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
DVY iShares DJ Select Dividend Index +8.6% +7.6% 11.7 % 1
VNQ Vanguard MSCI U.S. REIT +13.2% +7.8% 15.5 % 2
SCHD Schwab U.S. Dow Jones Dividend 100 +7.5% +6.7% 12.4 % 3
IWM iShares Russell 2000 Index Fund +14.4% +11.0% 24.3 % 4
IJR iShares Core S&P SmallCap 600 Index +12.7% +11.3% 22.8 % 5
DGRO iShares Core Dividend Growth ETF +6.8% +4.1% 9.6 % 6
VIG Vanguard Dividend Appreciation +7.2% +3.1% 10.5 % 7
VBR Vanguard U.S. SmallCap Value +8.9% +8.5% 19.8 % 8
VYM Vanguard High Dividend Yield Index +5.9% +4.4% 9.7 % 9
VTV Vanguard U.S. LargeCap Value +6.3% +4.4% 9.7 % 10
DIA SPDR Dow Jones Industrial Average +7.0% +3.7% 12.5 % 11
USMV iShares MSCI USA Minimum Volatility Index +6.7% +2.8% 8.1 % 12
IWD iShares Russell 1000 Value +5.5% +4.4% 11.3 % 13
VXF Vanguard Extended Market ETF +8.6% +6.4% 20.4 % 14
SPYV SPDR Portfolio S&P 500 Value +5.5% +4.2% 10.1 % 15
IVE iShares S&P 500 Value Index Fund +5.4% +4.2% 9.9 % 16
SDY SPDR S&P U.S. Dividend Aristocrats +5.4% +5.2% 11.7 % 17
EFV iShares MSCI EAFE Value Index +5.5% +3.8% 11.2 % 18
XLF U.S. Financial Sector SPDR +6.6% +6.0% 13.0 % 19
XLV U.S. Health Care Sector SPDR +7.6% +2.8% 13.0 % 20
DFAC Dimensional US Core Equity 2 ETF +8.2% +2.4% 13.5 % 21
VB Vanguard U.S. Small Cap +8.2% +6.7% 19.9 % 22
MBB iShares Barclays MBS Bond Fund (2yr) +5.1% +1.2% 5.9 % 23
RSP Invesco S&P 500 Equal Weight (VADAX) +5.0% +3.4% 12.6 % 24
IJH iShares Core S&P MidCap 400 Index +6.8% +5.3% 19.2 % 25
IEF iShares Barclays 7-10 Yr Treasury +5.1% +1.2% 6.3 % 26
VCIT Vanguard Interm Corp Bond (6-7yr) +4.8% +1.4% 5.3 % 27
BIV Vanguard Barclays Govt-Credit Mix +4.8% +1.4% 5.2 % 28
MDY S&P MidCap 400 SPDRs +6.8% +5.3% 19.4 % 29
VTI Vanguard Total U.S. Stock Market +8.5% +0.5% 13.8 % 30
VT Vanguard FTSE Global All Cap +6.9% +0.6% 12.7 % 31
ITOT iShares Core S&P Total US Market +8.5% +0.5% 14.1 % 32
LQD iShares iBoxx Invest Grade Bond +4.9% +1.1% 7.5 % 33
SCHB Schwab Dow Jones U.S. Broad Market +8.5% +0.4% 13.8 % 34
IWR iShares Russell Midcap Index Fund +5.1% +3.9% 14.7 % 35
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) +4.1% +1.3% 4.0 % 36
VOO Vanguard S&P 500 +8.5% -0.3% 13.9 % 37
IVV iShares Core S&P 500 ETF +8.5% -0.4% 13.8 % 38
IEFA iShares Core MSCI EAFE +4.7% +1.8% 12.9 % 39
IXUS iShares Core MSCI Total Int'l Stock +4.8% +1.3% 12.4 % 40
VXUS Vanguard MSCI All Country Ex-US Int'l +4.7% +1.4% 12.5 % 41
IUSB iShares Core Total USD Bond Market +4.3% +1.2% 5.1 % 42
IBIT iShares Bitcoin Trust ETF +5.2% +10.9% 61.6 % 43
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +2.9% +1.2% 1.9 % 44
IGSB iShares Barclays 1-3 Year Credit (2yr) +2.9% +1.2% 2.0 % 45
VEA Vanguard FTSE Developed Ex North America +4.6% +1.8% 12.9 % 46
VGK Vanguard Europe +5.0% +1.9% 14.1 % 47
AGG iShares Core Total US Bond +4.3% +1.1% 5.4 % 48
SPLG SPDR Portfolio Large Cap +8.4% -0.4% 13.8 % 49
ACWI iShares MSCI All-World ACWI Index +6.9% +0.1% 13.0 % 50
SPY SPDR S&P 500 Index +8.5% -0.4% 13.9 % 51
