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 Aug 31, 2020
  • through: Oct 22, 2020
ETFs: 99(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
XLU U.S. Utilities Sector SPDR +8.0% +11.8% 12.0 % 1
IWP iShares Russell Midcap Growth +10.3% +9.9% 16.4 % 2
VXF Vanguard Extended Market ETF +12.7% +11.3% 17.1 % 3
IWR iShares Russell Midcap Index Fund +9.2% +9.6% 14.9 % 4
VB Vanguard U.S. Small Cap +10.7% +11.7% 16.6 % 5
IWM iShares Russell 2000 Index Fund +11.4% +12.5% 18.9 % 6
VO Vanguard CRSP U.S. Mid Cap +8.6% +9.2% 14.7 % 7
VBK Vanguard U.S. Small Cap Growth +10.9% +10.8% 16.8 % 8
SCHA Schwab Dow Jones U.S. Small-Cap +10.7% +12.3% 17.9 % 9
XLI U.S. Industrials Sector SPDR +13.0% +7.3% 16.8 % 10
SCHD Schwab U.S. Dow Jones Dividend 100 +9.5% +8.7% 16.5 % 11
IJH iShares Core S&P MidCap 400 Index +8.7% +11.9% 16.6 % 12
IJR iShares Core S&P SmallCap 600 Index +9.4% +12.6% 17.7 % 13
FDN First Trust DJ Internet Index +12.3% +9.4% 19.6 % 14
VBR Vanguard U.S. SmallCap Value +10.1% +12.3% 18.6 % 15
IWS iShares Russell Midcap Value +8.6% +9.5% 16.4 % 16
MDY S&P MidCap 400 SPDRs +8.6% +12.0% 17.0 % 17
EEM iShares MSCI Emerging Markets +6.7% +7.3% 12.1 % 18
VGT Vanguard MSCI U.S. Technology +13.8% +7.4% 22.5 % 19
IEMG iShares Core MSCI Emerging Markets +7.1% +7.3% 12.3 % 20
VTI Vanguard Total U.S. Stock Market +8.8% +7.3% 16.5 % 21
SCHG Schwab Dow Jones U.S. Large Cap Growth +11.7% +7.7% 22.0 % 22
ITOT iShares Core S&P Total US Market +8.7% +7.3% 16.6 % 23
VWO Vanguard FTSE Emerging Markets +6.3% +7.1% 11.6 % 24
XLY U.S. Consumer Discret Sector SPDR +12.1% +6.8% 18.3 % 25
SCHB Schwab Dow Jones U.S. Broad Market +8.6% +7.4% 16.7 % 26
RSP Invesco S&P 500 Equal Weight +7.4% +8.2% 15.9 % 27
VUG Vanguard U.S. LargeCap Growth +11.0% +6.9% 20.5 % 28
IWB iShares Russell 1000 Index Fund +8.6% +7.0% 16.7 % 29
QUAL iShares MSCI USA Quality Factor ETF +8.1% +6.7% 15.4 % 30
VIG Vanguard Dividend Appreciation +8.4% +6.1% 13.6 % 31
VV Vanguard MSCI U.S. Large Cap +8.5% +6.7% 16.6 % 32
QQQ PowerShares Nasdaq-100 Index +11.4% +7.1% 24.5 % 33
XLK U.S. Technology Sector SPDR +13.0% +6.6% 23.3 % 34
IWF iShares Russell 1000 Growth +11.4% +6.7% 20.7 % 35
SCHX Schwab Dow Jones U.S. Large-Cap +8.5% +6.8% 16.6 % 36
SDY SPDR S&P U.S. Dividend Aristocrats +4.7% +8.2% 15.5 % 37
IWD iShares Russell 1000 Value +5.6% +7.2% 14.9 % 38
XLP U.S. Consumer Staples Sector SPDR +5.7% +4.1% 11.3 % 39
GSLC Goldman Sachs ActiveBeta U.S. Large Cap +7.8% +6.6% 16.5 % 40
DVY iShares DJ Select Dividend Index +5.4% +9.8% 17.0 % 41
VT Vanguard FTSE Global All Cap +6.6% +5.9% 13.5 % 42
IVW iShares S&P 500 Growth Index Fund +10.1% +6.4% 19.8 % 43
DGRO iShares Core Dividend Growth ETF +6.2% +6.5% 14.9 % 44
PFF iShares S&P US Preferred Stock Index +4.5% +3.5% 8.2 % 45
IVE iShares S&P 500 Value Index Fund +4.4% +6.7% 14.8 % 46
ACWI iShares MSCI All-World ACWI Index +6.4% +5.6% 13.9 % 47
DIA SPDR Dow Jones Industrial Average +7.7% +5.8% 15.1 % 48
IVV iShares Core S&P 500 ETF +7.9% +6.5% 16.9 % 49
