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 29, 2020
  • through: Aug 14, 2020
ETFs: 99(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
XLY U.S. Consumer Discret Sector SPDR +24.6% +7.3% 12.3 % 1
RSP Invesco S&P 500 Equal Weight +22.1% +4.9% 10.9 % 2
VB Vanguard U.S. Small Cap +23.9% +5.8% 13.3 % 3
IJH iShares Core S&P MidCap 400 Index +23.9% +6.2% 14.0 % 4
MDY S&P MidCap 400 SPDRs +23.8% +6.2% 14.0 % 5
VBR Vanguard U.S. SmallCap Value +27.0% +7.5% 17.2 % 6
IWM iShares Russell 2000 Index Fund +26.0% +7.2% 16.7 % 7
IWS iShares Russell Midcap Value +23.0% +5.4% 12.8 % 8
IJR iShares Core S&P SmallCap 600 Index +29.2% +8.3% 18.8 % 9
IWR iShares Russell Midcap Index Fund +21.7% +4.6% 10.9 % 10
SCHB Schwab Dow Jones U.S. Broad Market +19.6% +4.8% 10.7 % 11
VO Vanguard CRSP U.S. Mid Cap +21.1% +4.0% 10.6 % 12
VTI Vanguard Total U.S. Stock Market +19.4% +4.8% 11.0 % 13
ITOT iShares Core S&P Total US Market +19.6% +4.8% 11.6 % 14
VGT Vanguard MSCI U.S. Technology +22.8% +6.5% 24.4 % 15
SCHG Schwab Dow Jones U.S. Large Cap Growth +21.7% +5.7% 17.3 % 16
IWV iShares Russell 3000 Index Fund +19.3% +4.8% 11.2 % 17
XLK U.S. Technology Sector SPDR +22.2% +6.6% 24.6 % 18
IEMG iShares Core MSCI Emerging Markets +24.1% +3.8% 16.1 % 19
SCHD Schwab U.S. Dow Jones Dividend 100 +16.9% +7.6% 11.8 % 20
IVW iShares S&P 500 Growth Index Fund +20.8% +5.6% 16.8 % 21
VUG Vanguard U.S. LargeCap Growth +22.0% +5.6% 18.9 % 22
VOO Vanguard S&P 500 +18.3% +4.7% 11.0 % 23
XLF U.S. Financial Sector SPDR +20.4% +5.1% 16.1 % 24
IWF iShares Russell 1000 Growth +21.3% +5.7% 19.9 % 25
DIA SPDR Dow Jones Industrial Average +18.5% +4.9% 11.5 % 26
SCHX Schwab Dow Jones U.S. Large-Cap +19.0% +4.7% 11.2 % 27
DGRO iShares Core Dividend Growth ETF +16.9% +4.4% 10.0 % 28
QQQ PowerShares Nasdaq-100 Index +22.1% +4.9% 23.2 % 29
VT Vanguard FTSE Global All Cap +20.1% +4.1% 11.7 % 30
IVV iShares Core S&P 500 ETF +18.3% +4.7% 11.1 % 31
SPY SPDR S&P 500 Index +18.2% +4.7% 11.0 % 32
IWB iShares Russell 1000 Index Fund +19.0% +4.6% 11.5 % 33
VIG Vanguard Dividend Appreciation +16.0% +4.3% 8.5 % 34
EEM iShares MSCI Emerging Markets +23.5% +3.4% 16.4 % 35
VV Vanguard MSCI U.S. Large Cap +18.7% +4.6% 11.3 % 36
VBK Vanguard U.S. Small Cap Growth +20.8% +3.9% 14.7 % 37
ACWI iShares MSCI All-World ACWI Index +19.4% +3.8% 11.7 % 38
SDY SPDR S&P U.S. Dividend Aristocrats +19.3% +4.4% 14.7 % 39
XLP U.S. Consumer Staples Sector SPDR +12.7% +4.2% 9.3 % 40
FVD First Trust U.S. Value Line Dividend +17.2% +3.3% 10.6 % 41
SPLV Invesco S&P 500 Low Volatility ETF +14.9% +3.4% 8.3 % 42
QUAL iShares MSCI USA Quality Factor ETF +15.4% +4.1% 10.9 % 43
VWO Vanguard FTSE Emerging Markets +22.7% +2.8% 16.1 % 44
IXUS iShares Core MSCI Total Int'l Stock +20.7% +2.9% 14.6 % 45
VXUS Vanguard MSCI All Country Ex-US Int'l +20.7% +3.0% 14.9 % 46
IWD iShares Russell 1000 Value +16.4% +3.6% 11.0 % 47
VEA Vanguard FTSE Developed Ex North America +20.1% +3.2% 15.8 % 48
PFF iShares S&P US Preferred Stock Index +10.3% +3.4% 4.7 % 49
