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 +17.7% +7.9% 11.9 % 1
GLD SPDR Gold Shares +17.7% +7.9% 11.8 % 2
EFV iShares MSCI EAFE Value Index +13.7% +3.8% 15.7 % 3
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) +3.2% +0.4% 4.3 % 4
BSV Vanguard Short-Term Bond +2.2% +0.5% 2.2 % 5
VGSH Vanguard Short-Term Gov't Bond (2yr) +1.8% +0.4% 1.5 % 6
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +2.1% +0.4% 1.9 % 7
IEFA iShares Core MSCI EAFE +8.2% +1.4% 17.8 % 8
SCHF Schwab FTSE Developed Market Int'l Equity +7.5% +0.9% 17.2 % 9
IGSB iShares Barclays 1-3 Year Credit (2yr) +2.1% +0.3% 1.9 % 10
EFA iShares MSCI EAFE +8.7% +1.1% 17.9 % 11
VXUS Vanguard MSCI All Country Ex-US Int'l +5.5% +1.0% 17.1 % 12
IEF iShares Barclays 7-10 Yr Treasury +3.7% +0.0% 6.1 % 13
SHY iShares 1-3 Year Treasury Bond ETF +1.7% +0.4% 1.4 % 14
VEU Vanguard FTSE All-World ex-US +5.8% +1.0% 17.4 % 15
MBB iShares Barclays MBS Bond Fund (2yr) +3.3% -0.1% 4.9 % 16
BIV Vanguard Barclays Govt-Credit Mix +3.2% +0.1% 4.6 % 17
GOVT iShares Barclays US Treasury (5-6yr) +2.9% +0.0% 4.5 % 18
JPST JPMorgan Ultra-Short Income ETF +1.4% +0.3% 0.6 % 19
SGOV iShares 0-3 Month Treasury Bond ETF +1.1% +0.3% 0.2 % 20
SPDW SPDR Portfolio Dev World Ex-US ETF +7.0% +0.8% 17.6 % 21
VEA Vanguard FTSE Developed Ex North America +7.2% +0.8% 17.8 % 22
IXUS iShares Core MSCI Total Int'l Stock +5.5% +0.9% 17.5 % 23
VCIT Vanguard Interm Corp Bond (6-7yr) +2.5% -0.1% 4.4 % 24
VMBS Vanguard Mortgage-Backed Bonds +3.2% -0.1% 5.0 % 25
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.1% +0.3% 0.2 % 26
IUSB iShares Core Total USD Bond Market +2.6% -0.2% 4.0 % 27
BND Vanguard Total Bond Market +2.7% -0.2% 4.5 % 28
AGG iShares Core Total US Bond +2.7% -0.2% 4.5 % 29
XLE U.S. Energy Sector SPDR +10.0% +2.4% 22.3 % 30
USMV iShares MSCI USA Minimum Volatility Index +3.3% -1.6% 11.9 % 31
XLV U.S. Health Care Sector SPDR +4.1% -2.6% 11.6 % 32
TLT iShares Barclays Long-Term Treasury +3.3% -2.2% 11.4 % 33
LQD iShares iBoxx Invest Grade Bond +2.1% -0.7% 5.6 % 34
IEMG iShares Core MSCI Emerging Markets +1.8% +1.2% 19.2 % 35
VWO Vanguard FTSE Emerging Markets +1.3% +1.4% 18.8 % 36
VTEB Vanguard Tax Exempt Bond ETF -0.3% -1.9% 3.7 % 37
BNDX Vanguard Total International Bond -0.2% -1.2% 4.5 % 38
MUB iShares S&P National Muni Bond (2-3yr) -0.4% -2.1% 3.5 % 39
SDY SPDR S&P U.S. Dividend Aristocrats +1.2% -2.3% 15.3 % 40
SCHD Schwab U.S. Dow Jones Dividend 100 +0.9% -2.5% 15.6 % 41
DVY iShares DJ Select Dividend Index +1.0% -3.1% 15.8 % 42
VTV Vanguard U.S. LargeCap Value +0.3% -3.5% 15.5 % 43
VNQ Vanguard MSCI U.S. REIT +1.4% -3.5% 19.2 % 44
JEPI JPMorgan Equity Premium Income -1.9% -4.1% 13.7 % 45
SPYV SPDR Portfolio S&P 500 Value -2.1% -3.8% 15.2 % 46
DGRO iShares Core Dividend Growth ETF -1.1% -4.2% 14.6 % 47
IWD iShares Russell 1000 Value -0.2% -3.8% 16.3 % 48
IVE iShares S&P 500 Value Index Fund -2.2% -3.9% 15.3 % 49
IUSV iShares Core U.S. Value -2.3% -3.9% 15.3 % 50