VTV Vanguard U.S. LargeCap Value +5.2% +6.3% 14.6 % 50
IXUS iShares Core MSCI Total Int'l Stock +4.1% +4.1% 11.5 % 51
VOO Vanguard S&P 500 +7.8% +6.5% 16.8 % 52
VEU Vanguard FTSE All-World ex-US +3.9% +4.1% 11.5 % 53
VXUS Vanguard MSCI All Country Ex-US Int'l +4.1% +4.0% 11.5 % 54
SPY SPDR S&P 500 Index +7.8% +6.5% 16.9 % 55
MTUM iShares MSCI USA Momentum Factor ETF +8.9% +6.0% 21.0 % 56
XLC U.S. Communication Services Sector SPDR +8.5% +6.5% 20.9 % 57
VYM Vanguard High Dividend Yield Index +3.7% +6.2% 14.6 % 58
XLF U.S. Financial Sector SPDR +4.3% +8.3% 19.8 % 59
USMV iShares MSCI USA Minimum Volatility Index +3.6% +4.4% 13.0 % 60
JNK SPDR Barcap High-Yield Junk Bond +1.6% +2.6% 5.1 % 61
IGSB iShares Barclays 1-3 Year Credit (2yr) +0.5% +0.4% 0.7 % 62
VEA Vanguard FTSE Developed Ex North America +3.4% +3.1% 12.4 % 63
HYG iShares iBoxx High-Yield Corp Bond +1.4% +2.4% 5.3 % 64
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.5% +0.3% 0.7 % 65
SCHF Schwab FTSE Developed Market Int'l Equity +3.2% +2.8% 12.3 % 66
MINT PIMCO Enhanced Short-Maturity Active ETF +0.3% +0.0% 0.2 % 67
SLV iShares Silver Trust +8.3% +6.5% 38.1 % 68
IEFA iShares Core MSCI EAFE +2.8% +2.8% 12.3 % 69
BNDX Vanguard Total International Bond +0.5% +0.3% 1.8 % 70
MBB iShares Barclays MBS Bond Fund (2yr) +0.2% +0.1% 0.9 % 71
VHT Vanguard MSCI U.S. Health Care +3.8% +6.9% 18.4 % 72
BSV Vanguard Short-Term Bond +0.1% +0.0% 0.6 % 73
EFA iShares MSCI EAFE +2.1% +2.7% 12.5 % 74
SCHP Schwab Barclays Capital U.S. TIPS (7-8yr) +1.1% +0.0% 2.5 % 75
IGIB iShares Barclays Intermed Credit (4-5yr) +0.1% +0.5% 2.5 % 76
EFAV iShares MSCI EAFE Minimum Volatility +0.9% +0.9% 9.9 % 77
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +0.0% +0.0% 0.1 % 78
SHV Barclays Short-Term Treasury +0.0% +0.0% 0.1 % 79
TIP iShares Barclays TIPS +1.0% -0.1% 2.6 % 80
VMBS Vanguard Mortgage-Backed Bonds +0.1% -0.1% 1.5 % 81
SHY iShares 1-3 Year Treasury Bond ETF +0.0% -0.1% 0.3 % 82
VCIT Vanguard Interm Corp Bond (6-7yr) -0.2% +0.3% 2.6 % 83
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) -0.4% -0.5% 1.3 % 84
VGK Vanguard Europe +0.6% +2.9% 16.1 % 85
EMB iShares JPM Emerg Markets Bond -0.8% +0.9% 6.3 % 86
XLV U.S. Health Care Sector SPDR +2.6% +5.9% 17.7 % 87
MUB iShares S&P National Muni Bond (2-3yr) -0.7% -0.2% 1.4 % 88
GLD SPDR Gold Shares +0.1% +1.9% 12.9 % 89
BIV Vanguard Barclays Govt-Credit Mix -0.5% -0.4% 2.0 % 90
IAU iShares COMEX Gold Trust +0.1% +2.0% 13.6 % 91
VNQ Vanguard MSCI U.S. REIT +2.9% +4.9% 18.9 % 92
AGG iShares Core Total US Bond -1.2% -0.5% 2.0 % 93
LQD iShares iBoxx Invest Grade Bond -2.1% +0.2% 3.9 % 94
BND Vanguard Total Bond Market -1.3% -0.6% 2.2 % 95
GOVT iShares Barclays US Treasury (5-6yr) -1.8% -1.3% 3.0 % 96
IEF iShares Barclays 7-10 Yr Treasury -1.5% -1.4% 3.4 % 97
TLT iShares Barclays Long-Term Treasury -7.2% -4.8% 10.3 % 98
GDX Market Vectors Gold Miners Equity Index -6.3% +1.3% 29.1 % 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