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
SGOV iShares 0-3 Month Treasury Bond ETF +1.2% +0.4% 0.2 % 1
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.2% +0.4% 0.2 % 2
JPST JPMorgan Ultra-Short Income ETF +1.1% +0.4% 0.5 % 3
VGSH Vanguard Short-Term Gov't Bond (2yr) +0.4% +0.3% 1.4 % 4
XLE U.S. Energy Sector SPDR +5.0% +9.4% 16.9 % 5
SHY iShares 1-3 Year Treasury Bond ETF +0.4% +0.3% 1.5 % 6
GLD SPDR Gold Shares +0.9% +2.2% 13.0 % 7
IAU iShares COMEX Gold Trust +0.9% +2.2% 13.2 % 8
XLF U.S. Financial Sector SPDR +6.2% +2.7% 20.1 % 9
BSV Vanguard Short-Term Bond -0.1% +0.2% 2.4 % 10
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.1% +0.1% 2.5 % 11
JEPQ JPMorgan NASDAQ Equity Premium +7.0% -0.4% 16.4 % 12
IGSB iShares Barclays 1-3 Year Credit (2yr) +0.0% +0.1% 2.6 % 13
VYM Vanguard High Dividend Yield Index +1.1% +1.4% 15.7 % 14
SMH Market Vectors Semiconductor ETF +4.9% +3.8% 30.8 % 15
VO Vanguard CRSP U.S. Mid Cap +1.9% +0.5% 17.9 % 16
COWZ Pacer US Cash Cows 100 ETF +0.2% +1.0% 14.8 % 17
DIA SPDR Dow Jones Industrial Average +1.4% +0.1% 15.7 % 18
BNDX Vanguard Total International Bond -0.2% -0.7% 4.4 % 19
IWD iShares Russell 1000 Value -0.5% +1.4% 15.2 % 20
JEPI JPMorgan Equity Premium Income -0.2% -0.4% 12.9 % 21
MUB iShares S&P National Muni Bond (2-3yr) -0.9% -0.6% 4.6 % 22
DFAC Dimensional US Core Equity 2 ETF +1.7% -0.2% 16.7 % 23
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) -1.7% -0.4% 4.9 % 24
IWR iShares Russell Midcap Index Fund +2.3% +0.3% 18.8 % 25
IWB iShares Russell 1000 Index Fund +3.4% -0.7% 18.1 % 26
IJH iShares Core S&P MidCap 400 Index +1.8% +0.2% 18.5 % 27
XLI U.S. Industrials Sector SPDR -0.6% +1.6% 16.0 % 28
VTEB Vanguard Tax Exempt Bond ETF -1.0% -0.7% 4.4 % 29
VTV Vanguard U.S. LargeCap Value -1.2% +1.4% 14.7 % 30
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) +3.4% -0.8% 18.0 % 31
MDY S&P MidCap 400 SPDRs +1.7% +0.2% 18.6 % 32
VOO Vanguard S&P 500 +3.0% -0.8% 17.8 % 33
SCHD Schwab U.S. Dow Jones Dividend 100 -1.9% +0.6% 14.7 % 34
EFV iShares MSCI EAFE Value Index -3.9% +0.4% 12.7 % 35
IUSB iShares Core Total USD Bond Market -1.9% -0.7% 5.2 % 36
RSP S&P 500 Equal Weight -0.5% +0.3% 16.0 % 37
DVY iShares DJ Select Dividend Index -0.7% +0.9% 16.7 % 38
SCHB Schwab Dow Jones U.S. Broad Market +3.3% -0.8% 18.5 % 39
SPYG SPDR Portfolio S&P 500 Growth +7.4% -1.1% 22.1 % 40
SPLG SPDR Portfolio Large Cap +3.0% -0.8% 17.8 % 41
IVW iShares S&P 500 Growth Index Fund +7.3% -1.1% 21.8 % 42
SPY S&P 500 Index +3.0% -0.8% 18.0 % 43
DGRO iShares Core Dividend Growth ETF -1.3% +0.1% 14.6 % 44
IVV iShares Core S&P 500 ETF +3.0% -0.8% 17.8 % 45
XLC U.S. Communication Services Sector SPDR +7.3% -2.9% 16.6 % 46
VB Vanguard U.S. Small Cap +2.9% -0.7% 20.2 % 47
ITOT iShares Core S&P Total US Market +3.3% -0.8% 18.4 % 48
