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, 2019
  • through: Nov 11, 2019
ETFs: 99(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
EFA iShares MSCI EAFE +8.3% +4.6% 6.0 % 1
VTV Vanguard U.S. LargeCap Value +7.2% +5.3% 6.0 % 2
IVE iShares S&P 500 Value Index Fund +9.4% +5.7% 7.0 % 3
SCHF Schwab FTSE Developed Market Int'l Equity +8.5% +4.5% 6.3 % 4
DGRO iShares Core Dividend Growth ETF +7.6% +4.5% 5.2 % 5
VEA Vanguard FTSE Developed Ex North America +8.4% +4.5% 6.2 % 6
XLF U.S. Financial Sector SPDR +10.9% +7.5% 9.3 % 7
EWJ iShares MSCI Japan Index Fund +11.4% +5.1% 7.4 % 8
IWD iShares Russell 1000 Value +7.1% +4.6% 6.1 % 9
SCZ iShares MSCI EAFE Small Cap Index +9.3% +4.8% 7.3 % 10
IEFA iShares Core MSCI EAFE +8.6% +4.6% 6.6 % 11
VEU Vanguard FTSE All-World ex-US +8.2% +4.5% 6.4 % 12
VGK Vanguard Europe +8.1% +4.6% 6.5 % 13
IWN iShares Russell 2000 Value +9.1% +6.0% 10.0 % 14
VXUS Vanguard MSCI All Country Ex-US Int'l +8.0% +4.3% 6.3 % 15
XLI U.S. Industrials Sector SPDR +9.3% +6.7% 10.7 % 16
VT Vanguard FTSE Global All Cap +6.9% +4.4% 6.3 % 17
IXUS iShares Core MSCI Total Int'l Stock +8.0% +4.3% 6.4 % 18
SCHD Schwab U.S. Dow Jones Dividend 100 +9.0% +4.2% 6.9 % 19
VBR Vanguard U.S. SmallCap Value +7.3% +5.7% 8.7 % 20
XLK U.S. Technology Sector SPDR +8.9% +5.7% 13.2 % 21
ACWI iShares MSCI All-World ACWI Index +6.6% +4.4% 6.4 % 22
VYM Vanguard High Dividend Yield Index +6.6% +3.9% 5.4 % 23
SDY SPDR S&P U.S. Dividend Aristocrats +7.1% +4.0% 6.4 % 24
VGT Vanguard MSCI U.S. Technology +8.2% +5.5% 13.4 % 25
RSP Guggenheim S&P 500 Equal Weight +6.1% +4.4% 6.5 % 26
IEMG iShares Core MSCI Emerging Markets +8.8% +4.4% 10.6 % 27
IWM iShares Russell 2000 Index Fund +6.0% +6.1% 9.9 % 28
SPY SPDR S&P 500 Index +5.9% +4.2% 6.3 % 29
EEM iShares MSCI Emerging Markets +8.7% +4.4% 10.7 % 30
QQQ PowerShares Nasdaq-100 Index +6.9% +5.2% 10.2 % 31
IJR iShares Core S&P SmallCap 600 Index +6.4% +5.9% 10.6 % 32
VOO Vanguard S&P 500 +5.9% +4.2% 6.4 % 33
IVV iShares Core S&P 500 ETF +5.9% +4.2% 6.5 % 34
SCHX Schwab Dow Jones U.S. Large-Cap +5.9% +4.1% 6.3 % 35
IWS iShares Russell Midcap Value +6.1% +4.0% 6.5 % 36
VOE Vanguard CRSP U.S. Midcap Value +6.5% +4.2% 6.9 % 37
IJH iShares Core S&P MidCap 400 Index +5.8% +4.6% 8.0 % 38
IWB iShares Russell 1000 Index Fund +5.7% +4.1% 6.5 % 39
ITOT iShares Core S&P Total US Market +5.7% +4.3% 6.6 % 40
VV Vanguard MSCI U.S. Large Cap +5.8% +4.2% 6.6 % 41
IWV iShares Russell 3000 Index Fund +5.7% +4.3% 6.6 % 42
DVY iShares DJ Select Dividend Index +7.1% +3.2% 6.9 % 43
VB Vanguard U.S. Small Cap +4.9% +4.9% 8.6 % 44
EFAV iShares MSCI EAFE Minimum Volatility +4.5% +2.2% 4.8 % 45
VWO Vanguard FTSE Emerging Markets +7.6% +4.0% 9.8 % 46
MDY S&P MidCap 400 SPDRs +5.7% +4.6% 7.8 % 47
SCHB Schwab Dow Jones U.S. Broad Market +5.7% +4.3% 6.8 % 48
VTI Vanguard Total U.S. Stock Market +5.6% +4.2% 6.6 % 49
HYG iShares iBoxx High-Yield Corp Bond +1.8% +0.4% 2.6 % 50
