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
IAU iShares COMEX Gold Trust +19.6% +5.6% 29.9 % 1
GLD SPDR Gold Shares +19.5% +5.6% 30.0 % 2
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) +3.9% +1.1% 6.2 % 3
EFV iShares MSCI EAFE Value Index +11.2% +3.3% 40.1 % 4
IEFA iShares Core MSCI EAFE +7.1% +3.8% 42.0 % 5
VEA Vanguard FTSE Developed Ex North America +6.5% +3.6% 40.8 % 6
SPDW SPDR Portfolio Dev World Ex-US ETF +6.3% +3.6% 40.5 % 7
BSV Vanguard Short-Term Bond +2.6% +0.9% 3.1 % 8
IEF iShares Barclays 7-10 Yr Treasury +4.3% +0.7% 8.7 % 9
BNDX Vanguard Total International Bond +1.8% +1.5% 3.9 % 10
EFA iShares MSCI EAFE +7.1% +3.5% 42.0 % 11
SCHF Schwab FTSE Developed Market Int'l Equity +6.3% +3.5% 40.6 % 12
VGSH Vanguard Short-Term Gov't Bond (2yr) +2.1% +0.8% 2.2 % 13
VEU Vanguard FTSE All-World ex-US +5.6% +2.5% 39.8 % 14
VXUS Vanguard MSCI All Country Ex-US Int'l +5.3% +2.5% 39.7 % 15
BIV Vanguard Barclays Govt-Credit Mix +3.5% +0.6% 7.8 % 16
SHY iShares 1-3 Year Treasury Bond ETF +2.1% +0.8% 2.0 % 17
IXUS iShares Core MSCI Total Int'l Stock +5.4% +2.7% 40.3 % 18
GOVT iShares Barclays US Treasury (5-6yr) +3.2% +0.5% 6.4 % 19
IGSB iShares Barclays 1-3 Year Credit (2yr) +2.1% +0.5% 4.8 % 20
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +2.1% +0.6% 4.8 % 21
MBB iShares Barclays MBS Bond Fund (2yr) +2.8% +0.0% 7.7 % 22
BND Vanguard Total Bond Market +2.6% +0.1% 7.5 % 23
JPST JPMorgan Ultra-Short Income ETF +1.3% +0.4% 1.1 % 24
AGG iShares Core Total US Bond +2.6% +0.1% 7.7 % 25
SGOV iShares 0-3 Month Treasury Bond ETF +1.1% +0.3% 0.2 % 26
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.0% +0.3% 0.2 % 27
VMBS Vanguard Mortgage-Backed Bonds +2.6% +0.0% 9.3 % 28
IUSB iShares Core Total USD Bond Market +2.4% +0.0% 7.6 % 29
VCIT Vanguard Interm Corp Bond (6-7yr) +2.4% +0.2% 9.9 % 30
VWO Vanguard FTSE Emerging Markets +2.6% -0.4% 38.7 % 31
IEMG iShares Core MSCI Emerging Markets +2.6% -0.1% 39.4 % 32
LQD iShares iBoxx Invest Grade Bond +1.5% -0.6% 14.1 % 33
TLT iShares Barclays Long-Term Treasury +2.7% -2.2% 20.4 % 34
MUB iShares S&P National Muni Bond (2-3yr) -0.9% -0.7% 10.7 % 35
VTEB Vanguard Tax Exempt Bond ETF -1.0% -1.0% 10.6 % 36
USMV iShares MSCI USA Minimum Volatility Index +1.5% -1.1% 33.2 % 37
VT Vanguard FTSE Global All Cap -3.3% +0.2% 45.4 % 38
XLV U.S. Health Care Sector SPDR -3.2% -2.0% 31.7 % 39
VNQ Vanguard MSCI U.S. REIT -0.4% -2.5% 36.9 % 40
JEPI JPMorgan Equity Premium Income -3.9% -2.1% 39.3 % 41
DGRO iShares Core Dividend Growth ETF -4.2% -2.4% 38.9 % 42
SDY SPDR S&P U.S. Dividend Aristocrats -1.5% -3.3% 33.6 % 43
XLI U.S. Industrials Sector SPDR -4.5% -0.4% 48.7 % 44
VIG Vanguard Dividend Appreciation -4.5% -1.4% 41.3 % 45
DVY iShares DJ Select Dividend Index -3.9% -4.3% 39.6 % 46
XLC U.S. Communication Services Sector SPDR -6.0% -1.1% 47.9 % 47
VTV Vanguard U.S. LargeCap Value -4.8% -3.4% 39.5 % 48
FBTC Fidelity Wise Origin Bitcoin -9.8% +10.8% 55.6 % 49
IBIT iShares Bitcoin Trust ETF -9.8% +10.8% 56.0 % 50
