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 Sep 28, 2018
  • through: Oct 22, 2018
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
SHV Barclays Short-Term Treasury +0.5% +0.2% 0.2 % 1
MINT PIMCO Enhanced Short-Term Bond (0.6yr) +0.6% +0.1% 0.2 % 2
FLOT iShares Barclays Inv Gr Floating Rate +0.6% +0.1% 0.5 % 3
SHY Barclays Low Duration Treasury (2-yr) +0.2% +0.0% 0.5 % 4
IGSB iShares Barclays 1-3 Year Credit (2yr) +0.2% -0.1% 1.0 % 5
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.3% -0.1% 1.0 % 6
BSV Vanguard Short-Tm Bond Mix +0.1% +0.0% 0.8 % 7
BNDX Vanguard Total International Bond -0.3% -0.1% 1.9 % 8
HYG iShares iBoxx High-Yield Corp Bond +0.3% -1.0% 4.8 % 9
IAU iShares COMEX Gold Trust -0.3% +2.0% 12.1 % 10
GLD SPDR Gold Shares -0.3% +2.0% 12.4 % 11
JNK SPDR Barcap High-Yield Junk Bond +0.3% -1.1% 5.2 % 12
XLU U.S. Utilities Sector SPDR +5.0% +3.1% 16.4 % 13
VCIT Vanguard Interm Corp Bond (6-7yr) -0.6% -0.7% 2.7 % 14
XLP U.S. Consumer Staples Sector SPDR +3.9% +0.2% 16.0 % 15
BIV Vanguard Barclays Govt-Credit Mix -0.6% -0.5% 2.8 % 16
MBB iShares Barclays MBS Bond Fund (2yr) -0.8% -0.6% 2.8 % 17
MUB iShares S&P National Muni Bond (2-3yr) -1.2% -0.5% 2.2 % 18
USMV iShares MSCI USA Minimum Volatility Index +1.6% -3.0% 14.7 % 19
BND Vanguard Total Bond Market -0.8% -0.6% 2.9 % 20
AMLP ALPS Alerian MLP Infrastructure Index +0.8% -2.2% 14.9 % 21
AGG iShares Core Total US Bond -0.9% -0.7% 2.8 % 22
IEF iShares Barclays 7-10 Yr Treasury -1.0% -0.6% 4.1 % 23
LQD iShares iBoxx Invest Grade Bond -1.4% -1.3% 4.4 % 24
TIP iShares Barclays TIPS -1.5% -1.2% 3.0 % 25
SPLV PowerShares S&P 500 Low Volatility Index +0.1% -3.4% 15.2 % 26
EMB iShares JPM Emerg Markets Bond (7-8yr) -1.5% -1.2% 4.9 % 27
SDY SPDR S&P U.S. Dividend Aristocrats -0.5% -5.0% 13.5 % 28
DVY iShares DJ Select Dividend Index -0.9% -3.8% 13.2 % 29
VYM Vanguard High Dividend Yield Index -0.7% -4.5% 14.9 % 30
PFF iShares S&P US Preferred Stock Index -2.6% -1.9% 5.9 % 31
SCHD Schwab U.S. Dow Jones Dividend 100 +0.1% -5.5% 15.2 % 32
XLV U.S. Health Care Sector SPDR +3.9% -3.9% 19.0 % 33
DIA SPDR Dow Jones Industrial Average +0.8% -4.6% 18.0 % 34
VTV Vanguard U.S. LargeCap Value -0.6% -5.0% 15.4 % 35
VIG Vanguard Dividend Appreciation +0.1% -5.7% 15.4 % 36
VHT Vanguard MSCI U.S. Health Care +2.5% -4.7% 19.6 % 37
IVE iShares S&P 500 Value Index Fund -1.4% -5.2% 15.0 % 38
IWD iShares Russell 1000 Value -1.6% -5.3% 15.0 % 39
TLT iShares Barclays Long-Term Treasury -4.5% -2.6% 10.7 % 40
EFAV iShares MSCI EAFE Minimum Volatility -4.7% -4.7% 11.1 % 41
IVV iShares Core S&P 500 ETF -1.8% -5.4% 17.8 % 42
VOO Vanguard S&P 500 -1.8% -5.5% 17.6 % 43
SPY SPDR S&P 500 Index -1.9% -5.5% 17.8 % 44
IWB iShares Russell 1000 Index Fund -2.2% -5.8% 17.5 % 45
VV Vanguard MSCI U.S. Large Cap -2.0% -5.6% 17.8 % 46
SCHX Schwab Dow Jones U.S. Large-Cap -2.1% -5.7% 17.6 % 47
VNQ Vanguard MSCI U.S. REIT -2.9% -3.9% 18.4 % 48
IWS iShares Russell Midcap Value -4.3% -6.5% 14.5 % 49
