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 17, 2014
SymbolETFReturnAReturnBVolatilityRank
AMJ J.P. Morgan Alerian MLP Index +7.2% +4.6% 10.3 % 1
XLU U.S. Utilities Sector SPDR +12.0% +5.2% 11.0 % 2
RWX SPDR DJ International Real Estate +4.9% +6.3% 9.2 % 3
DBC PowerShares DB Commodity Index +7.1% +3.5% 8.7 % 4
VNQ Vanguard MSCI U.S. REIT +8.2% +3.8% 10.8 % 5
IYR iShares Dow Jones Real Estate REIT +7.1% +3.1% 9.8 % 6
DVY iShares DJ Select Dividend Index +5.3% +3.0% 9.6 % 7
IEMG iShares Core MSCI Emerging Markets +4.8% +7.7% 11.4 % 8
AMLP ALPS Alerian MLP Infrastructure Index +4.7% +3.3% 7.1 % 9
VWO Vanguard FTSE Emerging Markets +5.3% +8.5% 12.4 % 10
EWY iShares MSCI South Korea Index Fund +4.8% +9.1% 12.5 % 11
EEM iShares MSCI Emerging Markets +5.1% +8.4% 12.5 % 12
XLE U.S. Energy Sector SPDR +8.2% +6.9% 13.7 % 13
PFF iShares S&P US Preferred Stock Index +4.7% +1.4% 2.1 % 14
EMB iShares JPM Emerg Markets Bond (7-8yr) +4.0% +2.8% 5.5 % 15
SPLV PowerShares S&P 500 Low Volatility Index +4.5% +2.2% 9.6 % 16
XLP U.S. Consumer Staples Sector SPDR +3.4% +2.6% 7.6 % 17
IDV iShares DJ Int'l Select Dividend +4.7% +3.7% 12.6 % 18
LQD iShares iBoxx Invest Grade Bond (7-8yr) +2.8% +1.6% 3.6 % 19
SDY SPDR S&P U.S. Dividend Aristocrats +2.9% +2.1% 10.6 % 20
DEM WisdomTree Emerging Markets Income +3.6% +9.1% 14.0 % 21
EWZ iShares MSCI Brazil Index Fund +12.1% +14.5% 24.9 % 22
VEU Vanguard FTSE All-World ex-US +1.7% +4.3% 10.9 % 23
VYM Vanguard High Dividend Yield Index +2.8% +1.9% 10.4 % 24
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +2.3% +0.6% 2.8 % 25
IVE iShares S&P 500 Value Index Fund +2.9% +1.4% 10.9 % 26
TIP iShares Barclays TIPS +1.7% +1.5% 3.6 % 27
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +1.9% +0.5% 3.1 % 28
VGK Vanguard Europe +1.8% +2.9% 11.9 % 29
VIG Vanguard Dividend Appreciation +2.2% +1.7% 11.6 % 30
VTV Vanguard MSCI U.S. LargeCap Value +2.8% +1.1% 11.7 % 31
FEZ SPDR Euro STOXX 50 +1.9% +3.3% 13.5 % 32
AGG iShares Core Total US Bond (4-5yr) +1.5% +0.9% 2.6 % 33
IWD iShares Russell 1000 Value +2.9% +0.9% 12.1 % 34
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +1.6% +0.6% 4.6 % 35
CIU iShares Barclays Intermed Credit (4-5yr) +1.4% +0.8% 1.8 % 36
BND Vanguard Total Bond Market (4-5yr) +1.4% +0.9% 2.6 % 37
EZU iShares MSCI EMU Index Fund +1.8% +2.9% 13.5 % 38
HYS PIMCO BofA ML 0-5 Yr High Yield (2-3yr) +1.2% +0.5% 0.8 % 39
ACWI iShares MSCI All-World ACWI Index +1.7% +2.1% 12.1 % 40
MBB iShares Barclays MBS Bond Fund (2yr) +1.1% +0.6% 2.5 % 41
SJNK SPDR Barcap Short-Term High Yield (2yr) +1.1% +0.5% 1.2 % 42
EFA iShares MSCI EAFE +0.8% +3.4% 11.6 % 43
VEA Vanguard MSCI Euro Pacific +0.9% +3.6% 11.9 % 44
IWS iShares Russell Midcap Value +3.9% +0.3% 13.9 % 45
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.7% +0.5% 1.4 % 46
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.4% +0.2% 1.1 % 47
XLI U.S. Industrials Sector SPDR +1.7% +2.1% 15.6 % 48
