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
XLF U.S. Financial Sector SPDR +9.7% +3.5% 7.0 % 1
COWZ Pacer US Cash Cows 100 ETF +7.9% +6.2% 8.1 % 2
VTV Vanguard U.S. LargeCap Value +7.0% +3.4% 5.9 % 3
VYM Vanguard High Dividend Yield Index +6.3% +3.3% 5.4 % 4
GBTC Grayscale Bitcoin Trust ETF +70.7% +28.7% 68.7 % 5
IWD iShares Russell 1000 Value +6.2% +3.3% 6.0 % 6
XLE U.S. Energy Sector SPDR +9.4% +7.4% 12.5 % 7
EFA iShares MSCI EAFE +6.4% +3.7% 9.5 % 8
SCHF Schwab FTSE Developed Market Int'l Equity +6.1% +3.5% 9.2 % 9
QUAL iShares MSCI USA Quality Factor ETF +11.3% +3.5% 14.8 % 10
IEFA iShares Core MSCI EAFE +6.1% +3.6% 9.5 % 11
VOO Vanguard S&P 500 +9.5% +3.0% 11.7 % 12
SPYV SPDR Portfolio S&P 500 Value +5.9% +2.9% 5.4 % 13
IVE iShares S&P 500 Value Index Fund +5.9% +3.0% 5.5 % 14
SPY SPDR S&P 500 Index +9.4% +3.0% 11.5 % 15
VEA Vanguard FTSE Developed Ex North America +5.9% +3.5% 9.3 % 16
GLD SPDR Gold Shares +6.0% +7.3% 10.8 % 17
IVW iShares S&P 500 Growth Index Fund +12.5% +3.0% 18.7 % 18
SPDW SPDR Portfolio Dev World Ex-US ETF +5.9% +3.5% 9.2 % 19
SPLG SPDR Portfolio Large Cap +9.4% +3.0% 11.6 % 20
SPYG SPDR Portfolio S&P 500 Growth +12.5% +3.0% 18.7 % 21
IAU iShares COMEX Gold Trust +6.0% +7.3% 10.9 % 22
USMV iShares MSCI USA Minimum Volatility Index +6.4% +2.4% 6.4 % 23
DGRO iShares Core Dividend Growth ETF +6.3% +2.5% 6.2 % 24
IVV iShares Core S&P 500 ETF +9.4% +3.0% 11.8 % 25
EFV iShares MSCI EAFE Value Index +3.9% +3.6% 8.8 % 26
SCHX Schwab Dow Jones U.S. Large-Cap +9.4% +3.0% 11.6 % 27
DFAC Dimensional US Core Equity 2 ETF +7.5% +2.7% 9.4 % 28
JEPI JPMorgan Equity Premium Income +5.7% +2.2% 4.0 % 29
XLC U.S. Communication Services Sector SPDR +13.9% +2.5% 15.4 % 30
ACWI iShares MSCI All-World ACWI Index +7.8% +2.9% 10.5 % 31
IWB iShares Russell 1000 Index Fund +9.1% +2.8% 11.6 % 32
SCHB Schwab Dow Jones U.S. Broad Market +8.8% +2.7% 11.3 % 33
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) +12.3% +2.7% 18.5 % 34
VV Vanguard MSCI U.S. Large Cap +9.3% +2.9% 12.0 % 35
VO Vanguard CRSP U.S. Mid Cap +5.2% +3.1% 8.7 % 36
VT Vanguard FTSE Global All Cap +7.4% +2.8% 10.1 % 37
RSP Invesco S&P 500 Equal Weight (VADAX) +5.1% +3.0% 7.2 % 38
SDY SPDR S&P U.S. Dividend Aristocrats +2.9% +3.2% 6.0 % 39
VGK Vanguard Europe +4.6% +3.6% 10.0 % 40
VIG Vanguard Dividend Appreciation +6.1% +2.3% 7.6 % 41
IXUS iShares Core MSCI Total Int'l Stock +5.4% +3.1% 9.4 % 42
MDY S&P MidCap 400 SPDRs +5.6% +3.3% 10.1 % 43
VONG Vanguard Russell 1000 Growth ETF +11.5% +2.3% 17.5 % 44
VTI Vanguard Total U.S. Stock Market +8.7% +2.6% 11.4 % 45
ITOT iShares Core S&P Total US Market +8.6% +2.6% 11.3 % 46
IJH iShares Core S&P MidCap 400 Index +5.8% +3.3% 10.5 % 47
VEU Vanguard FTSE All-World ex-US +5.5% +3.2% 9.5 % 48
VUG Vanguard U.S. LargeCap Growth (VIGRX) +11.3% +2.4% 18.0 % 49
IWF iShares Russell 1000 Growth (SWLGX) +11.3% +2.3% 17.6 % 50
MGK Vanguard MSCI Mega Cap 300 Growth +11.4% +2.1% 18.3 % 51
