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 Apr 30, 2013
  • Page size
ETFs: 100(Assets >= Largest 100)
through: May 17, 2013
SymbolETFReturnAReturnBVolatilityRank
XLY U.S. Consumer Discret Sector SPDR +13.3% +8.1% 9.7 % 1
IVW iShares S&P 500 Growth Index Fund +10.5% +7.5% 8.2 % 2
QQQ PowerShares Nasdaq-100 Index +9.9% +9.1% 8.3 % 3
XLF U.S. Financial Sector SPDR +12.7% +10.3% 12.3 % 4
RSP Rydex S&P Equal Stock Weight +10.7% +8.6% 9.8 % 5
IWF iShares Russell 1000 Growth +10.4% +7.7% 8.5 % 6
DXJ WisdomTree Japan Hedged Equity +29.2% +11.0% 16.2 % 7
IYR iShares Dow Jones Real Estate REIT +11.2% +4.7% 7.5 % 8
VYM Vanguard High Dividend Yield Index +11.0% +5.8% 8.4 % 9
ICF iShares Cohen&Steers Realty REIT +11.6% +4.2% 8.0 % 10
VNQ Vanguard MSCI U.S. REIT +12.8% +5.1% 8.7 % 11
VO Vanguard MSCI U.S. Mid Cap +10.8% +8.1% 10.3 % 12
IVV iShares Core S&P 500 ETF +10.2% +7.4% 8.4 % 13
SPY SPDR S&P 500 Index +10.2% +7.4% 8.4 % 14
IWP iShares Russell Midcap Growth +10.6% +8.5% 10.3 % 15
DIA SPDR Dow Jones Industrial Average +10.5% +5.8% 7.6 % 16
VOO Vanguard S&P 500 +10.2% +7.4% 8.5 % 17
SDY SPDR S&P U.S. Dividend Aristocrats +11.2% +6.0% 9.3 % 18
IWB iShares Russell 1000 Index Fund +10.1% +7.4% 8.5 % 19
OEF iShares S&P U.S. 100 Index +9.8% +6.9% 7.5 % 20
VTV Vanguard MSCI U.S. LargeCap Value +10.6% +6.9% 9.0 % 21
USMV iShares MSCI USA Minimum Volatility Index +11.3% +3.1% 8.4 % 22
VV Vanguard MSCI U.S. Large Cap +10.2% +7.3% 8.5 % 23
VTI Vanguard MSCI Total U.S. Stock Market +10.0% +7.6% 8.8 % 24
IWV iShares Russell 3000 Index Fund +10.0% +7.6% 8.8 % 25
VUG Vanguard MSCI U.S. LargeCap Growth +9.5% +7.9% 8.6 % 26
HDV iShares High Dividend Equity +12.0% +3.2% 8.8 % 27
IWR iShares Russell Midcap Index Fund +10.1% +8.3% 10.3 % 28
XLK U.S. Technology Sector SPDR +8.6% +9.7% 9.4 % 29
IVE iShares S&P 500 Value Index Fund +10.0% +7.4% 9.0 % 30
EWJ iShares MSCI Japan Index Fund +22.2% +6.8% 13.0 % 31
SPLV PowerShares S&P 500 Low Volatility Index +11.8% +2.4% 9.2 % 32
DVY iShares DJ Select Dividend Index +11.0% +4.9% 9.9 % 33
VGT Vanguard MSCI U.S. Technology +7.2% +11.2% 10.2 % 34
IWD iShares Russell 1000 Value +9.7% +7.2% 9.1 % 35
IJK iShares S&P MidCap 400 Growth +9.8% +8.6% 12.0 % 36
IWS iShares Russell Midcap Value +9.6% +8.0% 10.6 % 37
XLP U.S. Consumer Staples Sector SPDR +12.1% +2.3% 10.4 % 38
VB Vanguard U.S. Small Cap +9.2% +9.2% 12.3 % 39
IJH iShares Core S&P MidCap 400 Index +8.9% +8.2% 11.5 % 40
XLV U.S. Health Care Sector SPDR +13.6% +3.2% 12.5 % 41
XLI U.S. Industrials Sector SPDR +8.0% +9.4% 11.8 % 42
IWO iShares Russell 2000 Growth +9.4% +10.0% 14.5 % 43
IBB iShares Nasdaq Biotechnology Index +24.9% +5.5% 23.0 % 44
VIG Vanguard Dividend Appreciation +9.0% +6.0% 9.5 % 45
MDY S&P MidCap 400 SPDRs +8.9% +8.0% 11.8 % 46
ACWI iShares MSCI All-World ACWI Index +7.3% +6.7% 8.6 % 47
VBR Vanguard MSCI U.S. SmallCap Value +8.3% +8.7% 12.8 % 48
IJR iShares Core S&P SmallCap 600 Index +8.8% +9.8% 14.7 % 49
EWG iShares MSCI Germany Index +5.8% +10.4% 13.6 % 50
