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 Apr 30, 2019
  • through: May 20, 2019
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
SPLV PowerShares S&P 500 Low Volatility Index +5.3% +2.4% 10.2 % 1
MUB iShares S&P National Muni Bond (2-3yr) +3.1% +1.6% 1.5 % 2
TLT iShares Barclays Long-Term Treasury +3.5% +3.0% 7.2 % 3
XLU U.S. Utilities Sector SPDR +5.8% +2.8% 12.9 % 4
XLP U.S. Consumer Staples Sector SPDR +6.0% +1.3% 11.4 % 5
USMV iShares MSCI USA Minimum Volatility Index +4.8% +1.4% 9.9 % 6
VCIT Vanguard Interm Corp Bond (6-7yr) +3.3% +0.9% 3.1 % 7
MTUM iShares MSCI USA Momentum Factor ETF +4.0% +1.6% 11.5 % 8
BIV Vanguard Barclays Govt-Credit Mix +2.7% +1.1% 3.3 % 9
LQD iShares iBoxx Invest Grade Bond +3.2% +0.8% 4.0 % 10
IEF iShares Barclays 7-10 Yr Treasury +2.5% +1.5% 3.7 % 11
AGG iShares Core Total US Bond +2.2% +1.0% 2.1 % 12
BNDX Vanguard Total International Bond +2.1% +0.8% 1.4 % 13
BND Vanguard Total Bond Market +2.1% +1.0% 2.3 % 14
VNQ Vanguard MSCI U.S. REIT +2.5% +2.4% 13.0 % 15
GOVT iShares Barclays US Treasury (5-6yr) +1.8% +1.1% 2.7 % 16
EMB iShares JPM Emerg Markets Bond +2.4% +0.4% 5.4 % 17
TIP iShares Barclays TIPS +2.1% +0.7% 3.5 % 18
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +1.7% +0.5% 1.4 % 19
VMBS Vanguard Mortgage-Backed Bonds +1.5% +0.7% 1.4 % 20
MBB iShares Barclays MBS Bond Fund (2yr) +1.7% +0.7% 1.5 % 21
BSV Vanguard Short-Term Bond +1.4% +0.6% 1.3 % 22
IGSB iShares Barclays 1-3 Year Credit (2yr) +1.7% +0.5% 1.7 % 23
VIG Vanguard Dividend Appreciation +2.7% -0.8% 12.6 % 24
JNK SPDR Barcap High-Yield Junk Bond +2.2% -0.4% 4.6 % 25
PFF iShares S&P US Preferred Stock Index +2.1% +0.0% 4.2 % 26
SHY iShares 1-3 Year Treasury Bond ETF +1.0% +0.4% 0.9 % 27
MINT PIMCO Enhanced Short-Maturity Active ETF +0.9% +0.3% 0.2 % 28
FLOT iShares Barclays Inv Gr Floating Rate +1.0% +0.2% 0.6 % 29
IVW iShares S&P 500 Growth Index Fund +4.7% -1.3% 14.5 % 30
HYG iShares iBoxx High-Yield Corp Bond +1.8% -0.4% 4.9 % 31
SHV Barclays Short-Term Treasury +0.6% +0.2% 0.2 % 32
IVV iShares Core S&P 500 ETF +2.7% -2.2% 13.8 % 33
VV Vanguard MSCI U.S. Large Cap +2.7% -2.1% 14.0 % 34
VOO Vanguard S&P 500 +2.7% -2.2% 13.7 % 35
SCHX Schwab Dow Jones U.S. Large-Cap +2.5% -2.2% 13.6 % 36
QUAL iShares MSCI USA Quality Factor ETF +3.4% -2.5% 13.9 % 37
IWB iShares Russell 1000 Index Fund +2.5% -2.1% 13.9 % 38
EFAV iShares MSCI EAFE Minimum Volatility +0.9% -0.1% 9.9 % 39
SPY SPDR S&P 500 Index +2.6% -2.2% 14.1 % 40
IWD iShares Russell 1000 Value +1.0% -1.8% 11.7 % 41
VTV Vanguard U.S. LargeCap Value +1.0% -1.6% 11.7 % 42
XLF U.S. Financial Sector SPDR +2.2% -1.3% 15.5 % 43
VYM Vanguard High Dividend Yield Index +1.2% -2.2% 11.4 % 44
VUG Vanguard U.S. LargeCap Growth +4.4% -2.6% 16.4 % 45
VTI Vanguard Total U.S. Stock Market +2.1% -2.1% 14.4 % 46
IWF iShares Russell 1000 Growth +3.8% -2.6% 16.5 % 47
ITOT iShares Core S&P Total US Market +2.1% -2.1% 14.2 % 48
XLY U.S. Consumer Discret Sector SPDR +4.5% -3.1% 16.3 % 49
