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)
first previous next last
Page Size:

Symbol ETF ReturnA ReturnB Volatility Rank
DVY iShares DJ Select Dividend Index +9.2% +7.4% 8.9 % 1
VGK Vanguard Europe +9.4% +8.3% 11.2 % 2
VEU Vanguard FTSE All-World ex-US +7.3% +7.0% 10.6 % 3
IXUS iShares Core MSCI Total Int'l Stock +7.3% +7.0% 11.0 % 4
VXUS Vanguard MSCI All Country Ex-US Int'l +7.3% +7.0% 10.7 % 5
EFA iShares MSCI EAFE +7.1% +6.9% 10.9 % 6
EEM iShares MSCI Emerging Markets +9.3% +9.4% 12.8 % 7
VWO Vanguard FTSE Emerging Markets +9.1% +8.7% 12.3 % 8
IEFA iShares Core MSCI EAFE +7.0% +6.8% 11.0 % 9
IEMG iShares Core MSCI Emerging Markets +8.9% +8.8% 12.5 % 10
SPDW SPDR Portfolio Dev World Ex-US ETF +6.7% +6.5% 11.0 % 11
VEA Vanguard FTSE Developed Ex North America +6.7% +6.5% 11.1 % 12
SMH Market Vectors Semiconductor ETF +14.6% +11.3% 32.3 % 13
SCHF Schwab FTSE Developed Market Int'l Equity +6.5% +6.4% 11.0 % 14
XLF U.S. Financial Sector SPDR +6.5% +5.9% 9.7 % 15
SDY SPDR S&P U.S. Dividend Aristocrats +6.7% +5.2% 7.0 % 16
VYM Vanguard High Dividend Yield Index +6.7% +5.4% 8.3 % 17
VTV Vanguard U.S. LargeCap Value +6.6% +5.4% 8.1 % 18
ACWI iShares MSCI All-World ACWI Index +6.1% +6.4% 11.4 % 19
VT Vanguard FTSE Global All Cap +6.0% +6.4% 11.3 % 20
IJH iShares Core S&P MidCap 400 Index +6.0% +6.8% 12.7 % 21
IWD iShares Russell 1000 Value +6.1% +5.3% 8.7 % 22
DGRO iShares Core Dividend Growth ETF +5.6% +5.6% 8.0 % 23
MDY S&P MidCap 400 SPDRs +5.9% +6.7% 12.8 % 24
SPYV SPDR Portfolio S&P 500 Value +5.4% +5.2% 7.8 % 25
VOO Vanguard S&P 500 +5.7% +5.9% 12.0 % 26
VBR Vanguard U.S. SmallCap Value +5.2% +6.8% 12.1 % 27
SPY SPDR S&P 500 Index +5.6% +5.8% 12.0 % 28
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) +5.5% +6.0% 12.0 % 29
SPLG SPDR Portfolio Large Cap +5.7% +5.8% 12.0 % 30
IVE iShares S&P 500 Value Index Fund +5.3% +5.2% 7.9 % 31
VIG Vanguard Dividend Appreciation +4.7% +5.8% 8.2 % 32
IVV iShares Core S&P 500 ETF +5.7% +5.8% 12.0 % 33
DFAC Dimensional US Core Equity 2 ETF +5.4% +5.9% 11.5 % 34
VO Vanguard CRSP U.S. Mid Cap +5.2% +5.6% 9.8 % 35
SCHB Schwab Dow Jones U.S. Broad Market +5.3% +6.0% 12.0 % 36
IVW iShares S&P 500 Growth Index Fund +5.8% +6.3% 18.1 % 37
SPYG SPDR Portfolio S&P 500 Growth +5.9% +6.3% 18.1 % 38
XLI U.S. Industrials Sector SPDR +5.8% +3.7% 11.2 % 39
USMV iShares MSCI USA Minimum Volatility Index +4.5% +4.9% 6.7 % 40
VTI Vanguard Total U.S. Stock Market +5.2% +6.0% 12.1 % 41
RSP Invesco S&P 500 Equal Weight (VADAX) +4.8% +5.4% 8.9 % 42
VV Vanguard MSCI U.S. Large Cap +5.5% +5.8% 12.4 % 43
IWB iShares Russell 1000 Index Fund +5.4% +5.8% 12.1 % 44
SCHD Schwab U.S. Dow Jones Dividend 100 +4.4% +5.5% 8.8 % 45
ITOT iShares Core S&P Total US Market +5.2% +6.0% 12.2 % 46
IBIT iShares Bitcoin Trust ETF +25.8% +2.6% 54.3 % 47
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) +5.4% +6.4% 18.0 % 48
GBTC Grayscale Bitcoin Trust ETF +25.6% +2.5% 53.9 % 49
IWR iShares Russell Midcap Index Fund +4.7% +5.7% 11.2 % 50
VB Vanguard U.S. Small Cap +3.6% +6.9% 13.7 % 51
