ETF 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.
ETF Screener factor weights chart
  •  
  • Time Period
  • Weight
  • ReturnA
  • %
  • ReturnB
  • %
  • Volatility
  • %
  • Through
  • Assets >=
  •  as of Mar 31, 2014
  • Page size
ETFs: 100(Assets >= Largest 100)
through: Apr 23, 2014
SymbolETFReturnAReturnBVolatilityRank
AMJ J.P. Morgan Alerian MLP Index +5.6% +5.8% 10.0 % 1
XLU U.S. Utilities Sector SPDR +10.8% +3.8% 10.9 % 2
VNQ Vanguard MSCI U.S. REIT +7.8% +3.0% 10.0 % 3
IYR iShares Dow Jones Real Estate REIT +6.9% +2.6% 9.0 % 4
AMLP ALPS Alerian MLP Infrastructure Index +3.9% +4.1% 6.9 % 5
DBC PowerShares DB Commodity Index +5.7% +2.3% 8.7 % 6
RWX SPDR DJ International Real Estate +3.8% +4.6% 9.3 % 7
EMB iShares JPM Emerg Markets Bond (7-8yr) +4.4% +2.3% 5.5 % 8
DVY iShares DJ Select Dividend Index +4.8% +2.4% 9.4 % 9
XLE U.S. Energy Sector SPDR +8.1% +7.0% 13.6 % 10
PFF iShares S&P US Preferred Stock Index +4.5% +1.0% 2.2 % 11
IDV iShares DJ Int'l Select Dividend +5.3% +3.4% 12.0 % 12
SPLV PowerShares S&P 500 Low Volatility Index +4.4% +1.9% 9.3 % 13
EWY iShares MSCI South Korea Index Fund +4.2% +6.7% 13.2 % 14
XLP U.S. Consumer Staples Sector SPDR +3.7% +1.8% 7.3 % 15
LQD iShares iBoxx Invest Grade Bond (7-8yr) +3.5% +1.5% 3.5 % 16
SDY SPDR S&P U.S. Dividend Aristocrats +3.4% +2.2% 10.4 % 17
IEMG iShares Core MSCI Emerging Markets +2.9% +3.9% 11.8 % 18
VYM Vanguard High Dividend Yield Index +3.5% +1.6% 10.2 % 19
VWO Vanguard FTSE Emerging Markets +3.1% +3.6% 12.4 % 20
EWZ iShares MSCI Brazil Index Fund +11.4% +10.3% 25.3 % 21
IVE iShares S&P 500 Value Index Fund +3.7% +1.5% 10.7 % 22
FEZ SPDR Euro STOXX 50 +3.3% +2.8% 12.9 % 23
EEM iShares MSCI Emerging Markets +2.7% +3.8% 13.0 % 24
TIP iShares Barclays TIPS +2.2% +1.3% 3.5 % 25
VTV Vanguard MSCI U.S. LargeCap Value +3.7% +1.3% 11.5 % 26
VIG Vanguard Dividend Appreciation +3.0% +1.7% 11.1 % 27
VGK Vanguard Europe +2.4% +2.5% 11.3 % 28
EZU iShares MSCI EMU Index Fund +3.0% +2.5% 13.0 % 29
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +2.4% +0.6% 2.7 % 30
VEU Vanguard FTSE All-World ex-US +1.5% +3.0% 10.5 % 31
IWS iShares Russell Midcap Value +4.2% +1.2% 13.9 % 32
IWD iShares Russell 1000 Value +3.6% +1.2% 12.1 % 33
AGG iShares Core Total US Bond (4-5yr) +1.7% +0.8% 2.5 % 34
BND Vanguard Total Bond Market (4-5yr) +1.7% +0.8% 2.5 % 35
XLB U.S. Materials Sector SPDR +4.7% +1.0% 16.2 % 36
CIU iShares Barclays Intermed Credit (4-5yr) +1.5% +0.7% 1.8 % 37
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +1.9% +0.6% 4.7 % 38
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +2.0% +0.5% 3.0 % 39
ACWI iShares MSCI All-World ACWI Index +2.0% +2.0% 11.9 % 40
EFA iShares MSCI EAFE +0.9% +2.6% 11.1 % 41
XLI U.S. Industrials Sector SPDR +2.6% +2.3% 15.3 % 42
MBB iShares Barclays MBS Bond Fund (2yr) +1.3% +0.7% 2.6 % 43
VEA Vanguard MSCI Euro Pacific +0.9% +2.7% 11.5 % 44
HYS PIMCO BofA ML 0-5 Yr High Yield (2-3yr) +1.3% +0.4% 0.9 % 45
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.8% +0.6% 1.4 % 46
RSP Rydex S&P Equal Stock Weight +2.9% +0.8% 14.2 % 47
