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 Nov 29, 2019
  • through: Jan 28, 2020
ETFs: 99(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
XLU U.S. Utilities Sector SPDR +7.5% +6.4% 8.6 % 1
USMV iShares MSCI USA Minimum Volatility Index +7.2% +3.0% 6.5 % 2
VIG Vanguard Dividend Appreciation +7.3% +1.8% 7.9 % 3
VBK Vanguard U.S. Small Cap Growth +10.0% +1.9% 9.9 % 4
SPLV Invesco S&P 500 Low Volatility ETF +5.5% +3.5% 7.4 % 5
VO Vanguard CRSP U.S. Mid Cap +7.4% +1.7% 9.6 % 6
XLK U.S. Technology Sector SPDR +17.3% +5.5% 16.4 % 7
IWP iShares Russell Midcap Growth +9.8% +2.7% 10.8 % 8
VGT Vanguard MSCI U.S. Technology +17.1% +5.4% 16.4 % 9
VV Vanguard MSCI U.S. Large Cap +9.1% +1.5% 10.5 % 10
VUG Vanguard U.S. LargeCap Growth +12.5% +3.9% 13.1 % 11
IWF iShares Russell 1000 Growth +12.3% +3.1% 12.5 % 12
SCHX Schwab Dow Jones U.S. Large-Cap +9.1% +1.4% 10.5 % 13
IWB iShares Russell 1000 Index Fund +9.1% +1.4% 10.3 % 14
QQQ PowerShares Nasdaq-100 Index +13.4% +3.7% 14.3 % 15
IVW iShares S&P 500 Growth Index Fund +11.3% +3.1% 12.6 % 16
IWO iShares Russell 2000 Growth +10.7% +1.3% 10.9 % 17
VTI Vanguard Total U.S. Stock Market +8.9% +1.3% 10.1 % 18
VOO Vanguard S&P 500 +9.0% +1.3% 10.6 % 19
IWR iShares Russell Midcap Index Fund +7.0% +1.0% 9.2 % 20
ITOT iShares Core S&P Total US Market +8.8% +1.2% 10.2 % 21
IWV iShares Russell 3000 Index Fund +8.8% +1.2% 10.4 % 22
IVV iShares Core S&P 500 ETF +8.9% +1.3% 10.8 % 23
SPY SPDR S&P 500 Index +8.9% +1.2% 10.7 % 24
SCHB Schwab Dow Jones U.S. Broad Market +8.8% +1.2% 10.4 % 25
QUAL iShares MSCI USA Quality Factor ETF +9.0% +1.0% 10.7 % 26
GLD SPDR Gold Shares +4.1% +3.7% 9.5 % 27
XLV U.S. Health Care Sector SPDR +12.2% -0.1% 10.1 % 28
LQD iShares iBoxx Invest Grade Bond +3.2% +1.6% 4.0 % 29
IAU iShares COMEX Gold Trust +4.1% +3.8% 9.9 % 30
VCIT Vanguard Interm Corp Bond (6-7yr) +2.5% +1.4% 2.1 % 31
IGIB iShares Barclays Intermed Credit (4-5yr) +2.6% +1.4% 2.5 % 32
VHT Vanguard MSCI U.S. Health Care +12.7% -0.1% 10.7 % 33
SCHD Schwab U.S. Dow Jones Dividend 100 +5.9% +0.3% 8.9 % 34
PFF iShares S&P US Preferred Stock Index +2.4% +1.5% 3.1 % 35
BIV Vanguard Barclays Govt-Credit Mix +1.9% +1.6% 2.8 % 36
MUB iShares S&P National Muni Bond (2-3yr) +2.1% +1.4% 1.6 % 37
XLP U.S. Consumer Staples Sector SPDR +4.7% +0.3% 7.3 % 38
DIA SPDR Dow Jones Industrial Average +7.1% +0.4% 10.6 % 39
VB Vanguard U.S. Small Cap +6.8% +0.2% 9.9 % 40
VOE Vanguard CRSP U.S. Midcap Value +5.7% +0.3% 9.5 % 41
RSP Invesco S&P 500 Equal Weight +6.4% +0.2% 9.8 % 42
BND Vanguard Total Bond Market +1.9% +1.3% 2.5 % 43
IEF iShares Barclays 7-10 Yr Treasury +1.6% +1.9% 4.9 % 44
DGRO iShares Core Dividend Growth ETF +6.8% -0.1% 9.6 % 45
GOVT iShares Barclays US Treasury (5-6yr) +1.5% +1.5% 3.7 % 46
AGG iShares Core Total US Bond +1.9% +1.3% 2.6 % 47
IVE iShares S&P 500 Value Index Fund +6.2% -0.9% 8.6 % 48
IWD iShares Russell 1000 Value +5.5% -0.5% 8.8 % 49
