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 >=
Factor Weights
ETF Screener factor weights chart
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
XLE U.S. Energy Sector SPDR +14.6% +1.4% 12.7 % 1
VWO Vanguard FTSE Emerging Markets +5.5% +1.3% 12.4 % 2
IAU iShares COMEX Gold Trust +15.9% +5.4% 17.7 % 3
GLD SPDR Gold Shares +15.8% +5.3% 17.8 % 4
IEMG iShares Core MSCI Emerging Markets +5.8% +0.4% 13.6 % 5
XLI U.S. Industrials Sector SPDR +8.5% -2.6% 11.3 % 6
EEM iShares MSCI Emerging Markets +5.9% +0.2% 13.9 % 7
USFR WisdomTree Floating Rate Treasury ETF +1.5% +0.5% 0.3 % 8
SGOV iShares 0-3 Month Treasury Bond ETF +1.3% +0.4% 0.2 % 9
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.3% +0.4% 0.3 % 10
JPST JPMorgan Ultra-Short Income ETF +1.2% +0.4% 0.5 % 11
SHV Barclays Short-Term Treasury +1.2% +0.4% 0.3 % 12
VEU Vanguard FTSE All-World ex-US +4.4% -1.7% 11.7 % 13
VGK Vanguard Europe +4.4% -1.4% 12.3 % 14
VTV Vanguard U.S. LargeCap Value +5.2% -3.0% 9.9 % 15
VXUS Vanguard MSCI All Country Ex-US Int'l +4.2% -1.6% 11.8 % 16
IXUS iShares Core MSCI Total Int'l Stock +4.2% -1.6% 11.9 % 17
COWZ Pacer US Cash Cows 100 ETF +7.4% -4.4% 10.1 % 18
IGSB iShares Barclays 1-3 Year Credit (2yr) +0.0% -0.6% 2.8 % 19
VGSH Vanguard Short-Term Gov't Bond (2yr) -0.2% -0.3% 2.0 % 20
ACWI iShares MSCI All-World ACWI Index +4.4% -2.5% 12.0 % 21
SHY iShares 1-3 Year Treasury Bond ETF -0.2% -0.4% 2.0 % 22
VYM Vanguard High Dividend Yield Index +4.5% -3.0% 10.1 % 23
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) -0.1% -0.6% 2.9 % 24
BSV Vanguard Short-Term Bond -0.5% -0.7% 2.8 % 25
IWD iShares Russell 1000 Value +4.8% -3.4% 10.8 % 26
EFA iShares MSCI EAFE +3.9% -2.4% 12.0 % 27
JEPI JPMorgan Equity Premium Income +2.3% -2.1% 8.7 % 28
SPYG SPDR Portfolio S&P 500 Growth +5.4% -2.2% 18.9 % 29
BNDX Vanguard Total International Bond -0.1% -1.3% 4.3 % 30
XLF U.S. Financial Sector SPDR +6.0% -3.1% 12.8 % 31
VV Vanguard MSCI U.S. Large Cap +4.7% -2.6% 13.0 % 32
SPLG SPDR Portfolio Large Cap +4.7% -2.8% 12.7 % 33
VT Vanguard FTSE Global All Cap +4.3% -2.5% 12.0 % 34
IVW iShares S&P 500 Growth Index Fund +5.4% -2.3% 18.7 % 35
SPDW SPDR Portfolio Dev World Ex-US ETF +3.8% -2.4% 12.0 % 36
VTEB Vanguard Tax Exempt Bond ETF -0.6% -1.4% 3.7 % 37
SPY SPDR S&P 500 Index +4.6% -2.8% 12.7 % 38
MUB iShares S&P National Muni Bond (2-3yr) -0.7% -1.1% 3.8 % 39
IVV iShares Core S&P 500 ETF +4.6% -2.8% 12.8 % 40
VOO Vanguard S&P 500 +4.6% -2.8% 12.8 % 41
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) +5.0% -2.3% 19.0 % 42
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) +4.7% -2.9% 12.9 % 43
SCHF Schwab FTSE Developed Market Int'l Equity +3.8% -2.5% 12.1 % 44
TIP iShares Barclays TIPS -0.8% -1.5% 5.6 % 45
DGRO iShares Core Dividend Growth ETF +3.5% -3.0% 9.8 % 46
IEFA iShares Core MSCI EAFE +3.5% -2.5% 12.0 % 47
VO Vanguard CRSP U.S. Mid Cap +4.6% -3.8% 12.0 % 48
VEA Vanguard FTSE Developed Ex North America +3.7% -2.6% 12.2 % 49
IWB iShares Russell 1000 Index Fund +4.5% -3.0% 12.8 % 50
SDY SPDR S&P U.S. Dividend Aristocrats +3.4% -2.9% 10.3 % 51
