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
DIA SPDR Dow Jones Industrial Average +5.1% +7.3% 8.3 % 1
XLF U.S. Financial Sector SPDR +5.3% +7.8% 9.4 % 2
SPYV SPDR Portfolio S&P 500 Value +3.8% +7.2% 10.7 % 3
XLI U.S. Industrials Sector SPDR +3.5% +7.8% 11.0 % 4
IVE iShares S&P 500 Value Index Fund +3.7% +7.1% 10.4 % 5
VONG Vanguard Russell 1000 Growth ETF +4.7% +6.4% 11.7 % 6
LQD iShares iBoxx Invest Grade Bond +3.9% +6.0% 9.7 % 7
VGT Vanguard MSCI U.S. Technology +6.9% +7.7% 15.3 % 8
VUG Vanguard U.S. LargeCap Growth (VIGRX) +4.6% +6.6% 12.0 % 9
VGK Vanguard Europe +4.1% +7.4% 12.6 % 10
VTI Vanguard Total U.S. Stock Market +3.1% +6.8% 10.3 % 11
IWF iShares Russell 1000 Growth (SWLGX) +4.7% +6.4% 11.8 % 12
ITOT iShares Core S&P Total US Market +3.0% +6.8% 10.3 % 13
MGK Vanguard MSCI Mega Cap 300 Growth +5.1% +6.4% 12.7 % 14
VBR Vanguard U.S. SmallCap Value +4.2% +10.1% 20.4 % 15
SCHB Schwab Dow Jones U.S. Broad Market +3.1% +6.8% 10.5 % 16
XLK U.S. Technology Sector SPDR +7.7% +6.7% 15.1 % 17
VTEB Vanguard Tax Exempt Bond ETF +3.1% +4.1% 4.0 % 18
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) +4.8% +6.2% 12.2 % 19
VV Vanguard MSCI U.S. Large Cap +3.1% +6.2% 9.8 % 20
VOO Vanguard S&P 500 +3.0% +6.1% 9.7 % 21
VCIT Vanguard Interm Corp Bond (6-7yr) +3.2% +4.5% 7.3 % 22
IWB iShares Russell 1000 Index Fund +3.0% +6.5% 9.8 % 23
BNDX Vanguard Total International Bond +3.3% +2.9% 5.4 % 24
SCHX Schwab Dow Jones U.S. Large-Cap +3.0% +6.4% 9.9 % 25
VNQ Vanguard MSCI U.S. REIT +3.5% +11.7% 21.9 % 26
VXF Vanguard Extended Market ETF +3.5% +11.7% 19.5 % 27
QUAL iShares MSCI USA Quality Factor ETF +3.8% +5.1% 9.7 % 28
IVV iShares Core S&P 500 ETF +3.0% +6.1% 9.8 % 29
SPY SPDR S&P 500 Index +3.0% +6.1% 9.7 % 30
IJR iShares Core S&P SmallCap 600 Index +3.5% +10.9% 24.5 % 31
MUB iShares S&P National Muni Bond (2-3yr) +2.8% +4.0% 4.5 % 32
SPLG SPDR Portfolio Large Cap +2.9% +6.1% 9.7 % 33
DFAC Dimensional US Core Equity 2 ETF +2.9% +7.4% 12.2 % 34
DVY iShares DJ Select Dividend Index +3.0% +7.9% 13.9 % 35
VOE Vanguard CRSP U.S. Midcap Value +2.9% +8.3% 13.5 % 36
QQQM Invesco NASDAQ 100 ETF (Mini) +4.2% +6.0% 13.4 % 37
VIG Vanguard Dividend Appreciation +2.6% +5.4% 8.5 % 38
QQQ PowerShares Nasdaq-100 Index +4.2% +6.0% 13.5 % 39
USMV iShares MSCI USA Minimum Volatility Index +2.6% +4.4% 6.9 % 40
IWR iShares Russell Midcap Index Fund +2.7% +9.1% 14.8 % 41
ACWI iShares MSCI All-World ACWI Index +2.7% +5.9% 9.7 % 42
EFV iShares MSCI EAFE Value Index +3.0% +6.6% 12.5 % 43
EFA iShares MSCI EAFE +2.8% +6.3% 11.6 % 44
VT Vanguard FTSE Global All Cap +2.6% +6.2% 10.2 % 45
IEFA iShares Core MSCI EAFE +2.6% +6.4% 11.9 % 46
RSP Invesco S&P 500 Equal Weight (VADAX) +2.3% +8.2% 12.5 % 47
IJH iShares Core S&P MidCap 400 Index +2.6% +9.4% 18.2 % 48
SCHF Schwab FTSE Developed Market Int'l Equity +2.6% +6.2% 11.6 % 49
IUSB iShares Core Total USD Bond Market +2.3% +3.6% 7.0 % 50
MDY S&P MidCap 400 SPDRs +2.5% +9.3% 18.3 % 51
VB Vanguard U.S. Small Cap +2.4% +10.6% 20.6 % 52
