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
XLE U.S. Energy Sector SPDR +18.6% +3.9% 12.9 % 1
VTV Vanguard U.S. LargeCap Value +6.4% -1.1% 11.4 % 2
VYM Vanguard High Dividend Yield Index +6.0% -0.6% 11.9 % 3
DGRO iShares Core Dividend Growth ETF +5.0% -0.9% 11.3 % 4
SDY SPDR S&P U.S. Dividend Aristocrats +5.6% +0.2% 12.9 % 5
IWD iShares Russell 1000 Value +6.3% -1.2% 12.7 % 6
IAU iShares COMEX Gold Trust +15.2% +6.5% 18.1 % 7
XLI U.S. Industrials Sector SPDR +8.8% -1.5% 12.8 % 8
USFR WisdomTree Floating Rate Treasury ETF +1.5% +0.5% 0.3 % 9
DVY iShares DJ Select Dividend Index +6.2% +1.1% 16.3 % 10
GLD SPDR Gold Shares +15.2% +6.4% 18.2 % 11
SPYV SPDR Portfolio S&P 500 Value +5.2% -1.2% 12.0 % 12
SGOV iShares 0-3 Month Treasury Bond ETF +1.3% +0.4% 0.2 % 13
VWO Vanguard FTSE Emerging Markets +4.2% +0.5% 11.8 % 14
IVE iShares S&P 500 Value Index Fund +5.2% -1.2% 12.1 % 15
XLC U.S. Communication Services Sector SPDR +6.4% -0.7% 13.6 % 16
COWZ Pacer US Cash Cows 100 ETF +9.3% -2.4% 11.8 % 17
XLF U.S. Financial Sector SPDR +7.7% -0.7% 13.7 % 18
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.3% +0.4% 0.3 % 19
VGK Vanguard Europe +5.2% -1.6% 12.2 % 20
IEMG iShares Core MSCI Emerging Markets +4.6% -0.3% 13.1 % 21
SHV Barclays Short-Term Treasury +1.2% +0.4% 0.3 % 22
JPST JPMorgan Ultra-Short Income ETF +1.3% +0.3% 0.5 % 23
EEM iShares MSCI Emerging Markets +4.6% -0.6% 13.3 % 24
VEU Vanguard FTSE All-World ex-US +4.3% -1.8% 11.5 % 25
JEPI JPMorgan Equity Premium Income +3.1% -1.1% 8.8 % 26
SHY iShares 1-3 Year Treasury Bond ETF +0.0% -0.3% 2.1 % 27
IGSB iShares Barclays 1-3 Year Credit (2yr) +0.2% -0.5% 2.9 % 28
VGSH Vanguard Short-Term Gov't Bond (2yr) +0.0% -0.3% 2.1 % 29
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.1% -0.5% 3.0 % 30
VXUS Vanguard MSCI All Country Ex-US Int'l +4.1% -1.7% 11.6 % 31
IXUS iShares Core MSCI Total Int'l Stock +4.1% -1.8% 11.7 % 32
BSV Vanguard Short-Term Bond -0.3% -0.6% 2.9 % 33
EFA iShares MSCI EAFE +4.3% -2.3% 11.7 % 34
USMV iShares MSCI USA Minimum Volatility Index +2.8% -1.3% 9.0 % 35
RSP Invesco S&P 500 Equal Weight (VADAX) +4.8% -2.1% 13.3 % 36
VIG Vanguard Dividend Appreciation +3.1% -1.8% 10.9 % 37
DFAC Dimensional US Core Equity 2 ETF +4.9% -2.4% 12.9 % 38
MUB iShares S&P National Muni Bond (2-3yr) -0.3% -0.8% 3.8 % 39
VTEB Vanguard Tax Exempt Bond ETF -0.1% -1.0% 3.7 % 40
VT Vanguard FTSE Global All Cap +4.3% -2.3% 11.9 % 41
IVV iShares Core S&P 500 ETF +4.5% -2.5% 12.6 % 42
SPLG SPDR Portfolio Large Cap +4.5% -2.5% 12.6 % 43
ACWI iShares MSCI All-World ACWI Index +4.2% -2.4% 11.8 % 44
VOO Vanguard S&P 500 +4.5% -2.5% 12.6 % 45
BNDX Vanguard Total International Bond +0.0% -1.3% 4.4 % 46
SPY SPDR S&P 500 Index +4.5% -2.6% 12.6 % 47
SPDW SPDR Portfolio Dev World Ex-US ETF +4.1% -2.3% 11.8 % 48
VO Vanguard CRSP U.S. Mid Cap +5.0% -2.5% 13.3 % 49
TIP iShares Barclays TIPS -0.7% -1.2% 5.6 % 50
DIA SPDR Dow Jones Industrial Average +2.1% -2.1% 11.1 % 51
