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 Apr 30, 2019
  • through: May 23, 2019
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
TLT iShares Barclays Long-Term Treasury +5.7% +3.7% 7.8 % 1
XLP U.S. Consumer Staples Sector SPDR +6.6% +2.2% 11.1 % 2
IEF iShares Barclays 7-10 Yr Treasury +3.3% +1.9% 4.1 % 3
SPLV PowerShares S&P 500 Low Volatility Index +5.2% +1.7% 10.1 % 4
MUB iShares S&P National Muni Bond (2-3yr) +3.0% +1.2% 1.6 % 5
VCIT Vanguard Interm Corp Bond (6-7yr) +3.4% +0.8% 2.9 % 6
XLU U.S. Utilities Sector SPDR +5.8% +3.3% 13.2 % 7
BIV Vanguard Barclays Govt-Credit Mix +3.2% +1.2% 3.4 % 8
VNQ Vanguard MSCI U.S. REIT +3.9% +1.9% 12.3 % 9
USMV iShares MSCI USA Minimum Volatility Index +4.6% +1.0% 10.0 % 10
BND Vanguard Total Bond Market +2.6% +1.1% 2.5 % 11
LQD iShares iBoxx Invest Grade Bond +3.6% +0.5% 3.6 % 12
GOVT iShares Barclays US Treasury (5-6yr) +2.6% +1.4% 3.0 % 13
AGG iShares Core Total US Bond +2.6% +1.1% 2.1 % 14
BNDX Vanguard Total International Bond +2.3% +0.8% 1.3 % 15
MBB iShares Barclays MBS Bond Fund (2yr) +2.0% +0.9% 1.6 % 16
VMBS Vanguard Mortgage-Backed Bonds +1.7% +0.7% 1.4 % 17
MTUM iShares MSCI USA Momentum Factor ETF +3.3% +0.4% 11.6 % 18
TIP iShares Barclays TIPS +2.2% +0.5% 3.3 % 19
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +1.7% +0.5% 1.4 % 20
BSV Vanguard Short-Term Bond +1.6% +0.6% 1.5 % 21
PFF iShares S&P US Preferred Stock Index +2.3% +0.4% 4.3 % 22
IGSB iShares Barclays 1-3 Year Credit (2yr) +1.8% +0.4% 1.8 % 23
SHY iShares 1-3 Year Treasury Bond ETF +1.2% +0.5% 1.1 % 24
EMB iShares JPM Emerg Markets Bond +1.8% +0.2% 5.2 % 25
JNK SPDR Barcap High-Yield Junk Bond +1.8% -0.7% 4.8 % 26
MINT PIMCO Enhanced Short-Maturity Active ETF +0.9% +0.3% 0.2 % 27
FLOT iShares Barclays Inv Gr Floating Rate +1.0% +0.1% 0.4 % 28
SHV Barclays Short-Term Treasury +0.6% +0.2% 0.2 % 29
HYG iShares iBoxx High-Yield Corp Bond +1.5% -0.7% 5.2 % 30
VIG Vanguard Dividend Appreciation +1.9% -1.6% 12.8 % 31
IVW iShares S&P 500 Growth Index Fund +3.5% -2.9% 14.7 % 32
AMLP ALPS Alerian MLP Infrastructure Index +2.5% +1.2% 18.7 % 33
EFAV iShares MSCI EAFE Minimum Volatility +0.5% +0.1% 9.7 % 34
VOO Vanguard S&P 500 +1.6% -3.4% 14.2 % 35
VYM Vanguard High Dividend Yield Index +0.0% -2.4% 11.9 % 36
XLV U.S. Health Care Sector SPDR -3.0% +1.5% 12.5 % 37
VTV Vanguard U.S. LargeCap Value -0.1% -2.3% 12.3 % 38
IWD iShares Russell 1000 Value +0.0% -2.7% 12.5 % 39
SCHX Schwab Dow Jones U.S. Large-Cap +1.4% -3.4% 14.2 % 40
IVV iShares Core S&P 500 ETF +1.6% -3.4% 14.4 % 41
VV Vanguard MSCI U.S. Large Cap +1.5% -3.4% 14.6 % 42
QUAL iShares MSCI USA Quality Factor ETF +1.8% -3.9% 14.3 % 43
GLD SPDR Gold Shares -3.5% +0.5% 7.9 % 44
IAU iShares COMEX Gold Trust -3.5% +0.4% 7.6 % 45
SPY SPDR S&P 500 Index +1.5% -3.4% 14.6 % 46
SDY SPDR S&P U.S. Dividend Aristocrats -0.8% -2.1% 12.6 % 47
DVY iShares DJ Select Dividend Index -0.8% -3.1% 11.8 % 48
VUG Vanguard U.S. LargeCap Growth +3.3% -4.2% 16.8 % 49
