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 Mar 29, 2019
  • through: Apr 24, 2019
ETFs: 101(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
XLK U.S. Technology Sector SPDR +22.7% +7.5% 8.3 % 1
VUG Vanguard U.S. LargeCap Growth +15.5% +5.0% 7.3 % 2
QQQ PowerShares Nasdaq-100 Index +17.2% +6.0% 7.8 % 3
QUAL iShares MSCI USA Quality Factor ETF +14.8% +4.6% 7.3 % 4
VGT Vanguard MSCI U.S. Technology +22.9% +7.3% 8.6 % 5
IWF iShares Russell 1000 Growth +14.6% +5.0% 7.5 % 6
XLY U.S. Consumer Discret Sector SPDR +14.5% +6.7% 7.9 % 7
SCHD Schwab U.S. Dow Jones Dividend 100 +12.6% +4.7% 7.1 % 8
SCHX Schwab Dow Jones U.S. Large-Cap +11.6% +4.1% 6.8 % 9
IVW iShares S&P 500 Growth Index Fund +12.8% +3.6% 6.8 % 10
VIG Vanguard Dividend Appreciation +11.2% +4.1% 6.4 % 11
IWP iShares Russell Midcap Growth +16.0% +5.3% 9.6 % 12
IWB iShares Russell 1000 Index Fund +11.6% +4.0% 7.0 % 13
VV Vanguard MSCI U.S. Large Cap +11.5% +4.0% 6.9 % 14
VOO Vanguard S&P 500 +11.5% +4.0% 6.7 % 15
IVV iShares Core S&P 500 ETF +11.5% +4.0% 6.8 % 16
VO Vanguard CRSP U.S. Mid Cap +13.1% +4.5% 8.5 % 17
SCHB Schwab Dow Jones U.S. Broad Market +11.5% +4.0% 7.2 % 18
FDN First Trust DJ Internet Index +14.8% +5.2% 12.1 % 19
VTI Vanguard Total U.S. Stock Market +11.5% +4.0% 7.3 % 20
SPY SPDR S&P 500 Index +11.4% +4.0% 6.9 % 21
XLI U.S. Industrials Sector SPDR +14.7% +6.7% 12.6 % 22
IWV iShares Russell 3000 Index Fund +11.5% +4.0% 7.2 % 23
IVE iShares S&P 500 Value Index Fund +10.0% +4.4% 7.1 % 24
ITOT iShares Core S&P Total US Market +11.4% +4.0% 7.1 % 25
IWR iShares Russell Midcap Index Fund +12.7% +4.4% 8.8 % 26
RSP Guggenheim S&P 500 Equal Weight +11.2% +4.1% 8.2 % 27
IJH iShares Core S&P MidCap 400 Index +11.1% +5.5% 10.0 % 28
MDY S&P MidCap 400 SPDRs +11.1% +5.5% 10.0 % 29
ACWI iShares MSCI All-World ACWI Index +9.8% +3.2% 7.0 % 30
VBK Vanguard U.S. Small Cap Growth +13.8% +4.0% 12.2 % 31
VB Vanguard U.S. Small Cap +11.3% +4.5% 11.0 % 32
VT Vanguard FTSE Global All Cap +9.7% +3.3% 7.1 % 33
USMV iShares MSCI USA Minimum Volatility Index +9.7% +1.7% 5.8 % 34
VOE Vanguard CRSP U.S. Midcap Value +10.6% +4.3% 8.9 % 35
VYM Vanguard High Dividend Yield Index +8.5% +2.8% 6.4 % 36
IWD iShares Russell 1000 Value +8.7% +3.0% 6.9 % 37
SPLV PowerShares S&P 500 Low Volatility Index +9.9% +0.9% 6.6 % 38
XLP U.S. Consumer Staples Sector SPDR +8.7% +2.1% 6.3 % 39
VBR Vanguard U.S. SmallCap Value +9.0% +4.9% 11.1 % 40
IWO iShares Russell 2000 Growth +11.7% +3.7% 12.8 % 41
DIA SPDR Dow Jones Industrial Average +8.8% +3.8% 7.7 % 42
IWS iShares Russell Midcap Value +10.2% +3.6% 8.7 % 43
VGK Vanguard Europe +9.0% +3.2% 7.7 % 44
VTV Vanguard U.S. LargeCap Value +7.7% +2.9% 6.9 % 45
IWM iShares Russell 2000 Index Fund +9.6% +4.1% 11.5 % 46
MTUM iShares MSCI USA Momentum Factor ETF +8.2% +0.9% 6.6 % 47
JNK SPDR Barcap High-Yield Junk Bond +5.0% +1.5% 2.4 % 48
SDY SPDR S&P U.S. Dividend Aristocrats +8.6% +3.0% 7.6 % 49
DVY iShares DJ Select Dividend Index +8.6% +2.3% 7.2 % 50
