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 >=
  • through: Aug 04, 2021
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
VHT Vanguard MSCI U.S. Health Care +9.0% +3.3% 9.3 % 1
XLV U.S. Health Care Sector SPDR +9.0% +3.6% 10.0 % 2
QQQ PowerShares Nasdaq-100 Index +11.8% +1.8% 10.6 % 3
IVW iShares S&P 500 Growth Index Fund +11.3% +1.8% 11.2 % 4
QUAL iShares MSCI USA Quality Factor ETF +8.4% +2.0% 10.8 % 5
IWF iShares Russell 1000 Growth +11.4% +1.7% 11.7 % 6
VGT Vanguard MSCI U.S. Technology +13.2% +1.8% 12.6 % 7
XLK U.S. Technology Sector SPDR +13.1% +1.9% 12.7 % 8
USMV iShares MSCI USA Minimum Volatility Index +6.2% +1.7% 7.6 % 9
VUG Vanguard U.S. LargeCap Growth +11.2% +1.5% 12.0 % 10
TIP iShares Barclays TIPS +3.4% +1.9% 3.3 % 11
SCHG Schwab Dow Jones U.S. Large Cap Growth +11.8% +1.2% 12.1 % 12
SCHP Schwab Barclays Capital U.S. TIPS (7-8yr) +3.4% +1.9% 3.1 % 13
VV Vanguard MSCI U.S. Large Cap +6.5% +1.1% 11.6 % 14
VNQ Vanguard MSCI U.S. REIT +10.3% +2.1% 14.8 % 15
VOO Vanguard S&P 500 +6.0% +1.1% 11.7 % 16
TLT iShares Barclays Long-Term Treasury +8.6% +2.2% 14.7 % 17
SCHX Schwab Dow Jones U.S. Large-Cap +6.2% +1.1% 11.9 % 18
ESGU iShares ESG MSCI USA ETF +6.4% +1.0% 11.9 % 19
IVV iShares Core S&P 500 ETF +6.0% +1.1% 11.7 % 20
VIG Vanguard Dividend Appreciation +3.7% +1.4% 11.0 % 21
SPY SPDR S&P 500 Index +5.9% +1.0% 11.7 % 22
LQD iShares iBoxx Invest Grade Bond +4.3% +0.9% 4.9 % 23
IWP iShares Russell Midcap Growth +10.3% +1.2% 14.7 % 24
DGRO iShares Core Dividend Growth ETF +3.1% +1.5% 11.1 % 25
IWB iShares Russell 1000 Index Fund +5.8% +1.0% 12.0 % 26
BNDX Vanguard Total International Bond +2.0% +1.1% 1.7 % 27
MTUM iShares MSCI USA Momentum Factor ETF +5.9% +3.0% 17.9 % 28
VGK Vanguard Europe +5.0% +2.1% 15.1 % 29
SCHB Schwab Dow Jones U.S. Broad Market +5.6% +0.9% 12.4 % 30
BIV Vanguard Barclays Govt-Credit Mix +2.7% +0.9% 3.9 % 31
VCIT Vanguard Interm Corp Bond (6-7yr) +2.9% +0.7% 3.4 % 32
ITOT iShares Core S&P Total US Market +5.5% +0.8% 12.2 % 33
VTI Vanguard Total U.S. Stock Market +5.5% +0.8% 12.5 % 34
ACWI iShares MSCI All-World ACWI Index +4.5% +0.8% 12.0 % 35
VTIP Vanguard Sh-Tm 0-5 yr Inflation Protected +1.4% +1.0% 1.9 % 36
GOVT iShares Barclays US Treasury (5-6yr) +2.4% +0.8% 4.3 % 37
AGG iShares Core Total US Bond +2.1% +0.7% 3.5 % 38
PFF iShares S&P US Preferred Stock Index +3.4% +0.4% 4.8 % 39
BND Vanguard Total Bond Market +2.3% +0.7% 3.7 % 40
EMB iShares JPM Emerg Markets Bond +2.5% +0.5% 3.7 % 41
EFA iShares MSCI EAFE +3.1% +1.2% 14.1 % 42
IUSB iShares Core Total USD Bond Market +2.1% +0.6% 3.0 % 43
VO Vanguard CRSP U.S. Mid Cap +4.8% +0.9% 14.6 % 44
VT Vanguard FTSE Global All Cap +4.0% +0.6% 12.4 % 45
IEFA iShares Core MSCI EAFE +3.0% +1.2% 14.6 % 46
VEA Vanguard FTSE Developed Ex North America +3.0% +1.0% 14.6 % 47
SCHF Schwab FTSE Developed Market Int'l Equity +3.0% +1.0% 14.4 % 48
MUB iShares S&P National Muni Bond (2-3yr) +1.4% +0.3% 1.5 % 49
XLC U.S. Communication Services Sector SPDR +7.1% +0.3% 15.4 % 50