IJR iShares Core S&P SmallCap 600 Index +2.0% +7.9% 13.9 % 52
JEPI JPMorgan Equity Premium Income +3.4% +3.9% 6.7 % 53
DIA SPDR Dow Jones Industrial Average +3.3% +5.7% 10.0 % 54
VXF Vanguard Extended Market ETF +2.5% +7.0% 14.7 % 55
IAU iShares COMEX Gold Trust +18.6% -0.1% 15.9 % 56
VGT Vanguard MSCI U.S. Technology +4.0% +8.3% 21.8 % 57
IWM iShares Russell 2000 Index Fund +2.0% +7.8% 15.7 % 58
XLK U.S. Technology Sector SPDR +4.0% +8.0% 19.8 % 59
GLD SPDR Gold Shares +18.5% -0.1% 16.3 % 60
IWF iShares Russell 1000 Growth (SWLGX) +4.8% +6.3% 16.9 % 61
XLE U.S. Energy Sector SPDR +10.3% -0.2% 15.6 % 62
QQQ PowerShares Nasdaq-100 Index +4.2% +6.7% 17.2 % 63
QQQM Invesco NASDAQ 100 ETF (Mini) +4.2% +6.7% 17.2 % 64
VONG Vanguard Russell 1000 Growth ETF +4.7% +6.3% 16.9 % 65
USFR WisdomTree Floating Rate Treasury ETF +1.4% +0.4% 0.3 % 66
COWZ Pacer US Cash Cows 100 ETF +5.6% +2.0% 12.1 % 67
JPST JPMorgan Ultra-Short Income ETF +1.4% +0.5% 0.4 % 68
SGOV iShares 0-3 Month Treasury Bond ETF +1.3% +0.4% 0.2 % 69
QUAL iShares MSCI USA Quality Factor ETF +4.9% +5.5% 13.3 % 70
VBK Vanguard U.S. Small Cap Growth +1.6% +6.8% 16.4 % 71
XLV U.S. Health Care Sector SPDR +1.0% +5.5% 8.5 % 72
VCIT Vanguard Interm Corp Bond (6-7yr) +1.0% +2.6% 4.9 % 73
SHV Barclays Short-Term Treasury +1.2% +0.4% 0.2 % 74
VUG Vanguard U.S. LargeCap Growth (VIGRX) +4.5% +6.2% 17.9 % 75
IGSB iShares Barclays 1-3 Year Credit (2yr) +1.0% +1.3% 2.1 % 76
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.3% +0.4% 0.3 % 77
TIP iShares Barclays TIPS +1.1% +1.7% 4.0 % 78
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.9% +1.3% 2.2 % 79
VHT Vanguard MSCI U.S. Health Care +0.7% +5.6% 8.9 % 80
LQD iShares iBoxx Invest Grade Bond +0.7% +2.8% 6.1 % 81
IUSB iShares Core Total USD Bond Market +0.8% +2.2% 4.5 % 82
VNQ Vanguard MSCI U.S. REIT +0.5% +8.0% 13.6 % 83
BSV Vanguard Short-Term Bond +0.6% +1.1% 1.9 % 84
VGSH Vanguard Short-Term Gov't Bond (2yr) +0.6% +0.7% 1.3 % 85
MGK Vanguard MSCI Mega Cap 300 Growth +3.7% +6.1% 18.4 % 86
AGG iShares Core Total US Bond +0.6% +2.2% 4.6 % 87
SHY iShares 1-3 Year Treasury Bond ETF +0.6% +0.7% 1.5 % 88
BNDX Vanguard Total International Bond +0.7% +0.8% 4.1 % 89
BND Vanguard Total Bond Market +0.6% +2.1% 4.6 % 90
BIV Vanguard Barclays Govt-Credit Mix +0.5% +2.2% 4.9 % 91
MBB iShares Barclays MBS Bond Fund (2yr) +0.5% +2.5% 6.3 % 92
GOVT iShares Barclays US Treasury (5-6yr) +0.3% +1.8% 3.8 % 93
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) +0.2% +1.7% 3.8 % 94
IEF iShares Barclays 7-10 Yr Treasury +0.1% +2.2% 5.4 % 95
VTEB Vanguard Tax Exempt Bond ETF -0.2% +0.9% 2.7 % 96
MUB iShares S&P National Muni Bond (2-3yr) -0.2% +0.8% 2.6 % 97
TLT iShares Barclays Long-Term Treasury -0.4% +3.9% 10.0 % 98
XLC U.S. Communication Services Sector SPDR +3.1% +2.6% 21.0 % 99
XLY U.S. Consumer Discret Sector SPDR -1.1% +3.8% 16.4 % 100
through: May 16, 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
Company
Resources
ETFreplay.com, Inc. Copyright © 2010 - 2024