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.3% +0.1% 0.9 % 49
IAU iShares COMEX Gold Trust +4.2% -2.4% 12.8 % 50
SHY Barclays Low Duration Treasury (2-yr) +0.2% +0.2% 0.6 % 51
EWU iShares MSCI United Kingdom Index +0.1% +3.5% 11.7 % 52
MINT PIMCO Enhanced Short-Term Bond (0.6yr) +0.2% +0.1% 0.4 % 53
GLD SPDR Gold Shares +4.1% -2.4% 13.2 % 54
FLOT iShares Barclays Inv Gr Floating Rate +0.1% +0.0% 0.6 % 55
XLB U.S. Materials Sector SPDR +3.6% -0.1% 16.6 % 56
RSP Rydex S&P Equal Stock Weight +2.5% -0.4% 14.4 % 57
DIA SPDR Dow Jones Industrial Average +0.5% +0.5% 11.8 % 58
BKLN PowerShares S&P-LSTA Senior Loan -0.1% -0.2% 1.4 % 59
IJJ iShares S&P MidCap 400 Value +1.8% -0.5% 14.1 % 60
IVV iShares Core S&P 500 ETF +1.6% -0.3% 13.7 % 61
VOO Vanguard S&P 500 +1.5% -0.3% 13.7 % 62
SPY SPDR S&P 500 Index +1.5% -0.3% 13.6 % 63
OEF iShares S&P U.S. 100 Index +1.1% +0.1% 12.7 % 64
SCZ iShares MSCI EAFE Small Cap Index +0.3% +1.4% 13.8 % 65
IWB iShares Russell 1000 Index Fund +1.5% -0.5% 13.9 % 66
VV Vanguard MSCI U.S. Large Cap +1.4% -0.5% 14.0 % 67
FXI iShares FTSE China 25 Index Fund -0.1% +8.5% 19.2 % 68
IWR iShares Russell Midcap Index Fund +1.6% -1.7% 16.3 % 69
VBR Vanguard U.S. SmallCap Value +1.6% -1.4% 16.0 % 70
IWV iShares Russell 3000 Index Fund +1.1% -0.9% 14.4 % 71
VTI Vanguard Total U.S. Stock Market +1.1% -1.0% 14.6 % 72
VO Vanguard CRSP U.S. Mid Cap +1.5% -1.8% 16.4 % 73
GDX Market Vectors Gold Miners Equity Index +4.2% -7.5% 31.1 % 74
EWG iShares MSCI Germany Index -2.1% +1.8% 15.0 % 75
XLK U.S. Technology Sector SPDR +0.7% -1.3% 16.4 % 76
SLV iShares Silver Trust -2.4% -3.3% 10.9 % 77
IVW iShares S&P 500 Growth Index Fund +0.3% -1.8% 16.5 % 78
EWJ iShares MSCI Japan Index Fund -7.0% +2.3% 18.9 % 79
DXJ WisdomTree Japan Hedged Equity -6.7% +2.9% 22.2 % 80
IJH iShares Core S&P MidCap 400 Index +0.2% -2.2% 16.5 % 81
IWN iShares Russell 2000 Value +0.5% -2.4% 16.9 % 82
MDY S&P MidCap 400 SPDRs +0.2% -2.1% 16.6 % 83
IWF iShares Russell 1000 Growth +0.0% -2.0% 16.3 % 84
XLF U.S. Financial Sector SPDR -0.3% -2.4% 14.3 % 85
IYW iShares DJ U.S. Technology Sector +0.1% -2.3% 19.0 % 86
VUG Vanguard MSCI U.S. LargeCap Growth -0.2% -2.3% 17.2 % 87
VB Vanguard U.S. Small Cap -0.5% -3.3% 18.5 % 88
IJR iShares Core S&P SmallCap 600 Index -0.6% -3.3% 18.4 % 89
IWP iShares Russell Midcap Growth -0.4% -3.5% 18.8 % 90
VGT Vanguard MSCI U.S. Technology -0.7% -3.0% 18.9 % 91
XLV U.S. Health Care Sector SPDR +0.0% -4.0% 19.9 % 92
VXF Vanguard S&P U.S. Small & Midcap -0.8% -3.6% 18.8 % 93
XLY U.S. Consumer Discret Sector SPDR -2.2% -3.5% 18.3 % 94
IJK iShares S&P MidCap 400 Growth -1.3% -3.7% 19.0 % 95
QQQ PowerShares Nasdaq-100 Index -1.8% -4.3% 20.9 % 96
IWM iShares Russell 2000 Index Fund -2.7% -5.0% 20.6 % 97
VBK Vanguard U.S. Small Cap Growth -2.9% -5.4% 21.7 % 98
IWO iShares Russell 2000 Growth -5.7% -7.4% 24.4 % 99
IBB iShares Nasdaq Biotechnology Index -9.8% -14.0% 42.2 % 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