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 Oct 31, 2018
  • through: Dec 07, 2018
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
MUB iShares S&P National Muni Bond (2-3yr) +1.0% +2.0% 1.5 % 1
IEF iShares Barclays 7-10 Yr Treasury +1.5% +3.1% 2.6 % 2
MBB iShares Barclays MBS Bond Fund (2yr) +0.8% +2.0% 2.0 % 3
BNDX Vanguard Total International Bond +0.8% +1.0% 1.3 % 4
SHY Barclays Low Duration Treasury (2-yr) +0.7% +0.7% 0.8 % 5
XLU U.S. Utilities Sector SPDR +5.3% +2.9% 11.9 % 6
BSV Vanguard Short-Term Bond +0.6% +0.7% 0.9 % 7
IAU iShares COMEX Gold Trust +4.4% +1.8% 8.5 % 8
SHV Barclays Short-Term Treasury +0.5% +0.2% 0.2 % 9
GLD SPDR Gold Shares +4.3% +1.8% 8.3 % 10
AGG iShares Core Total US Bond +0.4% +1.5% 1.8 % 11
BIV Vanguard Barclays Govt-Credit Mix +0.5% +1.6% 2.0 % 12
MINT PIMCO Enhanced Short-Maturity Active ETF +0.3% +0.0% 0.2 % 13
BND Vanguard Total Bond Market +0.3% +1.5% 1.8 % 14
TLT iShares Barclays Long-Term Treasury +0.1% +5.5% 7.3 % 15
IGSB iShares Barclays 1-3 Year Credit (2yr) +0.2% +0.2% 1.5 % 16
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.0% +0.0% 1.1 % 17
VNQ Vanguard MSCI U.S. REIT +0.5% +1.9% 14.1 % 18
VCIT Vanguard Interm Corp Bond (6-7yr) -0.7% +0.3% 2.3 % 19
TIP iShares Barclays TIPS -0.9% +1.3% 3.4 % 20
FLOT iShares Barclays Inv Gr Floating Rate -0.4% -0.8% 1.8 % 21
XLP U.S. Consumer Staples Sector SPDR +1.4% -3.1% 11.9 % 22
LQD iShares iBoxx Invest Grade Bond -1.5% -0.2% 3.2 % 23
EMB iShares JPM Emerg Markets Bond (7-8yr) -0.2% -0.4% 7.7 % 24
SPLV PowerShares S&P 500 Low Volatility Index -0.9% -0.2% 11.2 % 25
HYG iShares iBoxx High-Yield Corp Bond -2.0% -2.2% 6.7 % 26
JNK SPDR Barcap High-Yield Junk Bond -2.3% -2.2% 6.6 % 27
GDX Market Vectors Gold Miners Equity Index +13.0% +4.6% 26.2 % 28
EFAV iShares MSCI EAFE Minimum Volatility -3.3% -1.7% 11.9 % 29
USMV iShares MSCI USA Minimum Volatility Index -2.4% -2.5% 13.9 % 30
PFF iShares S&P US Preferred Stock Index -5.1% -3.2% 4.9 % 31
SDY SPDR S&P U.S. Dividend Aristocrats -3.5% -2.9% 14.9 % 32
DVY iShares DJ Select Dividend Index -5.0% -3.8% 13.6 % 33
VYM Vanguard High Dividend Yield Index -4.7% -4.1% 16.5 % 34
XLV U.S. Health Care Sector SPDR -1.8% -2.8% 20.4 % 35
IWD iShares Russell 1000 Value -6.0% -4.9% 16.4 % 36
VHT Vanguard MSCI U.S. Health Care -3.7% -3.5% 20.7 % 37
SCHD Schwab U.S. Dow Jones Dividend 100 -6.4% -5.0% 17.7 % 38
VTV Vanguard U.S. LargeCap Value -5.4% -5.1% 18.6 % 39
VIG Vanguard Dividend Appreciation -5.6% -4.7% 18.8 % 40
EWJ iShares MSCI Japan Index Fund -5.5% -4.4% 19.5 % 41
IVE iShares S&P 500 Value Index Fund -6.6% -5.5% 17.7 % 42
VEU Vanguard FTSE All-World ex-US -6.6% -5.2% 19.2 % 43
VWO Vanguard FTSE Emerging Markets -3.4% -3.7% 24.4 % 44
VXUS Vanguard MSCI All Country Ex-US Int'l -6.9% -5.3% 19.1 % 45
EFA iShares MSCI EAFE -7.2% -5.8% 17.9 % 46
IXUS iShares Core MSCI Total Int'l Stock -7.1% -5.5% 19.0 % 47
SCHF Schwab FTSE Developed Market Int'l Equity -7.4% -5.7% 18.1 % 48
