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
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +0.4% +0.2% 0.3 % 1
JPST JPMorgan Ultra-Short Income ETF +0.5% +0.0% 0.5 % 2
SHV Barclays Short-Term Treasury +0.3% +0.1% 0.3 % 3
VGSH Vanguard Short-Term Gov't Bond (2yr) -1.4% -1.1% 2.4 % 4
SHY iShares 1-3 Year Treasury Bond ETF -1.4% -1.1% 2.5 % 5
IGSB iShares Barclays 1-3 Year Credit (2yr) -1.8% -1.6% 5.4 % 6
BSV Vanguard Short-Term Bond -2.0% -1.4% 4.3 % 7
IAU iShares COMEX Gold Trust -1.5% -0.1% 17.8 % 8
VTIP Vanguard Sh-Tm 0-5 yr Inflation Protected -1.8% -1.9% 6.0 % 9
HYG iShares iBoxx High-Yield Corp Bond -0.8% -2.1% 16.9 % 10
GLD SPDR Gold Shares -1.5% -0.1% 17.9 % 11
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) -1.9% -1.7% 5.6 % 12
XLV U.S. Health Care Sector SPDR -2.3% +0.2% 22.6 % 13
VTEB Vanguard Tax Exempt Bond ETF -2.8% -1.4% 4.9 % 14
MUB iShares S&P National Muni Bond (2-3yr) -2.7% -1.6% 5.5 % 15
XLE U.S. Energy Sector SPDR +15.4% +4.6% 47.0 % 16
VHT Vanguard MSCI U.S. Health Care -2.6% -0.3% 23.0 % 17
BNDX Vanguard Total International Bond -3.2% -2.5% 8.8 % 18
VYM Vanguard High Dividend Yield Index -1.8% -3.5% 25.6 % 19
XLF U.S. Financial Sector SPDR +0.3% -3.6% 28.8 % 20
VTV Vanguard U.S. LargeCap Value -1.7% -3.7% 25.4 % 21
PFF iShares S&P US Preferred Stock Index -2.7% -3.0% 14.1 % 22
IJH iShares Core S&P MidCap 400 Index +1.2% -3.4% 31.4 % 23
HDV iShares High Dividend Equity -2.3% -2.7% 27.1 % 24
MDY S&P MidCap 400 SPDRs +1.0% -3.5% 31.5 % 25
GOVT iShares Barclays US Treasury (5-6yr) -3.9% -2.6% 8.5 % 26
IJR iShares Core S&P SmallCap 600 Index -1.3% -3.2% 30.3 % 27
DFAC Dimensional US Core Equity 2 ETF -0.9% -3.6% 29.0 % 28
IUSB iShares Core Total USD Bond Market -4.0% -3.2% 9.5 % 29
BND Vanguard Total Bond Market -4.2% -3.2% 9.7 % 30
SCHD Schwab U.S. Dow Jones Dividend 100 -2.9% -3.2% 24.7 % 31
VBR Vanguard U.S. SmallCap Value +0.4% -3.9% 31.6 % 32
SPYV SPDR Portfolio S&P 500 Value -2.0% -4.2% 25.9 % 33
IWM iShares Russell 2000 Index Fund +0.0% -3.6% 32.6 % 34
IVE iShares S&P 500 Value Index Fund -2.1% -4.2% 25.8 % 35
VCIT Vanguard Interm Corp Bond (6-7yr) -4.2% -3.5% 12.5 % 36
AGG iShares Core Total US Bond -4.3% -3.2% 9.9 % 37
VIG Vanguard Dividend Appreciation -2.2% -4.6% 24.2 % 38
VB Vanguard U.S. Small Cap +0.2% -3.8% 32.7 % 39
IWD iShares Russell 1000 Value -2.1% -4.2% 27.5 % 40
VXF Vanguard Extended Market ETF -0.7% -3.6% 34.4 % 41
SCHA Schwab Dow Jones U.S. Small-Cap +0.0% -3.9% 32.7 % 42
IWR iShares Russell Midcap Index Fund -0.7% -4.4% 30.7 % 43
IEF iShares Barclays 7-10 Yr Treasury -5.3% -3.6% 13.5 % 44
DIA SPDR Dow Jones Industrial Average -3.1% -4.0% 25.7 % 45
VMBS Vanguard Mortgage-Backed Bonds -4.6% -3.9% 12.9 % 46
USMV iShares MSCI USA Minimum Volatility Index -3.3% -4.6% 22.1 % 47
RSP Invesco S&P 500 Equal Weight -1.5% -5.0% 28.8 % 48
DGRO iShares Core Dividend Growth ETF -2.9% -4.6% 24.5 % 49
SDY SPDR S&P U.S. Dividend Aristocrats -2.3% -5.8% 24.5 % 50