BIV Vanguard Barclays Govt-Credit Mix +2.3% +3.6% 7.9 % 53
DGRO iShares Core Dividend Growth ETF +1.7% +6.1% 9.3 % 54
VO Vanguard CRSP U.S. Mid Cap +2.2% +8.2% 13.7 % 55
SPYG SPDR Portfolio S&P 500 Growth +2.3% +5.2% 9.8 % 56
VEA Vanguard FTSE Developed Ex North America +2.4% +6.2% 11.9 % 57
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +2.2% +1.9% 3.4 % 58
BND Vanguard Total Bond Market +2.2% +3.6% 7.6 % 59
SPDW SPDR Portfolio Dev World Ex-US ETF +2.3% +6.1% 11.6 % 60
AGG iShares Core Total US Bond +2.1% +3.7% 7.7 % 61
IGSB iShares Barclays 1-3 Year Credit (2yr) +2.2% +1.9% 3.5 % 62
MBB iShares Barclays MBS Bond Fund (2yr) +2.0% +4.0% 8.9 % 63
IVW iShares S&P 500 Growth Index Fund +2.3% +5.2% 9.9 % 64
VTV Vanguard U.S. LargeCap Value +1.5% +5.9% 9.0 % 65
IWD iShares Russell 1000 Value +1.2% +6.7% 10.2 % 66
VMBS Vanguard Mortgage-Backed Bonds +1.9% +3.9% 9.0 % 67
IAU iShares COMEX Gold Trust +4.1% +2.3% 15.1 % 68
TLT iShares Barclays Long-Term Treasury +1.9% +8.4% 18.1 % 69
BSV Vanguard Short-Term Bond +1.8% +1.5% 3.4 % 70
GLD SPDR Gold Shares +4.1% +2.3% 15.1 % 71
IWM iShares Russell 2000 Index Fund +1.8% +11.7% 24.6 % 72
GOVT iShares Barclays US Treasury (5-6yr) +1.7% +2.8% 6.7 % 73
SDY SPDR S&P U.S. Dividend Aristocrats +1.2% +6.9% 11.2 % 74
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) +1.7% +2.4% 6.7 % 75
JPST JPMorgan Ultra-Short Income ETF +1.6% +0.7% 0.6 % 76
VGSH Vanguard Short-Term Gov't Bond (2yr) +1.6% +0.9% 2.4 % 77
SHY iShares 1-3 Year Treasury Bond ETF +1.5% +0.9% 2.5 % 78
VHT Vanguard MSCI U.S. Health Care -0.9% +6.1% 7.5 % 79
SHV Barclays Short-Term Treasury +1.3% +0.5% 0.2 % 80
SCHD Schwab U.S. Dow Jones Dividend 100 +0.2% +6.5% 10.8 % 81
VEU Vanguard FTSE All-World ex-US +1.9% +5.2% 11.2 % 82
VYM Vanguard High Dividend Yield Index +1.2% +5.9% 9.7 % 83
SGOV iShares 0-3 Month Treasury Bond ETF +1.3% +0.4% 0.3 % 84
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.3% +0.4% 0.2 % 85
XLV U.S. Health Care Sector SPDR -0.3% +5.2% 7.1 % 86
USFR WisdomTree Floating Rate Treasury ETF +1.3% +0.3% 0.4 % 87
JEPI JPMorgan Equity Premium Income +0.2% +2.7% 4.9 % 88
IEF iShares Barclays 7-10 Yr Treasury +1.5% +3.4% 9.4 % 89
XLY U.S. Consumer Discret Sector SPDR +0.1% +9.1% 14.5 % 90
VXUS Vanguard MSCI All Country Ex-US Int'l +1.6% +5.2% 11.4 % 91
TIP iShares Barclays TIPS +1.0% +2.1% 5.6 % 92
IXUS iShares Core MSCI Total Int'l Stock +1.5% +5.1% 11.8 % 93
COWZ Pacer US Cash Cows 100 ETF -0.1% +5.3% 13.1 % 94
XLP U.S. Consumer Staples Sector SPDR -2.4% +2.4% 10.2 % 95
XLU U.S. Utilities Sector SPDR +0.8% +5.7% 17.1 % 96
IEMG iShares Core MSCI Emerging Markets -0.1% +3.1% 13.3 % 97
VWO Vanguard FTSE Emerging Markets -0.3% +2.8% 12.5 % 98
EEM iShares MSCI Emerging Markets -0.5% +2.4% 13.8 % 99
XLE U.S. Energy Sector SPDR -8.8% -0.3% 16.1 % 100
through: Dec 08, 2023
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: Oct 31, 2023
Company
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