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 Mar 15, 2021
  • through: Apr 16, 2021
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
VOO Vanguard S&P 500 +10.7% +7.0% 10.2 % 1
IVV iShares Core S&P 500 ETF +10.7% +7.0% 10.2 % 2
SPY SPDR S&P 500 Index +10.6% +6.9% 10.2 % 3
VV Vanguard MSCI U.S. Large Cap +10.2% +7.0% 10.6 % 4
IWB iShares Russell 1000 Index Fund +10.1% +6.8% 10.3 % 5
ESGU iShares ESG MSCI USA ETF +10.0% +7.0% 10.6 % 6
DIA SPDR Dow Jones Industrial Average +10.8% +4.0% 9.4 % 7
SCHX Schwab Dow Jones U.S. Large-Cap +10.1% +6.9% 10.6 % 8
SCHD Schwab U.S. Dow Jones Dividend 100 +13.6% +4.8% 12.4 % 9
RSP Invesco S&P 500 Equal Weight +11.8% +5.0% 11.2 % 10
QUAL iShares MSCI USA Quality Factor ETF +10.7% +6.7% 11.2 % 11
DVY iShares DJ Select Dividend Index +16.5% +3.7% 11.1 % 12
DGRO iShares Core Dividend Growth ETF +9.9% +5.6% 10.0 % 13
VNQ Vanguard MSCI U.S. REIT +15.6% +5.4% 14.3 % 14
IVW iShares S&P 500 Growth Index Fund +10.5% +10.3% 14.2 % 15
USMV iShares MSCI USA Minimum Volatility Index +7.8% +6.7% 9.7 % 16
XLK U.S. Technology Sector SPDR +11.5% +10.5% 19.2 % 17
SCHB Schwab Dow Jones U.S. Broad Market +9.7% +6.4% 10.8 % 18
XLI U.S. Industrials Sector SPDR +12.7% +4.4% 12.9 % 19
SDY SPDR S&P U.S. Dividend Aristocrats +11.1% +3.8% 10.8 % 20
IWD iShares Russell 1000 Value +10.8% +3.8% 10.7 % 21
VTV Vanguard U.S. LargeCap Value +10.2% +3.6% 9.9 % 22
SCHG Schwab Dow Jones U.S. Large Cap Growth +10.4% +10.4% 15.5 % 23
VIG Vanguard Dividend Appreciation +8.7% +6.3% 10.4 % 24
IVE iShares S&P 500 Value Index Fund +10.7% +3.5% 10.5 % 25
VTI Vanguard Total U.S. Stock Market +9.6% +6.3% 11.0 % 26
VUG Vanguard U.S. LargeCap Growth +10.1% +9.9% 14.9 % 27
ITOT iShares Core S&P Total US Market +9.5% +6.2% 11.1 % 28
IWF iShares Russell 1000 Growth +9.2% +10.0% 14.8 % 29
VYM Vanguard High Dividend Yield Index +9.0% +3.6% 9.9 % 30
IWS iShares Russell Midcap Value +12.2% +3.3% 13.4 % 31
XLY U.S. Consumer Discret Sector SPDR +7.8% +8.9% 13.8 % 32
VOE Vanguard CRSP U.S. Midcap Value +12.4% +2.2% 12.8 % 33
ACWI iShares MSCI All-World ACWI Index +7.0% +5.3% 10.8 % 34
XLC U.S. Communication Services Sector SPDR +18.3% +3.0% 16.9 % 35
VT Vanguard FTSE Global All Cap +7.2% +5.1% 10.9 % 36
VGT Vanguard MSCI U.S. Technology +9.6% +10.1% 18.9 % 37
MDY S&P MidCap 400 SPDRs +11.4% +4.3% 18.7 % 38
QQQ PowerShares Nasdaq-100 Index +8.9% +9.7% 16.5 % 39
IJH iShares Core S&P MidCap 400 Index +11.4% +4.2% 18.7 % 40
XLF U.S. Financial Sector SPDR +13.0% +2.7% 15.0 % 41
VO Vanguard CRSP U.S. Mid Cap +8.3% +4.8% 12.2 % 42
VGK Vanguard Europe +7.4% +6.0% 12.8 % 43
IWR iShares Russell Midcap Index Fund +9.0% +5.0% 13.3 % 44
XLV U.S. Health Care Sector SPDR +4.5% +6.3% 11.8 % 45
PFF iShares S&P US Preferred Stock Index +3.1% +3.6% 4.0 % 46
VLUE iShares MSCI USA Value Weighted Index Fund +12.2% +2.0% 15.0 % 47
VEA Vanguard FTSE Developed Ex North America +5.3% +4.1% 12.2 % 48
MTUM iShares MSCI USA Momentum Factor ETF +5.2% +11.4% 19.9 % 49