IEFA iShares Core MSCI EAFE +7.9% +2.3% 7.1 % 51
IJR iShares Core S&P SmallCap 600 Index +7.8% +4.8% 11.8 % 52
HYG iShares iBoxx High-Yield Corp Bond +4.5% +1.2% 2.8 % 53
EFA iShares MSCI EAFE +7.9% +2.3% 7.3 % 54
PFF iShares S&P US Preferred Stock Index +4.9% +1.2% 3.6 % 55
VCIT Vanguard Interm Corp Bond (6-7yr) +4.5% +0.4% 3.0 % 56
XLF U.S. Financial Sector SPDR +7.0% +7.3% 12.9 % 57
IWN iShares Russell 2000 Value +7.5% +4.5% 11.9 % 58
LQD iShares iBoxx Invest Grade Bond +5.0% +0.7% 3.7 % 59
MUB iShares S&P National Muni Bond (2-3yr) +2.8% +0.3% 1.8 % 60
VXUS Vanguard MSCI All Country Ex-US Int'l +7.3% +2.5% 7.5 % 61
IXUS iShares Core MSCI Total Int'l Stock +7.6% +2.4% 8.0 % 62
SCHF Schwab FTSE Developed Market Int'l Equity +7.5% +2.2% 7.4 % 63
TIP iShares Barclays TIPS +3.2% +0.4% 3.4 % 64
VEU Vanguard FTSE All-World ex-US +7.6% +2.4% 7.9 % 65
IGSB iShares Barclays 1-3 Year Credit (2yr) +2.3% +0.1% 1.3 % 66
VEA Vanguard FTSE Developed Ex North America +7.5% +2.2% 7.6 % 67
MINT PIMCO Enhanced Short-Maturity Active ETF +1.1% +0.3% 0.2 % 68
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +2.1% +0.1% 1.3 % 69
BIV Vanguard Barclays Govt-Credit Mix +3.3% -0.1% 3.1 % 70
FLOT iShares Barclays Inv Gr Floating Rate +1.2% +0.4% 1.5 % 71
BND Vanguard Total Bond Market +2.6% +0.0% 2.6 % 72
BNDX Vanguard Total International Bond +2.5% +0.1% 2.3 % 73
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +0.6% +0.2% 0.2 % 74
SHV Barclays Short-Term Treasury +0.6% +0.2% 0.3 % 75
SCZ iShares MSCI EAFE Small Cap Index +7.3% +2.5% 8.6 % 76
BSV Vanguard Short-Term Bond +1.5% +0.0% 1.2 % 77
VWO Vanguard FTSE Emerging Markets +7.9% +2.9% 12.3 % 78
SHY iShares 1-3 Year Treasury Bond ETF +1.0% +0.1% 0.8 % 79
AGG iShares Core Total US Bond +2.6% -0.1% 2.7 % 80
XLE U.S. Energy Sector SPDR +9.7% +1.3% 15.4 % 81
EMB iShares JPM Emerg Markets Bond +3.3% -0.2% 3.7 % 82
VMBS Vanguard Mortgage-Backed Bonds +1.9% -0.2% 2.2 % 83
EFAV iShares MSCI EAFE Minimum Volatility +3.7% -0.9% 4.7 % 84
MBB iShares Barclays MBS Bond Fund (2yr) +2.0% -0.3% 2.0 % 85
IEF iShares Barclays 7-10 Yr Treasury +2.6% -0.5% 4.4 % 86
IEMG iShares Core MSCI Emerging Markets +6.2% +2.5% 12.1 % 87
GOVT iShares Barclays US Treasury (5-6yr) +1.9% -0.3% 3.3 % 88
EEM iShares MSCI Emerging Markets +6.1% +2.6% 12.5 % 89
VNQ Vanguard MSCI U.S. REIT +9.7% -0.1% 13.6 % 90
XLU U.S. Utilities Sector SPDR +8.2% -2.0% 9.5 % 91
EWJ iShares MSCI Japan Index Fund +3.3% -0.2% 8.5 % 92
AMLP ALPS Alerian MLP Infrastructure Index +5.9% -0.3% 10.5 % 93
TLT iShares Barclays Long-Term Treasury +3.4% -0.9% 9.4 % 94
IAU iShares COMEX Gold Trust -0.6% -3.1% 8.3 % 95
GLD SPDR Gold Shares -0.7% -3.1% 8.5 % 96
GDX Market Vectors Gold Miners Equity Index +2.6% -10.0% 19.2 % 97
VHT Vanguard MSCI U.S. Health Care -1.3% -4.2% 17.0 % 98
XLV U.S. Health Care Sector SPDR -2.2% -4.3% 16.1 % 99
IBB iShares Nasdaq Biotechnology Index -2.0% -4.3% 23.0 % 100
EWZ iShares MSCI Brazil Index Fund -7.4% -3.7% 33.3 % 101
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