IUSB iShares Core Total USD Bond Market -1.6% -2.2% 6.3 % 52
QUAL iShares MSCI USA Quality Factor ETF +5.3% -3.2% 14.1 % 53
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) -2.0% -2.0% 5.7 % 54
VCIT Vanguard Interm Corp Bond (6-7yr) -1.5% -2.2% 6.5 % 55
DFAC Dimensional US Core Equity 2 ETF +4.4% -3.5% 12.4 % 56
SPYV SPDR Portfolio S&P 500 Value +3.7% -3.6% 10.2 % 57
BND Vanguard Total Bond Market -1.9% -2.3% 6.4 % 58
AGG iShares Core Total US Bond -1.9% -2.4% 6.5 % 59
IVE iShares S&P 500 Value Index Fund +3.6% -3.6% 10.4 % 60
SMH Market Vectors Semiconductor ETF +15.6% -3.3% 33.1 % 61
ITOT iShares Core S&P Total US Market +4.4% -3.1% 13.2 % 62
GOVT iShares Barclays US Treasury (5-6yr) -1.9% -2.4% 6.2 % 63
USMV iShares MSCI USA Minimum Volatility Index +1.6% -3.2% 7.6 % 64
VIG Vanguard Dividend Appreciation +2.6% -3.2% 9.6 % 65
VONG Vanguard Russell 1000 Growth ETF +4.2% -2.7% 17.6 % 66
VTI Vanguard Total U.S. Stock Market +4.4% -3.1% 13.0 % 67
IJH iShares Core S&P MidCap 400 Index +5.2% -4.8% 14.0 % 68
BIV Vanguard Barclays Govt-Credit Mix -2.1% -2.4% 6.6 % 69
MDY S&P MidCap 400 SPDRs +5.1% -4.9% 14.0 % 70
IWR iShares Russell Midcap Index Fund +4.5% -4.2% 13.0 % 71
SCHB Schwab Dow Jones U.S. Broad Market +4.4% -3.2% 13.0 % 72
IWF iShares Russell 1000 Growth (SWLGX) +4.2% -2.7% 17.7 % 73
RSP Invesco S&P 500 Equal Weight (VADAX) +3.6% -4.1% 11.5 % 74
DVY iShares DJ Select Dividend Index +3.5% -2.8% 13.8 % 75
VUG Vanguard U.S. LargeCap Growth (VIGRX) +4.0% -2.6% 18.7 % 76
MBB iShares Barclays MBS Bond Fund (2yr) -2.2% -2.5% 8.2 % 77
XLC U.S. Communication Services Sector SPDR +3.4% -1.9% 21.2 % 78
IBIT iShares Bitcoin Trust ETF +51.4% -10.3% 54.4 % 79
GBTC Grayscale Bitcoin Trust ETF +51.3% -10.2% 54.6 % 80
SCHD Schwab U.S. Dow Jones Dividend 100 +1.4% -3.9% 11.8 % 81
DIA SPDR Dow Jones Industrial Average +0.8% -3.8% 10.5 % 82
IEF iShares Barclays 7-10 Yr Treasury -2.9% -3.1% 7.8 % 83
LQD iShares iBoxx Invest Grade Bond -2.6% -3.1% 8.3 % 84
QQQM Invesco NASDAQ 100 ETF (Mini) +1.8% -2.9% 18.2 % 85
QQQ PowerShares Nasdaq-100 Index +1.8% -2.9% 18.2 % 86
MGK Vanguard MSCI Mega Cap 300 Growth +2.9% -3.0% 19.1 % 87
VBK Vanguard U.S. Small Cap Growth +3.7% -5.9% 17.2 % 88
XLV U.S. Health Care Sector SPDR +0.9% -5.3% 12.2 % 89
VBR Vanguard U.S. SmallCap Value +2.9% -4.9% 14.4 % 90
XLY U.S. Consumer Discret Sector SPDR +2.7% -4.3% 15.5 % 91
VB Vanguard U.S. Small Cap +3.3% -5.3% 15.7 % 92
VHT Vanguard MSCI U.S. Health Care +0.4% -5.6% 12.3 % 93
VXF Vanguard Extended Market ETF +2.9% -5.0% 16.7 % 94
IWM iShares Russell 2000 Index Fund +1.5% -5.7% 17.9 % 95
IJR iShares Core S&P SmallCap 600 Index +0.0% -4.4% 17.9 % 96
VGT Vanguard MSCI U.S. Technology +0.3% -3.9% 21.2 % 97
XLK U.S. Technology Sector SPDR -0.8% -4.1% 19.4 % 98
TLT iShares Barclays Long-Term Treasury -5.0% -6.4% 14.5 % 99
VNQ Vanguard MSCI U.S. REIT -4.8% -7.3% 20.5 % 100
through: Apr 26, 2024
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

Assets data as of: Mar 29, 2024
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