VOE Vanguard CRSP U.S. Midcap Value -4.3% -6.6% 14.4 % 50
SCHB Schwab Dow Jones U.S. Broad Market -2.6% -6.1% 17.5 % 51
EWJ iShares MSCI Japan Index Fund -4.1% -5.8% 16.0 % 52
IWV iShares Russell 3000 Index Fund -2.7% -6.1% 17.5 % 53
ITOT iShares Core S&P Total US Market -2.7% -6.1% 17.5 % 54
VTI Vanguard Total U.S. Stock Market -2.7% -6.1% 17.6 % 55
RSP Guggenheim S&P 500 Equal Weight -3.4% -6.7% 15.9 % 56
ACWI iShares MSCI All-World ACWI Index -4.5% -6.0% 16.2 % 57
VGT Vanguard MSCI U.S. Technology -0.7% -6.3% 27.1 % 58
XLI U.S. Industrials Sector SPDR -1.4% -7.2% 18.4 % 59
IVW iShares S&P 500 Growth Index Fund -2.3% -5.8% 21.6 % 60
VT Vanguard FTSE Global All Cap -5.0% -6.5% 15.9 % 61
EFA iShares MSCI EAFE -7.3% -7.1% 13.5 % 62
SCHF Schwab FTSE Developed Market Int'l Equity -7.2% -7.2% 13.8 % 63
QQQ PowerShares Nasdaq-100 Index -3.4% -5.4% 25.6 % 64
VEA Vanguard FTSE Developed Ex North America -7.2% -7.3% 13.9 % 65
IEFA iShares Core MSCI EAFE -7.6% -7.4% 13.2 % 66
IWF iShares Russell 1000 Growth -2.8% -6.3% 22.2 % 67
VEU Vanguard FTSE All-World ex-US -7.7% -6.8% 15.1 % 68
GDX Market Vectors Gold Miners Equity Index -8.1% +5.6% 29.8 % 69
IWR iShares Russell Midcap Index Fund -4.7% -7.6% 16.4 % 70
XLK U.S. Technology Sector SPDR -3.4% -5.9% 27.6 % 71
VUG Vanguard U.S. LargeCap Growth -3.6% -6.3% 21.8 % 72
VO Vanguard CRSP U.S. Mid Cap -5.1% -7.6% 16.8 % 73
IXUS iShares Core MSCI Total Int'l Stock -7.9% -6.9% 15.1 % 74
IJH iShares Core S&P MidCap 400 Index -5.8% -8.3% 15.9 % 75
VBR Vanguard U.S. SmallCap Value -6.4% -8.2% 15.4 % 76
VXUS Vanguard MSCI All Country Ex-US Int'l -8.0% -6.9% 15.3 % 77
MDY S&P MidCap 400 SPDRs -5.8% -8.3% 15.9 % 78
VGK Vanguard Europe -8.7% -8.1% 14.6 % 79
XLY U.S. Consumer Discret Sector SPDR -4.1% -8.1% 19.8 % 80
XLE U.S. Energy Sector SPDR -5.7% -7.2% 19.2 % 81
MTUM iShares MSCI USA Momentum Factor ETF -3.5% -7.4% 25.3 % 82
SCZ iShares MSCI EAFE Small Cap Index -9.6% -8.7% 14.9 % 83
IJK iShares S&P MidCap 400 Growth -6.6% -9.1% 17.0 % 84
IWN iShares Russell 2000 Value -7.8% -8.2% 16.9 % 85
VB Vanguard U.S. Small Cap -6.1% -8.7% 17.8 % 86
XLF U.S. Financial Sector SPDR -6.4% -8.2% 20.5 % 87
VWO Vanguard FTSE Emerging Markets -10.3% -5.7% 22.5 % 88
IWP iShares Russell Midcap Growth -5.3% -9.1% 21.2 % 89
EZU iShares MSCI EMU Index Fund -10.2% -9.3% 15.6 % 90
VFH Vanguard MSCI U.S. Financials -7.6% -8.6% 18.7 % 91
EEM iShares MSCI Emerging Markets -9.5% -6.2% 24.2 % 92
IEMG iShares Core MSCI Emerging Markets -9.6% -6.1% 23.4 % 93
VBK Vanguard U.S. Small Cap Growth -5.9% -9.5% 21.7 % 94
SCHA Schwab Dow Jones U.S. Small-Cap -7.7% -9.6% 18.4 % 95
IBB iShares Nasdaq Biotechnology Index -7.1% -8.6% 26.6 % 96
IJR iShares Core S&P SmallCap 600 Index -7.7% -9.7% 19.0 % 97
IWM iShares Russell 2000 Index Fund -8.1% -9.6% 19.3 % 98
IWO iShares Russell 2000 Growth -8.4% -11.0% 22.6 % 99
FDN First Trust DJ Internet Index -11.5% -9.1% 29.7 % 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