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 Jan 31, 2020
  • through: Mar 30, 2020
ETFs: 99(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
IEF iShares Barclays 7-10 Yr Treasury +9.8% +3.6% 20.7 % 1
GOVT iShares Barclays US Treasury (5-6yr) +8.1% +3.2% 18.2 % 2
SHY iShares 1-3 Year Treasury Bond ETF +2.8% +1.3% 3.5 % 3
VMBS Vanguard Mortgage-Backed Bonds +3.1% +1.4% 22.7 % 4
TLT iShares Barclays Long-Term Treasury +21.5% +8.0% 62.7 % 5
GLD SPDR Gold Shares +7.4% +2.5% 37.2 % 6
SHV Barclays Short-Term Treasury +0.8% +0.4% 0.7 % 7
IAU iShares COMEX Gold Trust +7.3% +2.2% 36.5 % 8
MBB iShares Barclays MBS Bond Fund (2yr) +2.4% +0.7% 18.4 % 9
BSV Vanguard Short-Term Bond +2.1% +0.1% 11.7 % 10
AGG iShares Core Total US Bond +3.1% -0.2% 28.3 % 11
BIV Vanguard Barclays Govt-Credit Mix +2.5% -1.7% 20.8 % 12
BND Vanguard Total Bond Market +3.0% -0.4% 31.6 % 13
BNDX Vanguard Total International Bond -0.1% -2.3% 13.6 % 14
TIP iShares Barclays TIPS +1.6% -1.6% 28.2 % 15
MINT PIMCO Enhanced Short-Maturity Active ETF -2.3% -2.9% 8.9 % 16
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) -2.2% -3.6% 27.0 % 17
MUB iShares S&P National Muni Bond (2-3yr) +0.2% -2.4% 39.8 % 18
IGSB iShares Barclays 1-3 Year Credit (2yr) -2.3% -3.8% 28.9 % 19
VCIT Vanguard Interm Corp Bond (6-7yr) -4.7% -7.5% 36.1 % 20
FLOT iShares Barclays Inv Gr Floating Rate -4.7% -5.0% 44.7 % 21
IGIB iShares Barclays Intermed Credit (4-5yr) -4.9% -7.7% 34.7 % 22
LQD iShares iBoxx Invest Grade Bond -2.9% -5.9% 53.8 % 23
HYG iShares iBoxx High-Yield Corp Bond -10.9% -10.0% 46.3 % 24
XLP U.S. Consumer Staples Sector SPDR -11.6% -8.4% 81.2 % 25
JNK SPDR Barcap High-Yield Junk Bond -12.2% -11.2% 46.2 % 26
XLV U.S. Health Care Sector SPDR -12.6% -7.8% 83.5 % 27
EWJ iShares MSCI Japan Index Fund -14.8% -5.3% 63.3 % 28
VHT Vanguard MSCI U.S. Health Care -13.2% -8.7% 85.6 % 29
QQQ PowerShares Nasdaq-100 Index -9.9% -11.1% 91.3 % 30
EFAV iShares MSCI EAFE Minimum Volatility -15.9% -10.1% 77.9 % 31
EMB iShares JPM Emerg Markets Bond -14.5% -15.0% 59.9 % 32
VIG Vanguard Dividend Appreciation -15.4% -12.0% 90.3 % 33
USMV iShares MSCI USA Minimum Volatility Index -15.2% -13.8% 85.9 % 34
IWF iShares Russell 1000 Growth -13.3% -12.8% 93.6 % 35
VUG Vanguard U.S. LargeCap Growth -13.0% -13.4% 93.9 % 36
IVW iShares S&P 500 Growth Index Fund -13.6% -12.7% 94.2 % 37
SCHG Schwab Dow Jones U.S. Large Cap Growth -13.3% -13.3% 96.4 % 38
MTUM iShares MSCI USA Momentum Factor ETF -12.4% -13.0% 97.6 % 39
QUAL iShares MSCI USA Quality Factor ETF -18.2% -13.7% 93.0 % 40
XLU U.S. Utilities Sector SPDR -9.4% -11.4% 107.0 % 41
SPY SPDR S&P 500 Index -18.5% -14.8% 92.5 % 42
XLK U.S. Technology Sector SPDR -10.4% -11.9% 106.5 % 43
VGT Vanguard MSCI U.S. Technology -11.7% -12.5% 103.5 % 44
EFA iShares MSCI EAFE -22.6% -14.5% 85.5 % 45
SCHD Schwab U.S. Dow Jones Dividend 100 -20.5% -14.1% 93.1 % 46
VV Vanguard MSCI U.S. Large Cap -18.3% -15.0% 96.4 % 47
IEFA iShares Core MSCI EAFE -23.2% -15.1% 85.4 % 48
ACWI iShares MSCI All-World ACWI Index -20.8% -15.6% 89.8 % 49
