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 >=
Factor Weights
ETF Screener factor weights chart
ETFs: 100(Assets >= Largest 100)
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Symbol ETF ReturnA ReturnB Volatility Rank
VGK Vanguard Europe +6.2% +5.0% 10.8 % 1
ACWI iShares MSCI All-World ACWI Index +3.9% +4.3% 10.8 % 2
VWO Vanguard FTSE Emerging Markets +6.1% +5.3% 13.4 % 3
VOO Vanguard S&P 500 +3.9% +4.5% 10.9 % 4
IVV iShares Core S&P 500 ETF +3.9% +4.5% 11.0 % 5
EEM iShares MSCI Emerging Markets +5.7% +5.4% 13.7 % 6
SPY SPDR S&P 500 Index +3.9% +4.5% 10.9 % 7
SMH Market Vectors Semiconductor ETF +15.0% +13.0% 26.0 % 8
IEMG iShares Core MSCI Emerging Markets +5.5% +5.1% 13.4 % 9
SPLG SPDR Portfolio Large Cap +3.9% +4.4% 11.0 % 10
VEU Vanguard FTSE All-World ex-US +4.2% +4.0% 11.0 % 11
IVW iShares S&P 500 Growth Index Fund +5.2% +7.2% 14.5 % 12
SPYG SPDR Portfolio S&P 500 Growth +5.2% +7.1% 14.6 % 13
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) +4.7% +7.0% 14.4 % 14
VGT Vanguard MSCI U.S. Technology +5.5% +9.0% 18.3 % 15
QQQM Invesco NASDAQ 100 ETF (Mini) +4.0% +6.9% 14.1 % 16
DVY iShares DJ Select Dividend Index +6.0% +1.8% 10.3 % 17
QQQ PowerShares Nasdaq-100 Index +4.0% +6.9% 14.1 % 18
EFA iShares MSCI EAFE +3.9% +3.9% 10.9 % 19
VXUS Vanguard MSCI All Country Ex-US Int'l +4.1% +3.9% 11.2 % 20
IXUS iShares Core MSCI Total Int'l Stock +4.3% +4.0% 11.3 % 21
VT Vanguard FTSE Global All Cap +3.8% +4.1% 11.0 % 22
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) +3.8% +4.3% 11.1 % 23
XLK U.S. Technology Sector SPDR +4.1% +8.0% 17.9 % 24
VUG Vanguard U.S. LargeCap Growth (VIGRX) +3.9% +6.8% 14.2 % 25
IEFA iShares Core MSCI EAFE +3.8% +4.0% 11.0 % 26
IWF iShares Russell 1000 Growth (SWLGX) +3.9% +6.6% 13.9 % 27
VONG Vanguard Russell 1000 Growth ETF +3.8% +6.5% 13.9 % 28
SCHB Schwab Dow Jones U.S. Broad Market +3.6% +4.2% 11.1 % 29
VV Vanguard MSCI U.S. Large Cap +3.7% +4.5% 11.3 % 30
QUAL iShares MSCI USA Quality Factor ETF +3.4% +5.3% 11.2 % 31
IWB iShares Russell 1000 Index Fund +3.6% +4.2% 11.2 % 32
IBIT iShares Bitcoin Trust ETF +31.2% +3.8% 55.8 % 33
GBTC Grayscale Bitcoin Trust ETF +30.9% +3.6% 55.5 % 34
MGK Vanguard MSCI Mega Cap 300 Growth +3.5% +7.5% 14.3 % 35
DFAC Dimensional US Core Equity 2 ETF +3.6% +3.6% 11.1 % 36
VTI Vanguard Total U.S. Stock Market +3.5% +4.2% 11.3 % 37
ITOT iShares Core S&P Total US Market +3.5% +4.2% 11.4 % 38
SPDW SPDR Portfolio Dev World Ex-US ETF +3.5% +3.6% 11.0 % 39
VEA Vanguard FTSE Developed Ex North America +3.5% +3.6% 11.2 % 40
VTV Vanguard U.S. LargeCap Value +3.4% +1.5% 9.5 % 41
SCHF Schwab FTSE Developed Market Int'l Equity +3.3% +3.5% 11.1 % 42
DGRO iShares Core Dividend Growth ETF +2.7% +1.9% 9.2 % 43
JEPI JPMorgan Equity Premium Income +1.8% +2.0% 6.0 % 44
VYM Vanguard High Dividend Yield Index +3.5% +1.2% 9.5 % 45
IJH iShares Core S&P MidCap 400 Index +3.7% +2.3% 13.5 % 46
VIG Vanguard Dividend Appreciation +1.8% +2.7% 9.5 % 47
USMV iShares MSCI USA Minimum Volatility Index +1.8% +2.0% 8.1 % 48
MDY S&P MidCap 400 SPDRs +3.7% +2.3% 13.5 % 49
