 % 64
SCHD Schwab U.S. Dow Jones Dividend 100 +1.1% +1.0% 9.9 % 65
LQD iShares iBoxx Invest Grade Bond -0.3% +0.5% 4.3 % 66
AMLP ALPS Alerian MLP Infrastructure Index +11.0% -1.6% 17.9 % 67
VIG Vanguard Dividend Appreciation +0.8% +0.9% 10.1 % 68
GDX Market Vectors Gold Miners Equity Index +3.7% -1.3% 14.4 % 69
XLE U.S. Energy Sector SPDR +12.6% -4.6% 20.0 % 70
VYM Vanguard High Dividend Yield Index +0.6% -0.2% 9.3 % 71
XLP U.S. Consumer Staples Sector SPDR -2.1% +3.4% 12.6 % 72
EFAV iShares MSCI EAFE Minimum Volatility -1.0% -2.1% 7.5 % 73
EWJ iShares MSCI Japan Index Fund -1.2% -3.0% 8.3 % 74
VTV Vanguard U.S. LargeCap Value +0.5% -0.2% 9.9 % 75
IAU iShares COMEX Gold Trust -2.8% -1.5% 7.5 % 76
GLD SPDR Gold Shares -2.8% -1.4% 7.6 % 77
IVE iShares S&P 500 Value Index Fund +0.5% -0.5% 10.3 % 78
EMB iShares JPM Emerg Markets Bond (7-8yr) -3.7% -1.2% 4.9 % 79
IWD iShares Russell 1000 Value +0.3% -0.4% 9.9 % 80
DIA SPDR Dow Jones Industrial Average +0.4% -1.1% 12.2 % 81
VT Vanguard FTSE Global All Cap -0.3% -1.1% 10.1 % 82
ACWI iShares MSCI All-World ACWI Index -0.2% -1.1% 10.4 % 83
SCHF Schwab FTSE Developed Market Int'l Equity -1.5% -4.0% 11.8 % 84
SCZ iShares MSCI EAFE Small Cap Index -1.7% -3.1% 12.3 % 85
IEFA iShares Core MSCI EAFE -1.4% -3.9% 12.9 % 86
EFA iShares MSCI EAFE -1.5% -4.0% 12.8 % 87
VEA Vanguard FTSE Developed Ex North America -1.6% -4.1% 12.5 % 88
IXUS iShares Core MSCI Total Int'l Stock -3.2% -4.0% 12.0 % 89
VXUS Vanguard MSCI All Country Ex-US Int'l -3.3% -4.1% 12.2 % 90
VEU Vanguard FTSE All-World ex-US -3.4% -4.2% 11.9 % 91
VFH Vanguard MSCI U.S. Financials -3.2% -1.9% 16.4 % 92
VGK Vanguard Europe -1.5% -4.4% 15.7 % 93
XLI U.S. Industrials Sector SPDR -3.6% -3.9% 14.3 % 94
XLF U.S. Financial Sector SPDR -4.4% -2.4% 17.3 % 95
EZU iShares MSCI EMU Index Fund -2.5% -4.3% 18.3 % 96
VWO Vanguard FTSE Emerging Markets -9.5% -4.5% 14.8 % 97
EEM iShares MSCI Emerging Markets -10.2% -4.7% 15.5 % 98
IEMG iShares Core MSCI Emerging Markets -10.5% -5.3% 15.9 % 99
EWZ iShares MSCI Brazil Index Fund -24.3% -13.4% 40.5 % 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