VYM Vanguard High Dividend Yield Index -0.5% -4.2% 15.7 % 51
RSP S&P 500 Equal Weight -2.8% -4.2% 17.2 % 52
VT Vanguard FTSE Global All Cap -2.9% -3.6% 19.1 % 53
VIG Vanguard Dividend Appreciation -3.2% -5.1% 15.8 % 54
DIA SPDR Dow Jones Industrial Average -3.5% -5.0% 17.4 % 55
XLI U.S. Industrials Sector SPDR -2.7% -4.2% 20.6 % 56
XLF U.S. Financial Sector SPDR +0.8% -5.4% 22.0 % 57
COWZ Pacer US Cash Cows 100 ETF -4.2% -4.7% 18.4 % 58
VO Vanguard CRSP U.S. Mid Cap -4.0% -4.5% 19.7 % 59
DFAC Dimensional US Core Equity 2 ETF -6.8% -6.0% 20.3 % 60
VBR Vanguard U.S. SmallCap Value -6.7% -5.6% 21.1 % 61
IWR iShares Russell Midcap Index Fund -5.7% -5.1% 22.0 % 62
SPLG SPDR Portfolio Large Cap -7.2% -6.2% 20.6 % 63
QUAL iShares MSCI USA Quality Factor ETF -6.7% -6.4% 19.6 % 64
XLC U.S. Communication Services Sector SPDR -3.2% -5.9% 22.8 % 65
VOO Vanguard S&P 500 -7.3% -6.2% 20.8 % 66
SPY S&P 500 Index -7.3% -6.2% 21.0 % 67
IVV iShares Core S&P 500 ETF -7.4% -6.2% 20.8 % 68
IJH iShares Core S&P MidCap 400 Index -7.3% -5.7% 22.7 % 69
MDY S&P MidCap 400 SPDRs -7.3% -5.7% 22.8 % 70
SCHB Schwab Dow Jones U.S. Broad Market -7.6% -6.2% 21.2 % 71
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) -7.5% -6.3% 21.5 % 72
IWB iShares Russell 1000 Index Fund -7.5% -6.3% 21.6 % 73
VV Vanguard MSCI U.S. Large Cap -7.4% -6.3% 21.7 % 74
VTI Vanguard Total U.S. Stock Market -7.6% -6.3% 21.4 % 75
ITOT iShares Core S&P Total US Market -7.7% -6.4% 21.8 % 76
FBTC Fidelity Wise Origin Bitcoin -15.4% -0.5% 58.0 % 77
VB Vanguard U.S. Small Cap -8.8% -6.3% 24.3 % 78
IBIT iShares Bitcoin Trust ETF -15.4% -0.7% 58.3 % 79
IWM iShares Russell 2000 Index Fund -10.1% -6.4% 23.6 % 80
JEPQ JPMorgan NASDAQ Equity Premium -8.7% -6.6% 24.8 % 81
IJR iShares Core S&P SmallCap 600 Index -10.5% -6.7% 22.8 % 82
GBTC Grayscale Bitcoin Trust ETF -15.6% -0.6% 58.3 % 83
QQQM Invesco NASDAQ 100 ETF (Mini) -11.4% -7.6% 27.4 % 84
VXF Vanguard Extended Market ETF -10.4% -7.6% 28.0 % 85
QQQ Nasdaq-100 ETF -11.4% -7.6% 27.8 % 86
VBK Vanguard U.S. Small Cap Growth -11.4% -7.3% 28.6 % 87
IUSG iShares Core U.S. Growth -11.8% -8.2% 28.0 % 88
SPYG SPDR Portfolio S&P 500 Growth -11.9% -8.4% 29.0 % 89
IVW iShares S&P 500 Growth Index Fund -11.9% -8.4% 29.0 % 90
VONG Vanguard Russell 1000 Growth ETF -13.4% -8.5% 28.7 % 91
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) -13.5% -8.2% 29.5 % 92
IWF iShares Russell 1000 Growth -13.4% -8.5% 29.1 % 93
VUG Vanguard U.S. LargeCap Growth (VIGRX) -13.0% -8.6% 29.5 % 94
XLK U.S. Technology Sector SPDR -14.1% -8.3% 30.8 % 95
MGK Vanguard MSCI Mega Cap 300 Growth -13.5% -8.7% 29.3 % 96
IYW iShares DJ U.S. Technology Sector -14.9% -9.0% 32.9 % 97
XLY U.S. Consumer Discret Sector SPDR -15.7% -8.5% 30.4 % 98
SMH Market Vectors Semiconductor ETF -15.6% -8.8% 39.3 % 99
VGT Vanguard MSCI U.S. Technology -15.6% -9.1% 31.9 % 100
through: Mar 28, 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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