SCHF Schwab FTSE Developed Market Int'l Equity +4.2% -2.5% 11.9 % 52
IEFA iShares Core MSCI EAFE +3.9% -2.4% 11.8 % 53
VEA Vanguard FTSE Developed Ex North America +4.0% -2.4% 12.1 % 54
VBR Vanguard U.S. SmallCap Value +4.6% -2.2% 16.6 % 55
IWB iShares Russell 1000 Index Fund +4.4% -2.6% 12.8 % 56
IJH iShares Core S&P MidCap 400 Index +6.1% -2.9% 15.6 % 57
IWR iShares Russell Midcap Index Fund +5.3% -2.8% 14.2 % 58
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) +4.4% -2.7% 12.8 % 59
MDY S&P MidCap 400 SPDRs +6.0% -2.8% 15.6 % 60
SCHD Schwab U.S. Dow Jones Dividend 100 +3.1% -0.9% 13.6 % 61
VV Vanguard MSCI U.S. Large Cap +4.3% -2.6% 12.7 % 62
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) -1.7% -1.7% 5.7 % 63
VTI Vanguard Total U.S. Stock Market +4.4% -2.6% 12.9 % 64
IUSB iShares Core Total USD Bond Market -1.2% -1.9% 6.3 % 65
VCIT Vanguard Interm Corp Bond (6-7yr) -1.2% -1.9% 6.7 % 66
ITOT iShares Core S&P Total US Market +4.4% -2.6% 13.1 % 67
BND Vanguard Total Bond Market -1.5% -2.1% 6.5 % 68
GOVT iShares Barclays US Treasury (5-6yr) -1.6% -2.0% 6.4 % 69
SCHB Schwab Dow Jones U.S. Broad Market +4.3% -2.7% 13.0 % 70
AGG iShares Core Total US Bond -1.5% -2.1% 6.5 % 71
QUAL iShares MSCI USA Quality Factor ETF +4.4% -3.5% 13.3 % 72
BIV Vanguard Barclays Govt-Credit Mix -1.7% -2.1% 6.7 % 73
GBTC Grayscale Bitcoin Trust ETF +61.3% -8.1% 55.8 % 74
IBIT iShares Bitcoin Trust ETF +61.1% -8.1% 55.8 % 75
SMH Market Vectors Semiconductor ETF +8.1% -7.5% 30.4 % 76
MBB iShares Barclays MBS Bond Fund (2yr) -1.8% -2.6% 8.0 % 77
VB Vanguard U.S. Small Cap +4.2% -3.3% 17.1 % 78
LQD iShares iBoxx Invest Grade Bond -2.3% -2.6% 8.6 % 79
IEF iShares Barclays 7-10 Yr Treasury -2.5% -2.7% 7.8 % 80
IJR iShares Core S&P SmallCap 600 Index +0.9% -1.6% 19.9 % 81
IVW iShares S&P 500 Growth Index Fund +3.9% -3.6% 17.2 % 82
XLV U.S. Health Care Sector SPDR +1.9% -3.4% 13.3 % 83
SPYG SPDR Portfolio S&P 500 Growth +3.9% -3.6% 17.4 % 84
VHT Vanguard MSCI U.S. Health Care +1.6% -3.6% 13.5 % 85
IWF iShares Russell 1000 Growth (SWLGX) +3.0% -3.7% 16.2 % 86
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) +3.4% -3.7% 17.4 % 87
VONG Vanguard Russell 1000 Growth ETF +3.0% -3.7% 16.2 % 88
VXF Vanguard Extended Market ETF +3.2% -3.7% 17.5 % 89
VBK Vanguard U.S. Small Cap Growth +3.7% -4.9% 17.8 % 90
VUG Vanguard U.S. LargeCap Growth (VIGRX) +2.7% -3.8% 17.2 % 91
IWM iShares Russell 2000 Index Fund +2.0% -3.7% 19.5 % 92
XLY U.S. Consumer Discret Sector SPDR +0.9% -4.5% 15.7 % 93
MGK Vanguard MSCI Mega Cap 300 Growth +1.7% -4.2% 17.5 % 94
QQQM Invesco NASDAQ 100 ETF (Mini) +0.3% -3.8% 17.2 % 95
QQQ PowerShares Nasdaq-100 Index +0.3% -3.8% 17.1 % 96
TLT iShares Barclays Long-Term Treasury -4.4% -5.4% 14.9 % 97
XLK U.S. Technology Sector SPDR -2.4% -4.6% 18.9 % 98
VNQ Vanguard MSCI U.S. REIT -3.4% -3.7% 23.2 % 99
VGT Vanguard MSCI U.S. Technology -2.2% -5.5% 20.0 % 100
through: Apr 24, 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
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