SCZ iShares MSCI EAFE Small Cap Index +7.8% +4.3% 14.0 % 50
IEFA iShares Core MSCI EAFE +5.5% +4.0% 12.5 % 51
VHT Vanguard MSCI U.S. Health Care +2.7% +5.6% 12.4 % 52
SCHF Schwab FTSE Developed Market Int'l Equity +5.1% +4.0% 11.9 % 53
HYG iShares iBoxx High-Yield Corp Bond +1.1% +2.2% 3.2 % 54
VBR Vanguard U.S. SmallCap Value +12.3% +1.6% 20.4 % 55
EFA iShares MSCI EAFE +4.9% +4.0% 12.3 % 56
MUB iShares S&P National Muni Bond (2-3yr) +0.4% +1.4% 1.5 % 57
IWP iShares Russell Midcap Growth +3.0% +8.3% 18.3 % 58
JPST JPMorgan Ultra-Short Income ETF +0.1% +0.0% 0.2 % 59
SCHP Schwab Barclays Capital U.S. TIPS (7-8yr) -0.1% +1.7% 3.5 % 60
VEU Vanguard FTSE All-World ex-US +3.5% +3.3% 12.2 % 61
SHV Barclays Short-Term Treasury +0.0% +0.0% 0.1 % 62
IXUS iShares Core MSCI Total Int'l Stock +4.1% +3.3% 12.6 % 63
TIP iShares Barclays TIPS -0.2% +1.7% 3.7 % 64
VXUS Vanguard MSCI All Country Ex-US Int'l +4.0% +3.5% 12.6 % 65
MINT PIMCO Enhanced Short-Maturity Active ETF +0.0% +0.0% 0.2 % 66
SHY iShares 1-3 Year Treasury Bond ETF +0.0% +0.0% 0.3 % 67
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) -0.2% +0.4% 1.1 % 68
IGSB iShares Barclays 1-3 Year Credit (2yr) -0.1% +0.3% 1.1 % 69
GDX Market Vectors Gold Miners Equity Index +1.2% +7.2% 30.8 % 70
EMB iShares JPM Emerg Markets Bond -0.9% +2.4% 6.8 % 71
BSV Vanguard Short-Term Bond -0.3% +0.2% 0.9 % 72
IWN iShares Russell 2000 Value +12.8% -0.8% 25.3 % 73
VMBS Vanguard Mortgage-Backed Bonds -0.5% +0.5% 1.3 % 74
AGG iShares Core Total US Bond -1.7% +1.1% 3.3 % 75
MBB iShares Barclays MBS Bond Fund (2yr) -0.8% +0.3% 1.4 % 76
BND Vanguard Total Bond Market -2.0% +1.1% 3.1 % 77
LQD iShares iBoxx Invest Grade Bond -3.0% +2.2% 6.0 % 78
VB Vanguard U.S. Small Cap +6.8% +2.8% 19.5 % 79
VCIT Vanguard Interm Corp Bond (6-7yr) -2.3% +1.2% 3.8 % 80
BNDX Vanguard Total International Bond -1.8% +0.4% 2.5 % 81
GOVT iShares Barclays US Treasury (5-6yr) -2.3% +1.1% 3.4 % 82
VXF Vanguard Extended Market ETF +5.1% +2.7% 20.3 % 83
BIV Vanguard Barclays Govt-Credit Mix -2.5% +0.9% 3.8 % 84
IEF iShares Barclays 7-10 Yr Treasury -3.1% +1.1% 5.1 % 85
VBK Vanguard U.S. Small Cap Growth +0.2% +4.1% 21.6 % 86
TLT iShares Barclays Long-Term Treasury -7.6% +4.1% 13.0 % 87
XLE U.S. Energy Sector SPDR +10.0% -1.2% 23.7 % 88
IJR iShares Core S&P SmallCap 600 Index +9.6% -0.1% 24.5 % 89
SCHA Schwab Dow Jones U.S. Small-Cap +5.7% +0.9% 22.8 % 90
IEMG iShares Core MSCI Emerging Markets -0.5% +1.9% 17.4 % 91
GLD SPDR Gold Shares -4.0% +2.3% 14.3 % 92
EWJ iShares MSCI Japan Index Fund +0.1% -0.3% 14.3 % 93
IAU iShares COMEX Gold Trust -4.0% +2.3% 14.5 % 94
IWM iShares Russell 2000 Index Fund +5.2% -0.1% 25.2 % 95
EEM iShares MSCI Emerging Markets -1.4% +1.7% 18.1 % 96
VWO Vanguard FTSE Emerging Markets -0.5% +1.1% 17.3 % 97
SLV iShares Silver Trust +1.6% +0.0% 24.1 % 98
ARKK ARK Innovation ETF -14.4% +3.6% 41.2 % 99
IWO iShares Russell 2000 Growth -1.8% +0.6% 26.9 % 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