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 May 29, 2020
  • through: Aug 07, 2020
ETFs: 99(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
GLD SPDR Gold Shares +18.9% +12.8% 14.6 % 1
IAU iShares COMEX Gold Trust +18.8% +12.7% 15.3 % 2
VO Vanguard CRSP U.S. Mid Cap +16.2% +6.4% 13.6 % 3
GDX Market Vectors Gold Miners Equity Index +22.6% +11.3% 42.2 % 4
IWR iShares Russell Midcap Index Fund +16.1% +7.1% 14.8 % 5
XLY U.S. Consumer Discret Sector SPDR +20.0% +5.3% 13.8 % 6
SCHB Schwab Dow Jones U.S. Broad Market +15.7% +5.5% 11.9 % 7
IWV iShares Russell 3000 Index Fund +15.7% +5.6% 12.1 % 8
IJR iShares Core S&P SmallCap 600 Index +18.8% +11.7% 23.3 % 9
VTI Vanguard Total U.S. Stock Market +15.7% +5.5% 12.1 % 10
IWM iShares Russell 2000 Index Fund +18.4% +10.5% 21.5 % 11
VB Vanguard U.S. Small Cap +17.1% +8.5% 18.5 % 12
IJH iShares Core S&P MidCap 400 Index +16.0% +9.5% 18.2 % 13
IVV iShares Core S&P 500 ETF +14.9% +5.3% 11.3 % 14
SPY SPDR S&P 500 Index +14.9% +5.3% 11.3 % 15
VIG Vanguard Dividend Appreciation +11.5% +6.0% 9.8 % 16
MDY S&P MidCap 400 SPDRs +15.9% +9.4% 18.1 % 17
ITOT iShares Core S&P Total US Market +15.7% +5.5% 12.7 % 18
RSP Invesco S&P 500 Equal Weight +14.5% +7.3% 13.7 % 19
SPLV Invesco S&P 500 Low Volatility ETF +9.8% +6.6% 9.2 % 20
FVD First Trust U.S. Value Line Dividend +10.5% +6.4% 11.0 % 21
DGRO iShares Core Dividend Growth ETF +11.6% +5.9% 10.1 % 22
VBR Vanguard U.S. SmallCap Value +16.0% +10.6% 20.9 % 23
VOO Vanguard S&P 500 +14.9% +5.3% 11.3 % 24
VBK Vanguard U.S. Small Cap Growth +18.3% +6.4% 19.6 % 25
SCHD Schwab U.S. Dow Jones Dividend 100 +11.7% +9.2% 12.5 % 26
SCHX Schwab Dow Jones U.S. Large-Cap +15.5% +5.3% 12.1 % 27
VT Vanguard FTSE Global All Cap +16.0% +4.3% 12.2 % 28
IWS iShares Russell Midcap Value +14.6% +8.5% 15.5 % 29
SCHG Schwab Dow Jones U.S. Large Cap Growth +19.9% +5.1% 17.8 % 30
IWB iShares Russell 1000 Index Fund +15.6% +5.2% 12.4 % 31
VV Vanguard MSCI U.S. Large Cap +15.4% +5.1% 11.8 % 32
EMB iShares JPM Emerg Markets Bond +13.3% +4.3% 4.3 % 33
VGT Vanguard MSCI U.S. Technology +20.9% +5.2% 24.8 % 34
XLK U.S. Technology Sector SPDR +20.3% +5.2% 24.6 % 35
IVW iShares S&P 500 Growth Index Fund +18.7% +4.9% 16.9 % 36
VUG Vanguard U.S. LargeCap Growth +20.3% +4.5% 19.3 % 37
IVE iShares S&P 500 Value Index Fund +9.7% +5.9% 11.6 % 38
XLP U.S. Consumer Staples Sector SPDR +10.1% +5.3% 9.0 % 39
IWD iShares Russell 1000 Value +10.5% +6.2% 12.5 % 40
VTV Vanguard U.S. LargeCap Value +9.5% +5.9% 11.4 % 41
ACWI iShares MSCI All-World ACWI Index +15.5% +3.8% 12.2 % 42
IEMG iShares Core MSCI Emerging Markets +20.5% +2.0% 16.6 % 43
DIA SPDR Dow Jones Industrial Average +13.4% +5.4% 12.9 % 44
IWF iShares Russell 1000 Growth +19.8% +4.4% 19.8 % 45
QUAL iShares MSCI USA Quality Factor ETF +12.7% +5.3% 12.3 % 46
SDY SPDR S&P U.S. Dividend Aristocrats +11.2% +7.1% 15.6 % 47
QQQ PowerShares Nasdaq-100 Index +20.9% +2.8% 22.0 % 48
IXUS iShares Core MSCI Total Int'l Stock +15.9% +2.7% 14.6 % 49