PFF iShares S&P US Preferred Stock Index -14.5% -13.3% 104.6 % 50
IVV iShares Core S&P 500 ETF -18.6% -15.0% 96.8 % 51
XLY U.S. Consumer Discret Sector SPDR -20.2% -16.0% 90.5 % 52
SPLV Invesco S&P 500 Low Volatility ETF -16.3% -14.8% 98.9 % 53
SCHF Schwab FTSE Developed Market Int'l Equity -23.1% -15.4% 86.6 % 54
VOO Vanguard S&P 500 -18.6% -14.9% 97.0 % 55
SCHX Schwab Dow Jones U.S. Large-Cap -18.8% -15.3% 96.7 % 56
IWB iShares Russell 1000 Index Fund -19.2% -15.7% 96.1 % 57
GDX Market Vectors Gold Miners Equity Index -17.1% -12.3% 160.5 % 58
IWP iShares Russell Midcap Growth -18.9% -16.1% 96.0 % 59
ITOT iShares Core S&P Total US Market -19.9% -16.2% 93.8 % 60
VTI Vanguard Total U.S. Stock Market -19.9% -16.1% 95.0 % 61
VEA Vanguard FTSE Developed Ex North America -23.8% -15.9% 87.8 % 62
VEU Vanguard FTSE All-World ex-US -23.5% -16.1% 88.2 % 63
FVD First Trust U.S. Value Line Dividend -21.1% -16.1% 94.1 % 64
DGRO iShares Core Dividend Growth ETF -20.5% -14.6% 99.0 % 65
VT Vanguard FTSE Global All Cap -21.6% -16.2% 92.6 % 66
VYM Vanguard High Dividend Yield Index -22.6% -15.9% 94.2 % 67
IXUS iShares Core MSCI Total Int'l Stock -24.3% -17.0% 83.1 % 68
IWV iShares Russell 3000 Index Fund -19.9% -16.1% 98.9 % 69
VXUS Vanguard MSCI All Country Ex-US Int'l -24.3% -16.7% 87.6 % 70
SCHB Schwab Dow Jones U.S. Broad Market -20.0% -16.2% 97.0 % 71
VWO Vanguard FTSE Emerging Markets -25.0% -19.0% 89.0 % 72
SCZ iShares MSCI EAFE Small Cap Index -28.3% -19.2% 82.7 % 73
EEM iShares MSCI Emerging Markets -24.8% -18.1% 92.7 % 74
DIA SPDR Dow Jones Industrial Average -21.6% -16.2% 102.8 % 75
VGK Vanguard Europe -25.7% -18.0% 93.0 % 76
VTV Vanguard U.S. LargeCap Value -23.8% -16.8% 97.7 % 77
IVE iShares S&P 500 Value Index Fund -24.1% -17.5% 96.6 % 78
IEMG iShares Core MSCI Emerging Markets -25.4% -18.8% 93.8 % 79
SDY SPDR S&P U.S. Dividend Aristocrats -23.9% -17.5% 98.0 % 80
VBK Vanguard U.S. Small Cap Growth -23.5% -19.5% 99.2 % 81
VO Vanguard CRSP U.S. Mid Cap -24.0% -19.6% 100.7 % 82
RSP Invesco S&P 500 Equal Weight -25.2% -19.5% 99.3 % 83
IWO iShares Russell 2000 Growth -25.7% -20.9% 96.8 % 84
VNQ Vanguard MSCI U.S. REIT -21.6% -20.8% 112.0 % 85
IWD iShares Russell 1000 Value -25.5% -19.0% 100.1 % 86
DVY iShares DJ Select Dividend Index -27.6% -20.8% 102.3 % 87
IWR iShares Russell Midcap Index Fund -25.8% -20.8% 102.6 % 88
XLI U.S. Industrials Sector SPDR -26.5% -20.4% 105.6 % 89
IWM iShares Russell 2000 Index Fund -30.4% -23.5% 98.7 % 90
VB Vanguard U.S. Small Cap -29.3% -23.2% 100.9 % 91
MDY S&P MidCap 400 SPDRs -28.9% -22.0% 109.4 % 92
VOE Vanguard CRSP U.S. Midcap Value -29.5% -23.2% 104.2 % 93
IJR iShares Core S&P SmallCap 600 Index -32.4% -24.3% 99.9 % 94
IJH iShares Core S&P MidCap 400 Index -29.0% -22.1% 109.9 % 95
IWS iShares Russell Midcap Value -30.4% -24.1% 105.5 % 96
XLF U.S. Financial Sector SPDR -29.8% -22.7% 118.7 % 97
VBR Vanguard U.S. SmallCap Value -34.0% -26.5% 107.0 % 98
EWZ iShares MSCI Brazil Index Fund -49.2% -39.1% 174.7 % 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