IWS iShares Russell Midcap Value -8.5% -5.3% 16.9 % 49
VEA Vanguard FTSE Developed Ex North America -7.8% -5.8% 18.0 % 50
IEMG iShares Core MSCI Emerging Markets -4.3% -3.9% 25.5 % 51
EEM iShares MSCI Emerging Markets -4.0% -4.2% 25.9 % 52
IEFA iShares Core MSCI EAFE -7.7% -5.9% 18.2 % 53
VOE Vanguard CRSP U.S. Midcap Value -8.5% -5.9% 17.4 % 54
ACWI iShares MSCI All-World ACWI Index -7.3% -5.9% 20.3 % 55
RSP Guggenheim S&P 500 Equal Weight -8.2% -5.6% 19.5 % 56
VT Vanguard FTSE Global All Cap -8.0% -5.9% 20.0 % 57
DIA SPDR Dow Jones Industrial Average -5.4% -6.5% 22.9 % 58
VOO Vanguard S&P 500 -7.9% -6.2% 21.9 % 59
IVV iShares Core S&P 500 ETF -7.9% -6.2% 21.9 % 60
VV Vanguard MSCI U.S. Large Cap -7.9% -6.1% 22.2 % 61
IWR iShares Russell Midcap Index Fund -9.9% -5.8% 20.8 % 62
SPY SPDR S&P 500 Index -7.9% -6.2% 22.2 % 63
IWB iShares Russell 1000 Index Fund -8.2% -6.1% 22.0 % 64
SCHX Schwab Dow Jones U.S. Large-Cap -8.1% -6.1% 22.3 % 65
VO Vanguard CRSP U.S. Mid Cap -9.8% -5.9% 21.3 % 66
VGK Vanguard Europe -9.2% -7.1% 18.8 % 67
ITOT iShares Core S&P Total US Market -8.8% -6.2% 22.1 % 68
SCHB Schwab Dow Jones U.S. Broad Market -8.7% -6.3% 22.2 % 69
VTI Vanguard Total U.S. Stock Market -8.8% -6.3% 22.3 % 70
IWV iShares Russell 3000 Index Fund -8.8% -6.3% 22.3 % 71
EZU iShares MSCI EMU Index Fund -10.1% -7.2% 20.1 % 72
SCZ iShares MSCI EAFE Small Cap Index -10.9% -7.2% 19.3 % 73
AMLP ALPS Alerian MLP Infrastructure Index -11.3% -5.5% 25.4 % 74
VBR Vanguard U.S. SmallCap Value -11.9% -6.7% 19.9 % 75
IJH iShares Core S&P MidCap 400 Index -11.9% -6.7% 21.2 % 76
MDY S&P MidCap 400 SPDRs -11.9% -6.7% 21.2 % 77
IVW iShares S&P 500 Growth Index Fund -9.0% -6.7% 26.7 % 78
IWN iShares Russell 2000 Value -13.1% -7.4% 20.5 % 79
IJK iShares S&P MidCap 400 Growth -13.1% -6.5% 23.7 % 80
VUG Vanguard U.S. LargeCap Growth -10.6% -7.2% 27.0 % 81
XLY U.S. Consumer Discret Sector SPDR -10.3% -7.3% 27.4 % 82
XLI U.S. Industrials Sector SPDR -11.9% -7.2% 24.6 % 83
VFH Vanguard MSCI U.S. Financials -11.5% -7.4% 23.5 % 84
VB Vanguard U.S. Small Cap -12.9% -6.9% 23.5 % 85
XLF U.S. Financial Sector SPDR -11.0% -8.0% 24.5 % 86
IWF iShares Russell 1000 Growth -10.6% -7.4% 27.8 % 87
IWP iShares Russell Midcap Growth -11.9% -6.6% 27.5 % 88
MTUM iShares MSCI USA Momentum Factor ETF -10.2% -7.5% 28.6 % 89
IBB iShares Nasdaq Biotechnology Index -12.0% -6.7% 28.7 % 90
QQQ PowerShares Nasdaq-100 Index -10.7% -8.1% 31.2 % 91
XLE U.S. Energy Sector SPDR -11.4% -8.7% 28.2 % 92
SCHA Schwab Dow Jones U.S. Small-Cap -14.9% -7.9% 24.6 % 93
VBK Vanguard U.S. Small Cap Growth -14.1% -7.2% 28.5 % 94
IJR iShares Core S&P SmallCap 600 Index -16.0% -8.7% 24.4 % 95
IWM iShares Russell 2000 Index Fund -15.3% -8.5% 25.4 % 96
XLK U.S. Technology Sector SPDR -11.9% -9.2% 34.6 % 97
FDN First Trust DJ Internet Index -14.1% -7.4% 37.7 % 98
VGT Vanguard MSCI U.S. Technology -12.1% -8.8% 34.4 % 99
IWO iShares Russell 2000 Growth -17.2% -9.3% 30.3 % 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