IWB iShares Russell 1000 Index Fund +1.2% -3.5% 14.5 % 50
VHT Vanguard MSCI U.S. Health Care -3.3% +0.7% 13.9 % 51
XLF U.S. Financial Sector SPDR +1.2% -2.9% 16.6 % 52
IWF iShares Russell 1000 Growth +2.6% -4.1% 16.9 % 53
EFA iShares MSCI EAFE +0.0% -3.2% 14.4 % 54
IEFA iShares Core MSCI EAFE -0.2% -3.3% 14.4 % 55
IWS iShares Russell Midcap Value -1.2% -3.2% 13.6 % 56
SCHF Schwab FTSE Developed Market Int'l Equity -0.8% -3.4% 13.8 % 57
SCHB Schwab Dow Jones U.S. Broad Market +0.8% -3.5% 14.7 % 58
VTI Vanguard Total U.S. Stock Market +0.9% -3.4% 15.0 % 59
ITOT iShares Core S&P Total US Market +0.8% -3.5% 14.8 % 60
VO Vanguard CRSP U.S. Mid Cap +0.5% -3.3% 15.4 % 61
XLK U.S. Technology Sector SPDR +4.1% -7.1% 20.6 % 62
XLY U.S. Consumer Discret Sector SPDR +2.3% -5.4% 16.4 % 63
IWV iShares Russell 3000 Index Fund +0.8% -3.5% 15.0 % 64
QQQ PowerShares Nasdaq-100 Index +3.3% -6.4% 19.8 % 65
VGK Vanguard Europe +0.7% -3.5% 15.3 % 66
SCHD Schwab U.S. Dow Jones Dividend 100 -0.6% -4.3% 12.7 % 67
DIA SPDR Dow Jones Industrial Average -1.6% -3.5% 14.1 % 68
VEA Vanguard FTSE Developed Ex North America -1.0% -3.6% 13.9 % 69
IVE iShares S&P 500 Value Index Fund -0.6% -4.0% 14.1 % 70
IWP iShares Russell Midcap Growth +1.1% -3.7% 18.5 % 71
VT Vanguard FTSE Global All Cap -0.3% -3.9% 14.6 % 72
VGT Vanguard MSCI U.S. Technology +3.2% -7.1% 21.2 % 73
IWR iShares Russell Midcap Index Fund -0.2% -3.4% 15.7 % 74
RSP Guggenheim S&P 500 Equal Weight -0.7% -3.6% 14.7 % 75
ACWI iShares MSCI All-World ACWI Index -0.1% -4.0% 14.7 % 76
VOE Vanguard CRSP U.S. Midcap Value -1.6% -3.8% 14.2 % 77
FDN First Trust DJ Internet Index +1.7% -4.9% 22.6 % 78
EWJ iShares MSCI Japan Index Fund -3.2% -3.6% 15.1 % 79
SCZ iShares MSCI EAFE Small Cap Index -1.0% -4.2% 15.4 % 80
VXUS Vanguard MSCI All Country Ex-US Int'l -1.8% -4.4% 14.7 % 81
VEU Vanguard FTSE All-World ex-US -1.7% -4.4% 14.8 % 82
XLI U.S. Industrials Sector SPDR -2.7% -4.1% 17.4 % 83
IXUS iShares Core MSCI Total Int'l Stock -2.0% -4.6% 15.2 % 84
GDX Market Vectors Gold Miners Equity Index -11.4% -2.1% 22.1 % 85
VBK Vanguard U.S. Small Cap Growth -2.0% -4.4% 20.7 % 86
VBR Vanguard U.S. SmallCap Value -4.9% -4.4% 17.1 % 87
VB Vanguard U.S. Small Cap -3.5% -4.5% 18.7 % 88
IJH iShares Core S&P MidCap 400 Index -3.8% -5.0% 18.0 % 89
MDY S&P MidCap 400 SPDRs -3.8% -5.0% 18.0 % 90
SCHA Schwab Dow Jones U.S. Small-Cap -4.5% -4.5% 19.6 % 91
IWN iShares Russell 2000 Value -6.4% -4.6% 18.3 % 92
IWO iShares Russell 2000 Growth -4.1% -4.6% 21.9 % 93
IWM iShares Russell 2000 Index Fund -5.3% -4.7% 20.2 % 94
VWO Vanguard FTSE Emerging Markets -4.7% -8.0% 20.1 % 95
XLE U.S. Energy Sector SPDR -5.9% -8.5% 19.2 % 96
IJR iShares Core S&P SmallCap 600 Index -7.6% -5.7% 20.3 % 97
IEMG iShares Core MSCI Emerging Markets -7.1% -8.6% 19.9 % 98
EEM iShares MSCI Emerging Markets -7.3% -8.7% 19.8 % 99
EWZ iShares MSCI Brazil Index Fund -11.5% -4.8% 27.4 % 100
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