SCZ iShares MSCI EAFE Small Cap Index +2.3% +1.6% 15.6 % 51
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.6% +0.3% 0.9 % 52
IAU iShares COMEX Gold Trust +1.4% +0.5% 7.7 % 53
MBB iShares Barclays MBS Bond Fund (2yr) +0.3% +0.4% 1.7 % 54
IGSB iShares Barclays 1-3 Year Credit (2yr) +0.5% +0.2% 1.0 % 55
GLD SPDR Gold Shares +1.4% +0.5% 7.9 % 56
BSV Vanguard Short-Term Bond +0.3% +0.2% 1.0 % 57
VMBS Vanguard Mortgage-Backed Bonds +0.3% +0.4% 2.1 % 58
RSP Invesco S&P 500 Equal Weight +2.3% +0.7% 14.3 % 59
JPST JPMorgan Ultra-Short Income ETF +0.2% +0.1% 0.2 % 60
IWR iShares Russell Midcap Index Fund +3.4% +0.5% 15.5 % 61
SHY iShares 1-3 Year Treasury Bond ETF +0.0% +0.1% 0.6 % 62
MINT PIMCO Enhanced Short-Maturity Active ETF +0.1% +0.0% 0.3 % 63
SHV Barclays Short-Term Treasury +0.0% +0.0% 0.1 % 64
DIA SPDR Dow Jones Industrial Average +2.1% +0.4% 12.9 % 65
HYG iShares iBoxx High-Yield Corp Bond +1.0% -0.5% 4.0 % 66
VTV Vanguard U.S. LargeCap Value +0.7% +0.5% 14.0 % 67
ARKK ARK Innovation ETF +10.5% -0.8% 27.3 % 68
VXUS Vanguard MSCI All Country Ex-US Int'l +2.0% +0.1% 13.9 % 69
SCHD Schwab U.S. Dow Jones Dividend 100 +0.4% +0.4% 13.5 % 70
IXUS iShares Core MSCI Total Int'l Stock +2.0% +0.1% 14.1 % 71
VBK Vanguard U.S. Small Cap Growth +3.8% -0.7% 17.3 % 72
VYM Vanguard High Dividend Yield Index +0.2% +0.4% 13.4 % 73
IWD iShares Russell 1000 Value +0.4% +0.2% 13.7 % 74
VEU Vanguard FTSE All-World ex-US +1.7% +0.0% 14.5 % 75
XLY U.S. Consumer Discret Sector SPDR +2.9% -0.4% 16.3 % 76
VXF Vanguard Extended Market ETF +3.4% -0.4% 18.4 % 77
IVE iShares S&P 500 Value Index Fund +0.3% +0.3% 14.6 % 78
EFV iShares MSCI EAFE Value Index +0.2% +0.5% 16.9 % 79
XLF U.S. Financial Sector SPDR -0.7% +0.6% 22.7 % 80
IWS iShares Russell Midcap Value +0.0% +0.0% 16.8 % 81
SDY SPDR S&P U.S. Dividend Aristocrats -1.7% -0.2% 14.1 % 82
GDX Market Vectors Gold Miners Equity Index -2.3% +0.6% 24.2 % 83
VLUE iShares MSCI USA Value Weighted Index Fund -1.4% -0.1% 17.0 % 84
VOE Vanguard CRSP U.S. Midcap Value -0.9% -0.1% 18.2 % 85
XLI U.S. Industrials Sector SPDR -0.6% -0.7% 18.1 % 86
IJH iShares Core S&P MidCap 400 Index -1.4% +0.0% 19.3 % 87
VB Vanguard U.S. Small Cap -0.1% -1.0% 19.5 % 88
MDY S&P MidCap 400 SPDRs -1.4% -0.1% 19.3 % 89
IEMG iShares Core MSCI Emerging Markets -0.6% -2.1% 18.7 % 90
DVY iShares DJ Select Dividend Index -3.5% -0.8% 15.9 % 91
VWO Vanguard FTSE Emerging Markets -0.9% -2.4% 20.1 % 92
SCHA Schwab Dow Jones U.S. Small-Cap -1.3% -1.8% 21.4 % 93
EEM iShares MSCI Emerging Markets -1.7% -2.4% 20.2 % 94
IJR iShares Core S&P SmallCap 600 Index -2.1% -1.4% 24.0 % 95
IWM iShares Russell 2000 Index Fund -1.8% -2.5% 22.1 % 96
VBR Vanguard U.S. SmallCap Value -2.8% -1.4% 22.5 % 97
SLV iShares Silver Trust -4.2% -2.9% 18.9 % 98
IWN iShares Russell 2000 Value -4.0% -2.6% 23.9 % 99
XLE U.S. Energy Sector SPDR -6.6% -6.8% 30.9 % 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

Assets data as of: Jul 12, 2021