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 Nov 10, 2020
  • through: Nov 24, 2020
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
EWJ iShares MSCI Japan Index Fund +12.7% +11.6% 19.4 % 1
VXF Vanguard Extended Market ETF +16.5% +13.5% 22.2 % 2
VB Vanguard U.S. Small Cap +17.3% +14.4% 24.4 % 3
IWR iShares Russell Midcap Index Fund +13.5% +11.2% 21.1 % 4
SCHA Schwab Dow Jones U.S. Small-Cap +18.5% +16.6% 27.5 % 5
IWM iShares Russell 2000 Index Fund +19.0% +16.5% 27.9 % 6
VBR Vanguard U.S. SmallCap Value +20.9% +19.0% 33.5 % 7
VO Vanguard CRSP U.S. Mid Cap +12.2% +9.8% 20.9 % 8
IJH iShares Core S&P MidCap 400 Index +15.4% +14.0% 24.7 % 9
IEMG iShares Core MSCI Emerging Markets +10.4% +8.8% 19.0 % 10
IJR iShares Core S&P SmallCap 600 Index +18.9% +18.6% 33.5 % 11
MDY S&P MidCap 400 SPDRs +15.4% +14.0% 24.6 % 12
VEU Vanguard FTSE All-World ex-US +9.2% +11.4% 19.4 % 13
XLI U.S. Industrials Sector SPDR +15.7% +15.8% 27.9 % 14
SCHF Schwab FTSE Developed Market Int'l Equity +8.9% +12.6% 21.2 % 15
IXUS iShares Core MSCI Total Int'l Stock +8.8% +11.1% 19.2 % 16
IWS iShares Russell Midcap Value +16.0% +14.6% 28.3 % 17
EEM iShares MSCI Emerging Markets +9.9% +8.6% 19.4 % 18
VEA Vanguard FTSE Developed Ex North America +8.8% +12.6% 21.4 % 19
VXUS Vanguard MSCI All Country Ex-US Int'l +8.8% +11.2% 19.8 % 20
XLF U.S. Financial Sector SPDR +16.0% +18.3% 37.2 % 21
DVY iShares DJ Select Dividend Index +16.8% +15.5% 37.2 % 22
RSP Invesco S&P 500 Equal Weight +13.5% +13.7% 26.9 % 23
VBK Vanguard U.S. Small Cap Growth +13.1% +9.3% 21.8 % 24
IEFA iShares Core MSCI EAFE +8.6% +12.5% 21.4 % 25
VWO Vanguard FTSE Emerging Markets +9.2% +8.0% 19.4 % 26
SCHD Schwab U.S. Dow Jones Dividend 100 +14.1% +13.9% 29.1 % 27
IWD iShares Russell 1000 Value +11.9% +13.0% 25.0 % 28
VTV Vanguard U.S. LargeCap Value +10.9% +12.3% 24.5 % 29
VT Vanguard FTSE Global All Cap +7.6% +9.6% 20.5 % 30
EFA iShares MSCI EAFE +8.6% +12.6% 22.0 % 31
VYM Vanguard High Dividend Yield Index +10.2% +12.1% 24.5 % 32
IVE iShares S&P 500 Value Index Fund +10.6% +12.0% 24.9 % 33
ACWI iShares MSCI All-World ACWI Index +6.7% +8.9% 20.5 % 34
SDY SPDR S&P U.S. Dividend Aristocrats +12.6% +13.6% 33.7 % 35
VIG Vanguard Dividend Appreciation +7.7% +7.3% 19.2 % 36
DGRO iShares Core Dividend Growth ETF +9.0% +10.8% 23.7 % 37
ITOT iShares Core S&P Total US Market +6.9% +8.5% 21.3 % 38
VTI Vanguard Total U.S. Stock Market +7.0% +8.5% 21.5 % 39
VGK Vanguard Europe +6.6% +13.3% 24.7 % 40
SCHB Schwab Dow Jones U.S. Broad Market +6.8% +8.4% 21.6 % 41
IWB iShares Russell 1000 Index Fund +6.1% +7.9% 21.5 % 42
DIA SPDR Dow Jones Industrial Average +6.5% +9.6% 23.4 % 43
EFAV iShares MSCI EAFE Minimum Volatility +3.4% +6.8% 15.8 % 44
SCHX Schwab Dow Jones U.S. Large-Cap +5.8% +7.7% 21.5 % 45
VNQ Vanguard MSCI U.S. REIT +6.2% +9.3% 24.0 % 46
VV Vanguard MSCI U.S. Large Cap +5.5% +7.5% 21.6 % 47
USMV iShares MSCI USA Minimum Volatility Index +3.9% +5.1% 18.0 % 48
PFF iShares S&P US Preferred Stock Index +4.2% +3.1% 10.6 % 49