RWX SPDR DJ International Real Estate +10.7% +1.0% 10.9 % 51
IWM iShares Russell 2000 Index Fund +8.3% +9.3% 14.6 % 52
IJJ iShares S&P MidCap 400 Value +8.0% +7.7% 12.0 % 53
VEA Vanguard MSCI Euro Pacific +8.1% +6.7% 10.5 % 54
VGK Vanguard MSCI Europe +5.6% +7.9% 11.7 % 55
JNK SPDR Barcap High-Yield Junk Bond (4-7yr) +3.8% +1.6% 3.9 % 56
BKLN PowerShares S&P-LSTA Senior Loan +2.3% +0.8% 1.2 % 57
XLE U.S. Energy Sector SPDR +5.1% +10.1% 13.9 % 58
PFF iShares S&P US Preferred Stock Index +3.1% +1.6% 3.5 % 59
EFA iShares MSCI EAFE +7.9% +6.7% 10.4 % 60
AMLP ALPS Alerian MLP Infrastructure Index +5.4% +2.0% 8.3 % 61
HYG iShares iBoxx High-Yield Corp Bond (4-5yr) +3.8% +1.6% 4.5 % 62
VEU Vanguard FTSE All-World ex-US +5.1% +5.8% 9.7 % 63
IWN iShares Russell 2000 Value +7.2% +8.6% 15.2 % 64
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.7% +0.2% 0.8 % 65
CSJ iShares Barclays 1-3 Year Credit (2yr) +0.3% +0.2% 0.3 % 66
CIU iShares Barclays Intermed Credit (4-5yr) +1.2% -0.2% 2.2 % 67
XLU U.S. Utilities Sector SPDR +10.8% -1.0% 12.2 % 68
VCIT Vanguard Interm Corp Bond (6-7yr) +1.9% -0.5% 3.3 % 69
BSV Vanguard Short-Tm Bond Mix (2-3yr) +0.4% +0.0% 1.0 % 70
AMJ J.P. Morgan Alerian MLP Index +10.4% +3.2% 18.0 % 71
EWH iShares MSCI Hong Kong Index Fund +2.9% +5.4% 10.0 % 72
SHY Barclays Low Duration Treasury (2-yr) +0.1% +0.0% 0.3 % 73
EMB iShares JPM Emerg Markets Bond (7-8yr) +1.4% -0.2% 5.1 % 74
SHV Barclays Short-Term Treasury (0.4) +0.0% +0.0% 0.1 % 75
BOND PIMCO Total Return ETF +1.0% -0.4% 2.7 % 76
BIV Vanguard Barclays Govt-Credit Mix (6-7yr) +1.2% -0.9% 3.9 % 77
AGG iShares Core Total US Bond (4-5yr) +0.7% -0.7% 2.6 % 78
MUB iShares S&P National Muni Bond (2-3yr) +0.3% -0.3% 2.3 % 79
BND Vanguard Total Bond Market (4-5yr) +0.7% -0.7% 2.6 % 80
LQD iShares iBoxx Invest Grade Bond (7-8yr) +1.6% -1.0% 5.4 % 81
MBB iShares Barclays MBS Bond Fund (2yr) +0.1% -0.7% 1.6 % 82
IEF iShares Barclays 7-10 Yr Treasury (7-8yr) +1.2% -1.4% 5.2 % 83
TIP iShares Barclays TIPS -0.6% -1.8% 4.3 % 84
MOO Market Vectors Agribusiness -1.1% +4.8% 11.5 % 85
VWO Vanguard FTSE Emerging Markets -0.7% +4.3% 11.5 % 86
DEM WisdomTree Emerging Markets Income -0.2% +4.1% 11.8 % 87
EPP iShares MSCI Pacific ex-Japan +0.8% +1.7% 12.8 % 88
EEM iShares MSCI Emerging Markets -1.3% +4.3% 12.1 % 89
EWC iShares MSCI Canada Index Fund -2.4% +4.6% 12.5 % 90
FXI iShares FTSE China 25 Index Fund -6.0% +5.2% 15.0 % 91
EWY iShares MSCI South Korea Index Fund -4.6% +5.3% 17.5 % 92
EWZ iShares MSCI Brazil Index Fund -3.0% +2.4% 13.8 % 93
DBC PowerShares DB Commodity Index -7.7% +1.7% 13.2 % 94
TLT iShares Barclays Long-Term Trsry (15-18yr) +1.1% -4.5% 13.3 % 95
EWW iShares MSCI Mexico Index Fund -1.4% -2.5% 16.4 % 96
IAU iShares COMEX Gold Trust -15.8% -3.2% 19.9 % 97
GLD SPDR Gold Shares -15.9% -3.2% 20.1 % 98
SLV iShares Silver Trust -25.8% -4.5% 29.6 % 99
GDX Market Vectors Gold Miners Equity Index -33.9% -7.7% 46.4 % 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