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, 2019
  • through: Feb 20, 2019
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
IWP iShares Russell Midcap Growth +8.2% +9.1% 10.0 % 1
IWR iShares Russell Midcap Index Fund +5.4% +7.9% 7.8 % 2
VB Vanguard U.S. Small Cap +5.5% +8.4% 8.7 % 3
VO Vanguard CRSP U.S. Mid Cap +4.9% +7.8% 8.1 % 4
VNQ Vanguard MSCI U.S. REIT +7.0% +6.8% 9.6 % 5
VBK Vanguard U.S. Small Cap Growth +7.7% +9.1% 10.7 % 6
SPLV PowerShares S&P 500 Low Volatility Index +4.3% +6.2% 6.2 % 7
RSP Guggenheim S&P 500 Equal Weight +4.2% +7.1% 8.2 % 8
XLI U.S. Industrials Sector SPDR +6.2% +10.6% 11.8 % 9
MDY S&P MidCap 400 SPDRs +3.8% +7.7% 7.7 % 10
IJH iShares Core S&P MidCap 400 Index +3.7% +7.7% 7.5 % 11
GDX Market Vectors Gold Miners Equity Index +23.1% +14.2% 22.3 % 12
IWS iShares Russell Midcap Value +3.5% +7.2% 6.5 % 13
VBR Vanguard U.S. SmallCap Value +3.6% +7.7% 7.5 % 14
IWM iShares Russell 2000 Index Fund +4.2% +8.5% 10.5 % 15
IWO iShares Russell 2000 Growth +5.5% +9.3% 12.6 % 16
IAU iShares COMEX Gold Trust +10.4% +4.3% 9.3 % 17
GLD SPDR Gold Shares +10.2% +4.1% 9.3 % 18
EMB iShares JPM Emerg Markets Bond (7-8yr) +6.3% +1.7% 6.3 % 19
TLT iShares Barclays Long-Term Treasury +7.7% +1.5% 7.1 % 20
LQD iShares iBoxx Invest Grade Bond +5.2% +1.9% 4.0 % 21
VCIT Vanguard Interm Corp Bond (6-7yr) +4.3% +1.8% 3.4 % 22
VGT Vanguard MSCI U.S. Technology +4.3% +9.5% 15.7 % 23
IJR iShares Core S&P SmallCap 600 Index +3.4% +8.7% 10.5 % 24
SDY SPDR S&P U.S. Dividend Aristocrats +3.4% +5.9% 7.1 % 25
BIV Vanguard Barclays Govt-Credit Mix +4.0% +1.2% 3.1 % 26
IEF iShares Barclays 7-10 Yr Treasury +4.4% +1.0% 4.2 % 27
IWN iShares Russell 2000 Value +2.8% +7.9% 8.3 % 28
HYG iShares iBoxx High-Yield Corp Bond +3.8% +2.3% 4.1 % 29
JNK SPDR Barcap High-Yield Junk Bond +3.8% +2.5% 4.0 % 30
USMV iShares MSCI USA Minimum Volatility Index +3.1% +5.8% 6.5 % 31
VUG Vanguard U.S. LargeCap Growth +3.9% +7.0% 12.6 % 32
XLU U.S. Utilities Sector SPDR +5.0% +5.7% 11.4 % 33
SCHD Schwab U.S. Dow Jones Dividend 100 +2.8% +6.9% 8.4 % 34
VTI Vanguard Total U.S. Stock Market +3.2% +6.3% 9.8 % 35
EFAV iShares MSCI EAFE Minimum Volatility +3.7% +3.5% 7.1 % 36
BND Vanguard Total Bond Market +3.5% +1.1% 2.6 % 37
AGG iShares Core Total US Bond +3.5% +1.1% 2.3 % 38
ITOT iShares Core S&P Total US Market +3.1% +6.3% 9.5 % 39
IWF iShares Russell 1000 Growth +3.8% +6.7% 12.9 % 40
VOE Vanguard CRSP U.S. Midcap Value +2.4% +7.3% 7.1 % 41
AMLP ALPS Alerian MLP Infrastructure Index +5.2% +6.1% 17.8 % 42
VT Vanguard FTSE Global All Cap +3.4% +5.6% 9.7 % 43
SCHB Schwab Dow Jones U.S. Broad Market +3.1% +6.3% 9.7 % 44
QUAL iShares MSCI USA Quality Factor ETF +3.0% +7.5% 10.3 % 45
MBB iShares Barclays MBS Bond Fund (2yr) +3.3% +0.8% 2.1 % 46
PFF iShares S&P US Preferred Stock Index +3.1% +2.6% 5.3 % 47
IWV iShares Russell 3000 Index Fund +2.8% +6.3% 9.6 % 48
IEMG iShares Core MSCI Emerging Markets +6.2% +4.5% 14.5 % 49
EWZ iShares MSCI Brazil Index Fund +11.4% +3.8% 28.9 % 50