IWR iShares Russell Midcap Index Fund +5.5% +2.8% 8.8 % 52
VXUS Vanguard MSCI All Country Ex-US Int'l +5.2% +3.0% 9.5 % 53
DVY iShares DJ Select Dividend Index +1.3% +3.4% 8.5 % 54
SCHD Schwab U.S. Dow Jones Dividend 100 +4.0% +2.3% 6.1 % 55
SGOV iShares 0-3 Month Treasury Bond ETF +1.4% +0.4% 0.2 % 56
JPST JPMorgan Ultra-Short Income ETF +1.4% +0.4% 0.4 % 57
USFR WisdomTree Floating Rate Treasury ETF +1.4% +0.4% 0.3 % 58
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.3% +0.4% 0.3 % 59
SHV Barclays Short-Term Treasury +1.3% +0.4% 0.2 % 60
HYG iShares iBoxx High-Yield Corp Bond +1.3% +1.0% 3.5 % 61
XLV U.S. Health Care Sector SPDR +7.9% -0.2% 9.0 % 62
QQQM Invesco NASDAQ 100 ETF (Mini) +8.9% +1.7% 18.6 % 63
QQQ PowerShares Nasdaq-100 Index +8.9% +1.7% 18.5 % 64
DIA SPDR Dow Jones Industrial Average +4.6% +0.6% 7.1 % 65
XLK U.S. Technology Sector SPDR +8.6% +2.0% 21.9 % 66
VBR Vanguard U.S. SmallCap Value +2.6% +1.9% 7.8 % 67
EMB iShares JPM Emerg Markets Bond +0.3% +1.8% 4.9 % 68
IGSB iShares Barclays 1-3 Year Credit (2yr) +0.6% +0.3% 1.9 % 69
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.6% +0.3% 1.8 % 70
VGT Vanguard MSCI U.S. Technology +8.1% +1.8% 22.3 % 71
BNDX Vanguard Total International Bond +0.0% +0.5% 3.7 % 72
VHT Vanguard MSCI U.S. Health Care +7.5% -0.4% 9.5 % 73
VGSH Vanguard Short-Term Gov't Bond (2yr) +0.2% +0.1% 1.3 % 74
SHY iShares 1-3 Year Treasury Bond ETF +0.2% +0.1% 1.3 % 75
VB Vanguard U.S. Small Cap +3.9% +1.6% 10.2 % 76
VTEB Vanguard Tax Exempt Bond ETF +0.2% +0.1% 2.5 % 77
VCIT Vanguard Interm Corp Bond (6-7yr) -0.6% +0.4% 4.2 % 78
BSV Vanguard Short-Term Bond +0.0% +0.1% 1.9 % 79
EEM iShares MSCI Emerging Markets +3.5% +1.9% 11.3 % 80
IUSB iShares Core Total USD Bond Market -1.0% +0.3% 4.1 % 81
MUB iShares S&P National Muni Bond (2-3yr) +0.1% +0.0% 2.6 % 82
IEMG iShares Core MSCI Emerging Markets +3.3% +1.6% 11.1 % 83
VWO Vanguard FTSE Emerging Markets +3.2% +1.6% 11.0 % 84
LQD iShares iBoxx Invest Grade Bond -1.9% +0.5% 5.1 % 85
BND Vanguard Total Bond Market -1.3% +0.2% 4.4 % 86
BIV Vanguard Barclays Govt-Credit Mix -1.3% +0.2% 4.4 % 87
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) -1.2% +0.0% 3.7 % 88
AGG iShares Core Total US Bond -1.4% +0.2% 4.5 % 89
TIP iShares Barclays TIPS -1.5% +0.1% 3.9 % 90
GOVT iShares Barclays US Treasury (5-6yr) -1.5% +0.1% 4.2 % 91
VXF Vanguard Extended Market ETF +3.9% +0.4% 12.5 % 92
VMBS Vanguard Mortgage-Backed Bonds -1.4% +0.1% 5.6 % 93
MBB iShares Barclays MBS Bond Fund (2yr) -1.6% +0.2% 5.7 % 94
IEF iShares Barclays 7-10 Yr Treasury -2.1% +0.1% 5.3 % 95
XLY U.S. Consumer Discret Sector SPDR +0.5% +0.2% 13.3 % 96
IWM iShares Russell 2000 Index Fund +1.7% -0.2% 13.6 % 97
IJR iShares Core S&P SmallCap 600 Index -1.0% -1.5% 9.5 % 98
VNQ Vanguard MSCI U.S. REIT -3.6% +1.0% 12.3 % 99
TLT iShares Barclays Long-Term Treasury -5.9% +0.2% 11.7 % 100
through: Mar 18, 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: Dec 29, 2023