ESGU iShares ESG MSCI USA ETF +5.5% +7.7% 21.8 % 50
JNK SPDR Barcap High-Yield Junk Bond +2.9% +3.2% 7.2 % 51
XLP U.S. Consumer Staples Sector SPDR +4.0% +4.0% 18.1 % 52
IWP iShares Russell Midcap Growth +9.3% +5.5% 25.7 % 53
HYG iShares iBoxx High-Yield Corp Bond +2.6% +3.0% 7.4 % 54
QUAL iShares MSCI USA Quality Factor ETF +6.0% +7.9% 24.0 % 55
IVV iShares Core S&P 500 ETF +4.9% +7.4% 21.8 % 56
EMB iShares JPM Emerg Markets Bond +2.0% +3.0% 8.8 % 57
SPY SPDR S&P 500 Index +4.9% +7.4% 21.9 % 58
VOO Vanguard S&P 500 +4.9% +7.4% 22.0 % 59
LQD iShares iBoxx Invest Grade Bond +2.0% +1.7% 7.8 % 60
MUB iShares S&P National Muni Bond (2-3yr) +1.1% +1.4% 2.5 % 61
XLY U.S. Consumer Discret Sector SPDR +5.1% +5.1% 22.8 % 62
VCIT Vanguard Interm Corp Bond (6-7yr) +1.2% +0.8% 4.5 % 63
BNDX Vanguard Total International Bond +1.2% +0.1% 3.1 % 64
IGSB iShares Barclays 1-3 Year Credit (2yr) +0.6% +0.3% 1.2 % 65
XLU U.S. Utilities Sector SPDR +10.3% -0.7% 22.9 % 66
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.6% +0.3% 1.1 % 67
IGIB iShares Barclays Intermed Credit (4-5yr) +1.2% +0.7% 4.9 % 68
MINT PIMCO Enhanced Short-Maturity Active ETF +0.2% +0.1% 0.2 % 69
AGG iShares Core Total US Bond +0.3% +0.3% 4.0 % 70
JPST JPMorgan Ultra-Short Income ETF +0.2% +0.1% 0.4 % 71
BND Vanguard Total Bond Market +0.3% +0.4% 3.9 % 72
BSV Vanguard Short-Term Bond +0.1% +0.0% 0.9 % 73
BIV Vanguard Barclays Govt-Credit Mix +0.3% +0.2% 4.2 % 74
MBB iShares Barclays MBS Bond Fund (2yr) +0.1% +0.0% 1.0 % 75
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +0.0% +0.0% 0.1 % 76
SHV Barclays Short-Term Treasury +0.0% +0.0% 0.1 % 77
VHT Vanguard MSCI U.S. Health Care +4.2% +2.9% 23.4 % 78
SHY iShares 1-3 Year Treasury Bond ETF +0.0% +0.0% 0.3 % 79
VMBS Vanguard Mortgage-Backed Bonds -0.1% +0.1% 1.4 % 80
XLV U.S. Health Care Sector SPDR +2.2% +2.8% 23.7 % 81
XLC U.S. Communication Services Sector SPDR +1.8% +6.7% 27.6 % 82
TIP iShares Barclays TIPS +0.0% -0.1% 3.5 % 83
SCHP Schwab Barclays Capital U.S. TIPS (7-8yr) +0.0% -0.1% 3.1 % 84
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) -0.3% -0.2% 2.0 % 85
IVW iShares S&P 500 Growth Index Fund +1.3% +4.5% 25.2 % 86
VGT Vanguard MSCI U.S. Technology +1.7% +5.1% 30.2 % 87
VUG Vanguard U.S. LargeCap Growth +1.5% +3.8% 27.9 % 88
GOVT iShares Barclays US Treasury (5-6yr) -0.8% -0.3% 4.7 % 89
IEF iShares Barclays 7-10 Yr Treasury -1.1% -0.7% 5.6 % 90
SCHG Schwab Dow Jones U.S. Large Cap Growth +1.9% +3.0% 30.3 % 91
IWF iShares Russell 1000 Growth +1.1% +3.5% 28.3 % 92
QQQ PowerShares Nasdaq-100 Index +1.0% +4.2% 30.7 % 93
TLT iShares Barclays Long-Term Treasury -2.7% -0.8% 16.1 % 94
MTUM iShares MSCI USA Momentum Factor ETF +1.0% +2.8% 27.6 % 95
XLK U.S. Technology Sector SPDR +0.0% +4.6% 30.4 % 96
IAU iShares COMEX Gold Trust -7.5% -5.3% 21.6 % 97
GLD SPDR Gold Shares -7.5% -5.3% 21.8 % 98
SLV iShares Silver Trust -15.4% -4.8% 37.2 % 99
GDX Market Vectors Gold Miners Equity Index -19.7% -13.9% 50.7 % 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