EEM iShares MSCI Emerging Markets +6.1% +4.5% 15.2 % 51
IXUS iShares Core MSCI Total Int'l Stock +3.8% +4.6% 10.5 % 52
IWB iShares Russell 1000 Index Fund +2.9% +6.2% 9.8 % 53
ACWI iShares MSCI All-World ACWI Index +3.2% +5.4% 10.0 % 54
VEU Vanguard FTSE All-World ex-US +3.9% +4.8% 10.9 % 55
GOVT iShares Barclays US Treasury (5-6yr) +3.2% +0.8% 2.5 % 56
VWO Vanguard FTSE Emerging Markets +5.8% +4.0% 14.0 % 57
VXUS Vanguard MSCI All Country Ex-US Int'l +3.8% +4.6% 10.6 % 58
XLY U.S. Consumer Discret Sector SPDR +4.1% +5.2% 13.5 % 59
BNDX Vanguard Total International Bond +3.0% +1.0% 1.5 % 60
MUB iShares S&P National Muni Bond (2-3yr) +3.1% +1.0% 1.5 % 61
DIA SPDR Dow Jones Industrial Average +3.1% +6.6% 11.5 % 62
SCHX Schwab Dow Jones U.S. Large-Cap +2.9% +6.1% 9.9 % 63
SCHF Schwab FTSE Developed Market Int'l Equity +3.4% +5.0% 10.4 % 64
VIG Vanguard Dividend Appreciation +2.2% +6.6% 8.7 % 65
VEA Vanguard FTSE Developed Ex North America +3.5% +5.1% 11.0 % 66
IBB iShares Nasdaq Biotechnology Index +6.7% +2.2% 16.6 % 67
IVE iShares S&P 500 Value Index Fund +2.4% +6.1% 9.3 % 68
DVY iShares DJ Select Dividend Index +2.2% +5.6% 6.9 % 69
VV Vanguard MSCI U.S. Large Cap +2.8% +6.0% 10.2 % 70
VGK Vanguard Europe +3.2% +5.2% 11.1 % 71
VOO Vanguard S&P 500 +2.6% +5.9% 10.1 % 72
IWD iShares Russell 1000 Value +2.0% +5.7% 7.8 % 73
SPY SPDR S&P 500 Index +2.6% +5.9% 10.1 % 74
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +2.8% +0.7% 2.6 % 75
IVV iShares Core S&P 500 ETF +2.6% +5.9% 10.3 % 76
VYM Vanguard High Dividend Yield Index +2.0% +5.4% 8.2 % 77
TIP iShares Barclays TIPS +2.4% +1.2% 3.8 % 78
XLK U.S. Technology Sector SPDR +2.5% +8.5% 16.5 % 79
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +2.3% +0.9% 1.4 % 80
IGSB iShares Barclays 1-3 Year Credit (2yr) +2.3% +0.9% 1.5 % 81
IEFA iShares Core MSCI EAFE +3.1% +4.8% 10.8 % 82
QQQ PowerShares Nasdaq-100 Index +2.8% +6.4% 15.4 % 83
EFA iShares MSCI EAFE +2.9% +4.8% 10.6 % 84
VTV Vanguard U.S. LargeCap Value +1.8% +5.1% 8.9 % 85
IVW iShares S&P 500 Growth Index Fund +2.6% +5.8% 11.5 % 86
BSV Vanguard Short-Term Bond +1.9% +0.6% 1.4 % 87
SHY Barclays Low Duration Treasury (2-yr) +1.3% +0.3% 1.1 % 88
MINT PIMCO Enhanced Short-Maturity Active ETF +0.7% +0.4% 0.3 % 89
SCZ iShares MSCI EAFE Small Cap Index +2.6% +4.2% 10.5 % 90
SHV Barclays Short-Term Treasury +0.7% +0.2% 0.2 % 91
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +0.6% +0.2% 0.2 % 92
FLOT iShares Barclays Inv Gr Floating Rate +0.5% +0.4% 0.7 % 93
XLE U.S. Energy Sector SPDR +1.3% +6.6% 16.1 % 94
MTUM iShares MSCI USA Momentum Factor ETF +1.7% +4.9% 10.6 % 95
VHT Vanguard MSCI U.S. Health Care +2.4% +3.8% 12.3 % 96
XLP U.S. Consumer Staples Sector SPDR -1.6% +4.9% 11.5 % 97
XLV U.S. Health Care Sector SPDR +2.0% +3.4% 12.1 % 98
EWJ iShares MSCI Japan Index Fund +0.7% +2.7% 12.4 % 99
XLF U.S. Financial Sector SPDR +0.2% +3.7% 12.1 % 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