IWS iShares Russell Midcap Value +5.3% +0.0% 9.3 % 50
IWM iShares Russell 2000 Index Fund +6.8% -0.6% 9.9 % 51
VTV Vanguard U.S. LargeCap Value +5.9% -0.9% 8.8 % 52
EMB iShares JPM Emerg Markets Bond +2.7% +0.4% 3.2 % 53
VYM Vanguard High Dividend Yield Index +5.0% -0.9% 8.5 % 54
IJH iShares Core S&P MidCap 400 Index +5.4% -0.2% 9.5 % 55
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +1.3% +0.7% 1.0 % 56
TIP iShares Barclays TIPS +1.8% +1.1% 3.7 % 57
VMBS Vanguard Mortgage-Backed Bonds +1.3% +0.6% 0.8 % 58
IGSB iShares Barclays 1-3 Year Credit (2yr) +1.3% +0.6% 0.9 % 59
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +1.2% +1.1% 2.3 % 60
TLT iShares Barclays Long-Term Treasury +3.9% +4.3% 13.0 % 61
MDY S&P MidCap 400 SPDRs +5.3% -0.3% 9.6 % 62
MBB iShares Barclays MBS Bond Fund (2yr) +1.2% +0.5% 0.8 % 63
VT Vanguard FTSE Global All Cap +6.8% +0.0% 11.3 % 64
BNDX Vanguard Total International Bond +1.0% +1.2% 3.0 % 65
BSV Vanguard Short-Term Bond +0.9% +0.6% 1.0 % 66
MINT PIMCO Enhanced Short-Maturity Active ETF +0.7% +0.3% 0.2 % 67
ACWI iShares MSCI All-World ACWI Index +6.7% +0.0% 11.2 % 68
EFAV iShares MSCI EAFE Minimum Volatility +2.9% +0.2% 8.0 % 69
VNQ Vanguard MSCI U.S. REIT +2.4% +3.6% 11.0 % 70
SHY iShares 1-3 Year Treasury Bond ETF +0.7% +0.4% 0.6 % 71
DVY iShares DJ Select Dividend Index +3.7% +0.1% 8.8 % 72
FLOT iShares Barclays Inv Gr Floating Rate +0.7% +0.3% 0.5 % 73
XLI U.S. Industrials Sector SPDR +5.5% +0.7% 13.2 % 74
SHV Barclays Short-Term Treasury +0.4% +0.1% 0.2 % 75
IJR iShares Core S&P SmallCap 600 Index +4.9% -0.7% 10.6 % 76
HYG iShares iBoxx High-Yield Corp Bond +1.7% -0.1% 4.9 % 77
SDY SPDR S&P U.S. Dividend Aristocrats +3.0% -1.0% 7.9 % 78
JNK SPDR Barcap High-Yield Junk Bond +1.8% -0.1% 5.0 % 79
VBR Vanguard U.S. SmallCap Value +4.2% -1.0% 10.0 % 80
XLF U.S. Financial Sector SPDR +6.2% -1.6% 12.5 % 81
SCZ iShares MSCI EAFE Small Cap Index +4.9% -2.4% 10.9 % 82
VEA Vanguard FTSE Developed Ex North America +4.3% -1.3% 11.6 % 83
SCHF Schwab FTSE Developed Market Int'l Equity +4.1% -1.2% 11.2 % 84
VGK Vanguard Europe +4.8% -1.7% 11.9 % 85
XLY U.S. Consumer Discret Sector SPDR +3.8% -0.6% 11.3 % 86
IWN iShares Russell 2000 Value +2.6% -2.7% 9.8 % 87
IXUS iShares Core MSCI Total Int'l Stock +4.4% -1.6% 12.8 % 88
VEU Vanguard FTSE All-World ex-US +4.2% -1.6% 13.0 % 89
VXUS Vanguard MSCI All Country Ex-US Int'l +4.2% -1.8% 12.5 % 90
IEFA iShares Core MSCI EAFE +4.0% -1.4% 11.9 % 91
EWJ iShares MSCI Japan Index Fund +2.7% -1.0% 11.2 % 92
EFA iShares MSCI EAFE +3.6% -1.4% 11.7 % 93
IEMG iShares Core MSCI Emerging Markets +4.2% -3.2% 20.9 % 94
VWO Vanguard FTSE Emerging Markets +4.2% -3.3% 20.8 % 95
EWZ iShares MSCI Brazil Index Fund +4.0% -3.1% 25.6 % 96
EEM iShares MSCI Emerging Markets +3.8% -3.7% 21.2 % 97
GDX Market Vectors Gold Miners Equity Index +2.8% -1.9% 26.6 % 98
XLE U.S. Energy Sector SPDR -3.4% -7.7% 15.0 % 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