BSV Vanguard Short-Term Bond +2.7% +1.1% 1.8 % 52
IWB iShares Russell 1000 Index Fund +8.1% +0.0% 13.8 % 53
BND Vanguard Total Bond Market +4.3% +1.1% 5.2 % 54
SPDW SPDR Portfolio Dev World Ex-US ETF +4.5% +1.7% 12.9 % 55
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) +8.2% -0.1% 14.0 % 56
BNDX Vanguard Total International Bond +2.5% +1.2% 3.0 % 57
VEU Vanguard FTSE All-World ex-US +4.6% +1.3% 12.7 % 58
SCHF Schwab FTSE Developed Market Int'l Equity +4.3% +1.7% 12.9 % 59
GOVT iShares Barclays US Treasury (5-6yr) +4.0% +0.9% 4.9 % 60
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) +10.7% -3.3% 21.0 % 61
VGT Vanguard MSCI U.S. Technology +13.5% -2.6% 24.8 % 62
IUSG iShares Core U.S. Growth +10.7% -3.3% 21.3 % 63
TIP iShares Barclays TIPS +3.6% +0.7% 4.1 % 64
IVW iShares S&P 500 Growth Index Fund +11.1% -3.6% 21.9 % 65
VV Vanguard MSCI U.S. Large Cap +8.4% -0.5% 14.6 % 66
COWZ Pacer US Cash Cows 100 ETF +4.3% +6.1% 17.1 % 67
VO Vanguard CRSP U.S. Mid Cap +4.3% +2.8% 13.4 % 68
VGSH Vanguard Short-Term Gov't Bond (2yr) +2.2% +0.9% 1.3 % 69
SHY iShares 1-3 Year Treasury Bond ETF +2.2% +0.9% 1.3 % 70
SPYG SPDR Portfolio S&P 500 Growth +11.1% -3.6% 22.0 % 71
EFA iShares MSCI EAFE +4.5% +1.5% 13.2 % 72
GBTC Grayscale Bitcoin Trust ETF +4.7% +10.7% 61.1 % 73
JEPI JPMorgan Equity Premium Income +3.4% +1.0% 8.4 % 74
JPST JPMorgan Ultra-Short Income ETF +1.7% +0.6% 0.5 % 75
VTEB Vanguard Tax Exempt Bond ETF +2.2% +0.6% 2.8 % 76
VUG Vanguard U.S. LargeCap Growth (VIGRX) +10.0% -4.1% 21.7 % 77
VONG Vanguard Russell 1000 Growth ETF +9.8% -3.8% 21.7 % 78
MUB iShares S&P National Muni Bond (2-3yr) +1.9% +0.7% 2.9 % 79
QUAL iShares MSCI USA Quality Factor ETF +8.0% -1.4% 15.1 % 80
TLT iShares Barclays Long-Term Treasury +7.0% -0.2% 15.3 % 81
SHV Barclays Short-Term Treasury +1.3% +0.5% 0.3 % 82
IWF iShares Russell 1000 Growth (SWLGX) +9.8% -3.8% 22.1 % 83
SGOV iShares 0-3 Month Treasury Bond ETF +1.3% +0.4% 0.2 % 84
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.3% +0.5% 0.2 % 85
SMH Market Vectors Semiconductor ETF +13.2% -7.2% 42.9 % 86
MGK Vanguard MSCI Mega Cap 300 Growth +11.0% -4.6% 22.8 % 87
QQQM Invesco NASDAQ 100 ETF (Mini) +9.3% -3.9% 22.0 % 88
VWO Vanguard FTSE Emerging Markets +4.9% +0.2% 13.1 % 89
QQQ PowerShares Nasdaq-100 Index +9.3% -3.9% 21.9 % 90
USFR WisdomTree Floating Rate Treasury ETF +1.3% +0.4% 0.3 % 91
XLC U.S. Communication Services Sector SPDR +7.6% -3.2% 17.4 % 92
IEMG iShares Core MSCI Emerging Markets +4.9% -0.3% 13.1 % 93
XLI U.S. Industrials Sector SPDR +3.5% +3.7% 17.3 % 94
XLK U.S. Technology Sector SPDR +9.7% -4.4% 27.0 % 95
EEM iShares MSCI Emerging Markets +4.8% -0.4% 13.7 % 96
IAU iShares COMEX Gold Trust +2.2% +2.5% 15.9 % 97
GLD SPDR Gold Shares +2.2% +2.6% 16.0 % 98
XLE U.S. Energy Sector SPDR -3.8% +1.5% 14.6 % 99
XLY U.S. Consumer Discret Sector SPDR +5.0% -1.0% 22.3 % 100
through: Jul 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: May 31, 2024
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