XLC U.S. Communication Services Sector SPDR +3.0% +5.1% 15.3 % 50
SDY SPDR S&P U.S. Dividend Aristocrats +3.3% +1.0% 9.3 % 51
IWD iShares Russell 1000 Value +3.1% +1.4% 9.8 % 52
VO Vanguard CRSP U.S. Mid Cap +3.1% +2.0% 11.0 % 53
XLI U.S. Industrials Sector SPDR +3.3% +1.1% 10.6 % 54
USFR WisdomTree Floating Rate Treasury ETF +1.4% +0.4% 0.2 % 55
IVE iShares S&P 500 Value Index Fund +2.2% +1.3% 9.3 % 56
JPST JPMorgan Ultra-Short Income ETF +1.4% +0.5% 0.4 % 57
SGOV iShares 0-3 Month Treasury Bond ETF +1.3% +0.4% 0.3 % 58
RSP Invesco S&P 500 Equal Weight (VADAX) +2.2% +1.5% 10.2 % 59
SPYV SPDR Portfolio S&P 500 Value +2.2% +1.2% 9.4 % 60
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.3% +0.4% 0.3 % 61
SHV Barclays Short-Term Treasury +1.3% +0.4% 0.2 % 62
TIP iShares Barclays TIPS +0.8% +1.4% 4.2 % 63
IGSB iShares Barclays 1-3 Year Credit (2yr) +0.8% +0.9% 2.2 % 64
VCIT Vanguard Interm Corp Bond (6-7yr) +0.5% +1.9% 5.0 % 65
IAU iShares COMEX Gold Trust +14.4% -0.1% 17.4 % 66
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.8% +0.8% 2.2 % 67
IUSB iShares Core Total USD Bond Market +0.2% +1.7% 4.7 % 68
XLV U.S. Health Care Sector SPDR -1.6% +3.6% 8.2 % 69
VHT Vanguard MSCI U.S. Health Care -1.9% +3.6% 8.5 % 70
GLD SPDR Gold Shares +14.4% -0.1% 17.7 % 71
BND Vanguard Total Bond Market +0.1% +1.8% 4.7 % 72
TLT iShares Barclays Long-Term Treasury -2.0% +4.2% 10.0 % 73
VGSH Vanguard Short-Term Gov't Bond (2yr) +0.6% +0.5% 1.4 % 74
XLE U.S. Energy Sector SPDR +7.0% -5.6% 16.9 % 75
BSV Vanguard Short-Term Bond +0.5% +0.7% 2.0 % 76
SHY iShares 1-3 Year Treasury Bond ETF +0.5% +0.5% 1.5 % 77
LQD iShares iBoxx Invest Grade Bond -0.1% +2.3% 6.2 % 78
VBR Vanguard U.S. SmallCap Value +2.7% +2.0% 12.9 % 79
BIV Vanguard Barclays Govt-Credit Mix +0.0% +1.8% 5.0 % 80
AGG iShares Core Total US Bond +0.0% +1.7% 4.7 % 81
GOVT iShares Barclays US Treasury (5-6yr) -0.1% +1.6% 3.8 % 82
MBB iShares Barclays MBS Bond Fund (2yr) +0.0% +2.0% 6.5 % 83
IEF iShares Barclays 7-10 Yr Treasury -0.5% +2.0% 5.6 % 84
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) -0.1% +1.4% 3.9 % 85
IWR iShares Russell Midcap Index Fund +2.3% +1.7% 11.9 % 86
BNDX Vanguard Total International Bond +0.1% +0.7% 4.0 % 87
XLF U.S. Financial Sector SPDR +3.0% +1.2% 11.3 % 88
IJR iShares Core S&P SmallCap 600 Index +1.5% +2.8% 13.8 % 89
VB Vanguard U.S. Small Cap +2.0% +2.3% 14.3 % 90
IWM iShares Russell 2000 Index Fund +1.9% +3.4% 16.2 % 91
DIA SPDR Dow Jones Industrial Average +0.3% +2.7% 11.2 % 92
SCHD Schwab U.S. Dow Jones Dividend 100 +0.9% +0.5% 9.7 % 93
VXF Vanguard Extended Market ETF +1.5% +2.8% 15.0 % 94
VTEB Vanguard Tax Exempt Bond ETF -1.1% +0.3% 3.1 % 95
MUB iShares S&P National Muni Bond (2-3yr) -1.2% +0.0% 3.2 % 96
VBK Vanguard U.S. Small Cap Growth +1.1% +2.9% 16.5 % 97
COWZ Pacer US Cash Cows 100 ETF +2.5% -1.2% 12.7 % 98
VNQ Vanguard MSCI U.S. REIT -2.7% +2.1% 16.5 % 99
XLY U.S. Consumer Discret Sector SPDR -3.9% -0.3% 17.4 % 100
through: May 23, 2024
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

Assets data as of: Mar 29, 2024