SCHB Schwab Dow Jones U.S. Broad Market +2.1% -2.2% 14.0 % 50
DVY iShares DJ Select Dividend Index +1.0% -2.4% 11.3 % 51
IWV iShares Russell 3000 Index Fund +2.1% -2.1% 14.5 % 52
SDY SPDR S&P U.S. Dividend Aristocrats +0.3% -1.8% 12.2 % 53
XLV U.S. Health Care Sector SPDR -4.2% +2.8% 13.5 % 54
IWP iShares Russell Midcap Growth +2.5% -2.4% 17.5 % 55
GLD SPDR Gold Shares -4.8% +0.2% 7.4 % 56
IWS iShares Russell Midcap Value -0.1% -2.1% 13.0 % 57
AMLP ALPS Alerian MLP Infrastructure Index +0.9% +1.0% 17.9 % 58
IAU iShares COMEX Gold Trust -4.8% +0.1% 7.2 % 59
XLK U.S. Technology Sector SPDR +6.7% -5.0% 19.8 % 60
QQQ PowerShares Nasdaq-100 Index +4.6% -4.2% 19.7 % 61
VO Vanguard CRSP U.S. Mid Cap +1.7% -2.3% 14.8 % 62
VGT Vanguard MSCI U.S. Technology +5.8% -5.0% 20.3 % 63
IWR iShares Russell Midcap Index Fund +1.1% -2.2% 15.0 % 64
VHT Vanguard MSCI U.S. Health Care -4.2% +2.5% 14.9 % 65
VT Vanguard FTSE Global All Cap +1.0% -3.2% 14.0 % 66
VGK Vanguard Europe +1.9% -3.6% 14.6 % 67
EFA iShares MSCI EAFE +1.0% -3.1% 14.0 % 68
ACWI iShares MSCI All-World ACWI Index +1.1% -3.5% 14.1 % 69
FDN First Trust DJ Internet Index +2.2% -2.7% 22.6 % 70
IVE iShares S&P 500 Value Index Fund +0.4% -3.2% 13.3 % 71
RSP Guggenheim S&P 500 Equal Weight +0.5% -2.6% 14.0 % 72
VOE Vanguard CRSP U.S. Midcap Value -0.2% -2.9% 13.6 % 73
IEFA iShares Core MSCI EAFE +0.9% -3.3% 14.0 % 74
DIA SPDR Dow Jones Industrial Average -0.3% -2.9% 13.4 % 75
SCHD Schwab U.S. Dow Jones Dividend 100 +0.4% -4.6% 13.2 % 76
SCHF Schwab FTSE Developed Market Int'l Equity +0.3% -3.6% 13.4 % 77
VEA Vanguard FTSE Developed Ex North America +0.2% -3.5% 13.5 % 78
IWN iShares Russell 2000 Value -3.6% -2.1% 17.8 % 79
SCZ iShares MSCI EAFE Small Cap Index +0.0% -4.1% 15.0 % 80
IWO iShares Russell 2000 Growth -2.0% -2.1% 20.9 % 81
VEU Vanguard FTSE All-World ex-US -0.3% -4.7% 14.4 % 82
VXUS Vanguard MSCI All Country Ex-US Int'l -0.4% -4.6% 14.4 % 83
VB Vanguard U.S. Small Cap -1.6% -2.5% 18.1 % 84
VBK Vanguard U.S. Small Cap Growth -0.3% -2.5% 19.8 % 85
SCHA Schwab Dow Jones U.S. Small-Cap -2.1% -2.2% 18.8 % 86
VBR Vanguard U.S. SmallCap Value -2.7% -2.6% 16.7 % 87
EWJ iShares MSCI Japan Index Fund -2.2% -3.2% 15.3 % 88
IXUS iShares Core MSCI Total Int'l Stock -0.6% -4.7% 14.6 % 89
IWM iShares Russell 2000 Index Fund -2.8% -2.2% 19.3 % 90
GDX Market Vectors Gold Miners Equity Index -10.6% -1.4% 21.8 % 91
IJH iShares Core S&P MidCap 400 Index -1.8% -3.5% 17.4 % 92
MDY S&P MidCap 400 SPDRs -1.8% -3.6% 17.5 % 93
XLI U.S. Industrials Sector SPDR -0.8% -4.4% 17.5 % 94
XLE U.S. Energy Sector SPDR -3.1% -7.0% 15.1 % 95
IJR iShares Core S&P SmallCap 600 Index -5.0% -3.0% 19.0 % 96
VWO Vanguard FTSE Emerging Markets -3.1% -8.7% 19.2 % 97
IEMG iShares Core MSCI Emerging Markets -5.1% -9.3% 19.0 % 98
EEM iShares MSCI Emerging Markets -5.4% -9.4% 19.0 % 99
EWZ iShares MSCI Brazil Index Fund -14.6% -6.8% 26.6 % 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