QUAL iShares MSCI USA Quality Factor ETF +5.8% +3.7% 6.7 % 51
JNK SPDR Barcap High-Yield Junk Bond +1.7% +0.4% 2.7 % 52
FLOT iShares Barclays Inv Gr Floating Rate +0.9% +0.2% 0.4 % 53
VIG Vanguard Dividend Appreciation +3.1% +1.5% 5.1 % 54
VHT Vanguard MSCI U.S. Health Care +3.2% +5.8% 10.4 % 55
XLV U.S. Health Care Sector SPDR +3.8% +5.4% 10.5 % 56
VMBS Vanguard Mortgage-Backed Bonds +1.0% +0.1% 1.6 % 57
DIA SPDR Dow Jones Industrial Average +5.9% +3.5% 7.3 % 58
IGSB iShares Barclays 1-3 Year Credit (2yr) +0.8% +0.0% 1.4 % 59
MINT PIMCO Enhanced Short-Maturity Active ETF +0.6% +0.2% 0.2 % 60
SHV Barclays Short-Term Treasury +0.5% +0.1% 0.2 % 61
MBB iShares Barclays MBS Bond Fund (2yr) +0.7% +0.0% 1.8 % 62
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.7% -0.1% 1.6 % 63
VO Vanguard CRSP U.S. Mid Cap +3.9% +3.0% 6.5 % 64
IWR iShares Russell Midcap Index Fund +4.4% +3.4% 6.6 % 65
XLP U.S. Consumer Staples Sector SPDR +2.4% +0.2% 6.2 % 66
SHY iShares 1-3 Year Treasury Bond ETF +0.3% +0.0% 1.0 % 67
IGIB iShares Barclays Intermed Credit (4-5yr) +0.7% -0.3% 3.8 % 68
BSV Vanguard Short-Term Bond +0.3% -0.2% 1.7 % 69
IWF iShares Russell 1000 Growth +4.4% +3.7% 8.6 % 70
VUG Vanguard U.S. LargeCap Growth +4.5% +3.0% 9.0 % 71
VCIT Vanguard Interm Corp Bond (6-7yr) +0.4% -0.4% 4.1 % 72
XLE U.S. Energy Sector SPDR +3.3% +4.3% 21.7 % 73
IVW iShares S&P 500 Growth Index Fund +3.0% +2.8% 7.3 % 74
PFF iShares S&P US Preferred Stock Index +0.6% -1.0% 3.7 % 75
SPLV Invesco S&P 500 Low Volatility ETF +1.5% -0.6% 6.3 % 76
XLY U.S. Consumer Discret Sector SPDR +2.5% +0.5% 7.1 % 77
EMB iShares JPM Emerg Markets Bond +0.4% -0.3% 4.5 % 78
MUB iShares S&P National Muni Bond (2-3yr) -0.8% -0.7% 2.4 % 79
USMV iShares MSCI USA Minimum Volatility Index +0.6% -0.5% 5.9 % 80
VBK Vanguard U.S. Small Cap Growth +2.1% +3.9% 10.1 % 81
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) -0.5% -0.7% 3.2 % 82
BND Vanguard Total Bond Market -0.3% -0.7% 3.8 % 83
AGG iShares Core Total US Bond -0.3% -0.7% 3.6 % 84
TIP iShares Barclays TIPS -0.8% -0.2% 4.3 % 85
IWP iShares Russell Midcap Growth +1.7% +2.6% 9.2 % 86
LQD iShares iBoxx Invest Grade Bond +0.1% -0.7% 5.7 % 87
BIV Vanguard Barclays Govt-Credit Mix -0.4% -1.0% 4.3 % 88
BNDX Vanguard Total International Bond -1.2% -1.0% 3.6 % 89
GOVT iShares Barclays US Treasury (5-6yr) -1.1% -1.2% 4.6 % 90
MTUM iShares MSCI USA Momentum Factor ETF +0.4% +1.6% 9.2 % 91
IEF iShares Barclays 7-10 Yr Treasury -1.4% -1.5% 5.8 % 92
EWZ iShares MSCI Brazil Index Fund +0.4% +3.5% 23.0 % 93
VNQ Vanguard MSCI U.S. REIT +1.4% -1.9% 10.2 % 94
XLU U.S. Utilities Sector SPDR +1.7% -3.4% 11.3 % 95
GLD SPDR Gold Shares -3.3% -2.5% 11.1 % 96
IAU iShares COMEX Gold Trust -3.3% -2.5% 11.4 % 97
TLT iShares Barclays Long-Term Treasury -4.8% -4.4% 13.4 % 98
GDX Market Vectors Gold Miners Equity Index -7.8% -3.1% 28.4 % 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