VGK Vanguard Europe +16.6% +3.5% 16.8 % 50
USMV iShares MSCI USA Minimum Volatility Index +8.9% +5.1% 9.6 % 51
IWP iShares Russell Midcap Growth +17.6% +4.4% 20.8 % 52
VXUS Vanguard MSCI All Country Ex-US Int'l +15.9% +2.6% 14.8 % 53
EEM iShares MSCI Emerging Markets +19.8% +1.5% 16.9 % 54
JNK SPDR Barcap High-Yield Junk Bond +9.1% +4.1% 5.4 % 55
VWO Vanguard FTSE Emerging Markets +19.5% +0.8% 16.5 % 56
XLC U.S. Communication Services Sector SPDR +15.8% +3.9% 16.6 % 57
XLF U.S. Financial Sector SPDR +12.2% +5.9% 17.0 % 58
LQD iShares iBoxx Invest Grade Bond +10.3% +2.3% 4.4 % 59
VYM Vanguard High Dividend Yield Index +8.6% +5.0% 10.8 % 60
XLU U.S. Utilities Sector SPDR +10.4% +6.4% 17.1 % 61
HYG iShares iBoxx High-Yield Corp Bond +8.1% +3.7% 5.2 % 62
XLV U.S. Health Care Sector SPDR +7.5% +5.7% 13.1 % 63
VEU Vanguard FTSE All-World ex-US +15.5% +2.3% 15.0 % 64
DVY iShares DJ Select Dividend Index +8.2% +6.4% 16.0 % 65
VHT Vanguard MSCI U.S. Health Care +8.8% +5.4% 14.1 % 66
PFF iShares S&P US Preferred Stock Index +6.7% +3.8% 5.6 % 67
VEA Vanguard FTSE Developed Ex North America +14.7% +3.3% 15.5 % 68
MTUM iShares MSCI USA Momentum Factor ETF +17.1% +1.8% 18.7 % 69
SCHF Schwab FTSE Developed Market Int'l Equity +14.4% +3.0% 15.2 % 70
VNQ Vanguard MSCI U.S. REIT +10.9% +5.5% 18.1 % 71
MUB iShares S&P National Muni Bond (2-3yr) +4.6% +1.5% 1.1 % 72
VCIT Vanguard Interm Corp Bond (6-7yr) +7.7% +1.8% 2.6 % 73
SCHP Schwab Barclays Capital U.S. TIPS (7-8yr) +4.0% +2.0% 2.2 % 74
TIP iShares Barclays TIPS +3.9% +2.0% 2.1 % 75
IEFA iShares Core MSCI EAFE +14.0% +2.5% 15.9 % 76
BIV Vanguard Barclays Govt-Credit Mix +4.1% +1.1% 1.9 % 77
BND Vanguard Total Bond Market +3.4% +1.1% 1.5 % 78
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +3.3% +0.7% 0.7 % 79
TLT iShares Barclays Long-Term Treasury +4.0% +2.2% 8.7 % 80
EFA iShares MSCI EAFE +13.5% +2.1% 16.3 % 81
IGSB iShares Barclays 1-3 Year Credit (2yr) +3.3% +0.7% 0.7 % 82
AGG iShares Core Total US Bond +3.1% +1.0% 1.5 % 83
MINT PIMCO Enhanced Short-Maturity Active ETF +1.4% +0.3% 0.2 % 84
BSV Vanguard Short-Term Bond +1.1% +0.3% 0.6 % 85
BNDX Vanguard Total International Bond +2.0% +0.7% 2.5 % 86
GOVT iShares Barclays US Treasury (5-6yr) +1.2% +0.7% 2.2 % 87
IEI iShares Barclays 3-7 Yr Tsy Bond (4-5yr) +0.6% +0.3% 1.0 % 88
SHY iShares 1-3 Year Treasury Bond ETF +0.1% +0.1% 0.3 % 89
IEF iShares Barclays 7-10 Yr Treasury +1.1% +0.6% 2.4 % 90
VMBS Vanguard Mortgage-Backed Bonds +0.1% +0.4% 1.8 % 91
VGSH Vanguard Short-Term Gov't Bond (2yr) +0.1% +0.1% 0.3 % 92
SHV Barclays Short-Term Treasury +0.0% +0.0% 0.1 % 93
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +0.0% +0.0% 0.1 % 94
MBB iShares Barclays MBS Bond Fund (2yr) +0.1% +0.3% 1.1 % 95
EFAV iShares MSCI EAFE Minimum Volatility +6.1% +1.0% 12.3 % 96
EWJ iShares MSCI Japan Index Fund +7.9% +0.4% 17.3 % 97
XLE U.S. Energy Sector SPDR -2.9% +4.6% 34.6 % 98
IBB iShares Nasdaq Biotechnology Index +6.2% -2.1% 26.4 % 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