IAU iShares COMEX Gold Trust +3.9% -2.0% 11.2 % 48
SJNK SPDR Barcap Short-Term High Yield (2yr) +0.9% +0.2% 1.1 % 49
DEM WisdomTree Emerging Markets Income +0.8% +3.6% 14.0 % 50
GLD SPDR Gold Shares +3.8% -2.1% 11.5 % 51
IVV iShares Core S&P 500 ETF +2.2% +0.6% 13.6 % 52
SPY SPDR S&P 500 Index +2.2% +0.6% 13.5 % 53
EWU iShares MSCI United Kingdom Index -0.6% +2.9% 10.6 % 54
IJJ iShares S&P MidCap 400 Value +2.4% +0.6% 14.1 % 55
DIA SPDR Dow Jones Industrial Average +1.2% +0.8% 11.7 % 56
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.4% +0.2% 1.0 % 57
VOO Vanguard S&P 500 +2.2% +0.6% 13.6 % 58
MINT PIMCO Enhanced Short-Term Bond (0.6yr) +0.3% +0.2% 0.4 % 59
OEF iShares S&P U.S. 100 Index +1.8% +0.5% 12.6 % 60
SHY Barclays Low Duration Treasury (2-yr) +0.2% +0.2% 0.6 % 61
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.3% +0.1% 0.9 % 62
VV Vanguard MSCI U.S. Large Cap +2.0% +0.5% 13.9 % 63
FLOT iShares Barclays Inv Gr Floating Rate +0.2% +0.1% 0.7 % 64
IWB iShares Russell 1000 Index Fund +2.0% +0.5% 13.9 % 65
SCZ iShares MSCI EAFE Small Cap Index +0.3% +1.3% 13.4 % 66
BKLN PowerShares S&P-LSTA Senior Loan -0.1% -0.2% 1.4 % 67
GDX Market Vectors Gold Miners Equity Index +5.1% -0.9% 28.0 % 68
IWR iShares Russell Midcap Index Fund +2.1% +0.2% 16.3 % 69
IWV iShares Russell 3000 Index Fund +1.7% +0.3% 14.4 % 70
VTI Vanguard Total U.S. Stock Market +1.6% +0.3% 14.6 % 71
VBR Vanguard U.S. SmallCap Value +2.0% +0.1% 16.1 % 72
EWG iShares MSCI Germany Index -0.3% +1.8% 14.8 % 73
VO Vanguard CRSP U.S. Mid Cap +1.6% -0.1% 16.4 % 74
IVW iShares S&P 500 Growth Index Fund +0.7% -0.2% 16.6 % 75
XLF U.S. Financial Sector SPDR +0.7% -1.5% 14.7 % 76
IWF iShares Russell 1000 Growth +0.5% -0.2% 16.3 % 77
IJH iShares Core S&P MidCap 400 Index +0.6% -0.7% 16.6 % 78
XLV U.S. Health Care Sector SPDR +1.2% -0.2% 19.4 % 79
MDY S&P MidCap 400 SPDRs +0.5% -0.6% 16.6 % 80
SLV iShares Silver Trust -1.8% -2.8% 10.2 % 81
DXJ WisdomTree Japan Hedged Equity -7.9% +2.2% 22.2 % 82
EWJ iShares MSCI Japan Index Fund -8.0% +1.5% 19.0 % 83
XLK U.S. Technology Sector SPDR +0.5% -1.6% 16.7 % 84
VUG Vanguard MSCI U.S. LargeCap Growth +0.1% -0.4% 17.3 % 85
FXI iShares FTSE China 25 Index Fund -4.7% +0.5% 17.2 % 86
IWP iShares Russell Midcap Growth +0.2% -0.8% 18.6 % 87
IWN iShares Russell 2000 Value +0.1% -1.4% 17.2 % 88
IYW iShares DJ U.S. Technology Sector +0.3% -2.3% 19.1 % 89
VB Vanguard U.S. Small Cap -0.2% -1.1% 18.7 % 90
XLY U.S. Consumer Discret Sector SPDR -1.2% -0.7% 18.2 % 91
VXF Vanguard S&P U.S. Small & Midcap -0.5% -1.2% 19.2 % 92
IJR iShares Core S&P SmallCap 600 Index -0.6% -1.5% 18.7 % 93
IJK iShares S&P MidCap 400 Growth -1.1% -1.6% 19.1 % 94
VGT Vanguard MSCI U.S. Technology -0.6% -2.3% 19.1 % 95
QQQ PowerShares Nasdaq-100 Index -1.6% -2.0% 21.0 % 96
IWM iShares Russell 2000 Index Fund -2.6% -2.6% 20.9 % 97
VBK Vanguard U.S. Small Cap Growth -2.6% -2.5% 21.9 % 98
IWO iShares Russell 2000 Growth -5.1% -3.8% 24.9 % 99
IBB iShares Nasdaq Biotechnology Index -9.0% -3.5% 41.9 % 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