VYM Vanguard High Dividend Yield Index -5.0% -3.3% 40.2 % 51
GBTC Grayscale Bitcoin Trust ETF -10.1% +10.6% 55.4 % 52
QUAL iShares MSCI USA Quality Factor ETF -7.3% -1.1% 46.4 % 53
XLF U.S. Financial Sector SPDR -4.6% -2.0% 47.4 % 54
VO Vanguard CRSP U.S. Mid Cap -6.2% -1.3% 46.0 % 55
IWD iShares Russell 1000 Value -5.1% -3.0% 42.1 % 56
RSP S&P 500 Equal Weight -6.0% -2.5% 45.3 % 57
SPYG SPDR Portfolio S&P 500 Growth -8.6% +1.3% 58.3 % 58
IVW iShares S&P 500 Growth Index Fund -8.7% +1.2% 58.3 % 59
IUSG iShares Core U.S. Growth -8.8% +1.1% 57.4 % 60
IVV iShares Core S&P 500 ETF -7.5% -1.0% 50.7 % 61
SCHD Schwab U.S. Dow Jones Dividend 100 -7.0% -7.4% 39.5 % 62
VOO Vanguard S&P 500 -7.6% -1.2% 49.6 % 63
IWB iShares Russell 1000 Index Fund -8.0% -1.0% 50.5 % 64
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) -7.9% -1.1% 50.1 % 65
SPYV SPDR Portfolio S&P 500 Value -6.5% -3.6% 42.6 % 66
QQQM Invesco NASDAQ 100 ETF (Mini) -8.5% +0.6% 59.1 % 67
VV Vanguard MSCI U.S. Large Cap -7.7% -1.0% 51.5 % 68
JEPQ JPMorgan NASDAQ Equity Premium -8.0% -0.5% 52.6 % 69
IVE iShares S&P 500 Value Index Fund -6.6% -3.6% 43.0 % 70
SPLG SPDR Portfolio Large Cap -7.6% -1.2% 50.4 % 71
MGK Vanguard MSCI Mega Cap 300 Growth -9.7% +1.3% 61.7 % 72
IUSV iShares Core U.S. Value -6.8% -3.7% 42.9 % 73
VUG Vanguard U.S. LargeCap Growth (VIGRX) -9.7% +1.1% 59.8 % 74
XLK U.S. Technology Sector SPDR -9.2% +1.0% 68.3 % 75
QQQ Nasdaq-100 ETF -8.6% +0.6% 60.3 % 76
IWR iShares Russell Midcap Index Fund -8.1% -1.4% 49.4 % 77
SPY S&P 500 Index -7.6% -1.1% 54.1 % 78
SCHB Schwab Dow Jones U.S. Broad Market -8.4% -1.2% 49.9 % 79
IWF iShares Russell 1000 Growth -10.3% +0.8% 59.1 % 80
VTI Vanguard Total U.S. Stock Market -8.2% -1.1% 52.9 % 81
ITOT iShares Core S&P Total US Market -8.4% -1.2% 51.1 % 82
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) -10.6% +0.7% 59.2 % 83
VONG Vanguard Russell 1000 Growth ETF -10.5% +0.6% 59.3 % 84
DIA SPDR Dow Jones Industrial Average -8.8% -3.1% 43.1 % 85
IYW iShares DJ U.S. Technology Sector -10.9% +0.7% 68.7 % 86
DFAC Dimensional US Core Equity 2 ETF -9.5% -2.5% 50.0 % 87
VGT Vanguard MSCI U.S. Technology -11.2% +0.5% 68.7 % 88
IWM iShares Russell 2000 Index Fund -13.7% -2.3% 49.4 % 89
COWZ Pacer US Cash Cows 100 ETF -11.3% -5.1% 46.6 % 90
SMH Market Vectors Semiconductor ETF -11.8% -0.6% 86.6 % 91
XLY U.S. Consumer Discret Sector SPDR -14.4% -1.1% 56.2 % 92
MDY S&P MidCap 400 SPDRs -11.5% -2.9% 52.2 % 93
VBR Vanguard U.S. SmallCap Value -11.7% -3.6% 49.8 % 94
IJH iShares Core S&P MidCap 400 Index -11.6% -3.0% 51.8 % 95
VXF Vanguard Extended Market ETF -13.7% -1.3% 56.3 % 96
VB Vanguard U.S. Small Cap -12.8% -2.8% 52.9 % 97
VBK Vanguard U.S. Small Cap Growth -14.6% -2.0% 57.0 % 98
XLE U.S. Energy Sector SPDR -9.6% -14.4% 61.0 % 99
IJR iShares Core S&P SmallCap 600 Index -15.1% -4.5% 51.4 % 100
through: Apr 30, 2025
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: Jan 15, 2025
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