VTI Vanguard Total U.S. Stock Market -2.3% -4.6% 28.6 % 51
SCHB Schwab Dow Jones U.S. Broad Market -2.3% -4.6% 28.5 % 52
XLI U.S. Industrials Sector SPDR -0.1% -5.9% 29.0 % 53
IWB iShares Russell 1000 Index Fund -2.5% -4.7% 28.4 % 54
MBB iShares Barclays MBS Bond Fund (2yr) -5.3% -4.2% 13.2 % 55
IWN iShares Russell 2000 Value -1.9% -4.5% 31.4 % 56
LQD iShares iBoxx Invest Grade Bond -5.4% -4.0% 15.3 % 57
VOO Vanguard S&P 500 -2.6% -4.8% 28.2 % 58
VO Vanguard CRSP U.S. Mid Cap -1.4% -5.1% 30.4 % 59
SCHX Schwab Dow Jones U.S. Large-Cap -2.6% -4.7% 28.6 % 60
ITOT iShares Core S&P Total US Market -2.4% -4.7% 28.7 % 61
SPY SPDR S&P 500 Index -2.7% -4.8% 28.4 % 62
IVV iShares Core S&P 500 ETF -2.7% -4.8% 28.3 % 63
SPLG SPDR Portfolio Large Cap -2.7% -4.9% 28.2 % 64
VOE Vanguard CRSP U.S. Midcap Value -1.9% -6.1% 28.5 % 65
IWS iShares Russell Midcap Value -1.6% -5.3% 30.4 % 66
XLY U.S. Consumer Discret Sector SPDR +0.4% -8.1% 34.4 % 67
ACWI iShares MSCI All-World ACWI Index -4.1% -4.3% 28.1 % 68
VV Vanguard MSCI U.S. Large Cap -2.7% -4.8% 28.7 % 69
VT Vanguard FTSE Global All Cap -3.8% -4.4% 28.3 % 70
SCHP Schwab Barclays Capital U.S. TIPS (7-8yr) -4.6% -5.1% 12.7 % 71
TIP iShares Barclays TIPS -4.7% -5.2% 12.7 % 72
EFV iShares MSCI EAFE Value Index -5.3% -3.0% 30.2 % 73
EMB iShares JPM Emerg Markets Bond -4.1% -5.4% 19.2 % 74
VEU Vanguard FTSE All-World ex-US -6.1% -3.8% 28.0 % 75
ESGU iShares ESG MSCI USA ETF -2.8% -4.9% 28.8 % 76
EFA iShares MSCI EAFE -5.6% -3.4% 29.9 % 77
VXUS Vanguard MSCI All Country Ex-US Int'l -6.2% -4.2% 28.0 % 78
IWF iShares Russell 1000 Growth -2.9% -5.1% 29.8 % 79
GDX Market Vectors Gold Miners Equity Index -6.6% +4.3% 46.7 % 80
DVY iShares DJ Select Dividend Index -3.7% -6.1% 27.2 % 81
IXUS iShares Core MSCI Total Int'l Stock -6.0% -4.0% 28.6 % 82
VWO Vanguard FTSE Emerging Markets -7.1% -4.7% 23.3 % 83
SCHF Schwab FTSE Developed Market Int'l Equity -5.9% -3.7% 30.2 % 84
IEFA iShares Core MSCI EAFE -5.8% -3.8% 30.4 % 85
VEA Vanguard FTSE Developed Ex North America -5.8% -3.9% 30.1 % 86
XLP U.S. Consumer Staples Sector SPDR -5.6% -6.1% 20.2 % 87
VGT Vanguard MSCI U.S. Technology -3.7% -4.5% 32.6 % 88
XLU U.S. Utilities Sector SPDR -3.2% -12.1% 28.7 % 89
IEMG iShares Core MSCI Emerging Markets -8.1% -5.3% 24.5 % 90
EEM iShares MSCI Emerging Markets -8.6% -5.2% 24.5 % 91
SCHG Schwab Dow Jones U.S. Large Cap Growth -3.5% -5.1% 31.4 % 92
IVW iShares S&P 500 Growth Index Fund -3.4% -5.4% 30.8 % 93
TLT iShares Barclays Long-Term Treasury -9.3% -5.9% 22.7 % 94
QUAL iShares MSCI USA Quality Factor ETF -4.5% -5.4% 29.1 % 95
XLK U.S. Technology Sector SPDR -4.1% -5.1% 32.3 % 96
VUG Vanguard U.S. LargeCap Growth -3.6% -5.8% 31.6 % 97
QQQ PowerShares Nasdaq-100 Index -4.2% -5.5% 32.2 % 98
VGK Vanguard Europe -6.5% -4.5% 34.7 % 99
VNQ Vanguard MSCI U.S. REIT -10.9% -12.7% 28.1 % 100
through: Oct 05, 2022
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: Jun 03, 2022