VEU Vanguard FTSE All-World ex-US +20.5% +2.8% 15.3 % 50
VTV Vanguard U.S. LargeCap Value +14.6% +3.4% 10.9 % 51
SCHF Schwab FTSE Developed Market Int'l Equity +19.8% +2.8% 15.6 % 52
VGK Vanguard Europe +22.6% +2.1% 17.4 % 53
EMB iShares JPM Emerg Markets Bond +11.9% +2.7% 5.1 % 54
VYM Vanguard High Dividend Yield Index +13.2% +3.0% 10.7 % 55
XLC U.S. Communication Services Sector SPDR +17.0% +4.2% 16.0 % 56
IVE iShares S&P 500 Value Index Fund +14.6% +3.4% 11.1 % 57
USMV iShares MSCI USA Minimum Volatility Index +11.0% +2.1% 8.4 % 58
GLD SPDR Gold Shares +11.4% +7.3% 26.8 % 59
IWP iShares Russell Midcap Growth +19.3% +3.3% 17.4 % 60
DVY iShares DJ Select Dividend Index +15.9% +3.8% 15.6 % 61
IEFA iShares Core MSCI EAFE +19.4% +2.4% 16.4 % 62
IAU iShares COMEX Gold Trust +11.3% +7.3% 26.9 % 63
MUB iShares S&P National Muni Bond (2-3yr) +3.5% +0.8% 1.4 % 64
JNK SPDR Barcap High-Yield Junk Bond +9.0% +1.1% 5.6 % 65
HYG iShares iBoxx High-Yield Corp Bond +8.1% +1.1% 5.3 % 66
VNQ Vanguard MSCI U.S. REIT +19.1% +3.2% 17.8 % 67
IGSB iShares Barclays 1-3 Year Credit (2yr) +2.6% +0.2% 0.9 % 68
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +2.6% +0.3% 1.0 % 69
TIP iShares Barclays TIPS +3.1% +0.7% 2.7 % 70
MINT PIMCO Enhanced Short-Maturity Active ETF +1.3% +0.2% 0.2 % 71
SCHP Schwab Barclays Capital U.S. TIPS (7-8yr) +3.1% +0.7% 2.8 % 72
EFA iShares MSCI EAFE +19.1% +2.0% 16.7 % 73
BSV Vanguard Short-Term Bond +0.8% +0.0% 0.8 % 74
MBB iShares Barclays MBS Bond Fund (2yr) +0.1% +0.1% 1.2 % 75
VCIT Vanguard Interm Corp Bond (6-7yr) +5.7% -0.1% 3.2 % 76
BNDX Vanguard Total International Bond +1.4% +0.0% 2.5 % 77
SHV Barclays Short-Term Treasury +0.0% +0.0% 0.1 % 78
BIV Vanguard Barclays Govt-Credit Mix +2.9% -0.1% 2.7 % 79
VGSH Vanguard Short-Term Gov't Bond (2yr) +0.0% +0.0% 0.4 % 80
VMBS Vanguard Mortgage-Backed Bonds +0.1% +0.2% 2.0 % 81
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +0.0% +0.0% 0.1 % 82
SHY iShares 1-3 Year Treasury Bond ETF +0.0% +0.0% 0.3 % 83
BND Vanguard Total Bond Market +1.7% -0.4% 2.6 % 84
AGG iShares Core Total US Bond +1.6% -0.4% 2.4 % 85
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +0.2% -0.1% 1.3 % 86
EFAV iShares MSCI EAFE Minimum Volatility +10.5% +1.6% 13.3 % 87
EWJ iShares MSCI Japan Index Fund +12.8% +3.0% 17.8 % 88
XLV U.S. Health Care Sector SPDR +6.8% +0.9% 11.5 % 89
LQD iShares iBoxx Invest Grade Bond +6.1% -1.2% 5.8 % 90
MTUM iShares MSCI USA Momentum Factor ETF +16.6% +2.6% 20.5 % 91
VHT Vanguard MSCI U.S. Health Care +7.5% +0.3% 12.4 % 92
XLE U.S. Energy Sector SPDR +7.5% +4.1% 33.8 % 93
IEF iShares Barclays 7-10 Yr Treasury -0.2% -0.4% 3.0 % 94
GOVT iShares Barclays US Treasury (5-6yr) -0.3% -0.5% 2.9 % 95
XLU U.S. Utilities Sector SPDR +11.1% +0.3% 17.8 % 96
GDX Market Vectors Gold Miners Equity Index +10.3% +2.6% 48.4 % 97
TLT iShares Barclays Long-Term Treasury -1.8% -2.0% 10.8 % 98
IBB iShares Nasdaq Biotechnology Index +0.9% -7.4% 24.5 % 99
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