IUSG iShares Core U.S. Growth +7.0% -1.1% 21.9 % 49
VMBS Vanguard Mortgage-Backed Bonds -1.8% -0.8% 6.6 % 50
GOVT iShares Barclays US Treasury (5-6yr) -2.1% -0.7% 12.5 % 51
XLV U.S. Health Care Sector SPDR -8.1% +1.1% 12.8 % 52
VTI Vanguard Total U.S. Stock Market +3.2% -0.8% 18.1 % 53
VIG Vanguard Dividend Appreciation -0.5% -0.6% 14.9 % 54
VV Vanguard MSCI U.S. Large Cap +3.3% -0.8% 18.6 % 55
VBR Vanguard U.S. SmallCap Value +0.4% -0.2% 19.0 % 56
USMV iShares MSCI USA Minimum Volatility Index -2.6% -0.7% 12.5 % 57
BND Vanguard Total Bond Market -2.1% -0.8% 5.4 % 58
VXF Vanguard Extended Market ETF +5.6% -0.9% 22.4 % 59
AGG iShares Core Total US Bond -2.1% -0.8% 5.5 % 60
MBB iShares Barclays MBS Bond Fund (2yr) -2.2% -0.8% 6.6 % 61
FBTC Fidelity Wise Origin Bitcoin +54.7% -1.8% 56.2 % 62
VBK Vanguard U.S. Small Cap Growth +6.0% -1.4% 21.8 % 63
SPYV SPDR Portfolio S&P 500 Value -2.7% -0.3% 14.6 % 64
IBIT iShares Bitcoin Trust ETF +54.5% -1.8% 56.3 % 65
GBTC Grayscale Bitcoin Trust ETF +54.1% -2.0% 56.0 % 66
IUSV iShares Core U.S. Value -2.5% -0.3% 14.7 % 67
IVE iShares S&P 500 Value Index Fund -2.8% -0.3% 14.3 % 68
IWF iShares Russell 1000 Growth +7.1% -2.4% 22.4 % 69
VONG Vanguard Russell 1000 Growth ETF +7.1% -2.4% 22.3 % 70
VCIT Vanguard Interm Corp Bond (6-7yr) -2.1% -1.0% 6.4 % 71
BIV Vanguard Barclays Govt-Credit Mix -2.3% -0.9% 6.1 % 72
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) +7.2% -2.3% 22.9 % 73
SCHF Schwab FTSE Developed Market Int'l Equity -4.3% -0.6% 13.2 % 74
VT Vanguard FTSE Global All Cap +0.3% -1.1% 16.3 % 75
VUG Vanguard U.S. LargeCap Growth (VIGRX) +7.0% -2.5% 22.5 % 76
VEA Vanguard FTSE Developed Ex North America -4.4% -0.7% 13.2 % 77
IEF iShares Barclays 7-10 Yr Treasury -3.1% -1.0% 6.9 % 78
XLY U.S. Consumer Discret Sector SPDR +15.5% -4.1% 26.0 % 79
QQQM Invesco NASDAQ 100 ETF (Mini) +6.5% -2.5% 22.7 % 80
QUAL iShares MSCI USA Quality Factor ETF -0.4% -1.1% 15.4 % 81
SPDW SPDR Portfolio Dev World Ex-US ETF -4.3% -0.8% 13.1 % 82
MGK Vanguard MSCI Mega Cap 300 Growth +6.8% -2.7% 22.8 % 83
IEFA iShares Core MSCI EAFE -4.5% -0.8% 13.1 % 84
QQQ Nasdaq-100 ETF +6.4% -2.5% 22.8 % 85
IYW iShares DJ U.S. Technology Sector +4.7% -2.3% 24.2 % 86
LQD iShares iBoxx Invest Grade Bond -3.4% -1.6% 7.9 % 87
VGT Vanguard MSCI U.S. Technology +4.9% -2.4% 24.2 % 88
EFA iShares MSCI EAFE -4.4% -0.9% 13.2 % 89
XLK U.S. Technology Sector SPDR +2.2% -2.3% 22.9 % 90
IXUS iShares Core MSCI Total Int'l Stock -4.5% -1.2% 13.1 % 91
VEU Vanguard FTSE All-World ex-US -4.6% -1.2% 13.0 % 92
IJR iShares Core S&P SmallCap 600 Index +0.3% -2.0% 20.5 % 93
VXUS Vanguard MSCI All Country Ex-US Int'l -4.6% -1.2% 13.0 % 94
SDY SPDR S&P U.S. Dividend Aristocrats -6.1% -1.2% 14.6 % 95
IEMG iShares Core MSCI Emerging Markets -6.1% -2.1% 14.3 % 96
TLT iShares Barclays Long-Term Treasury -7.5% -3.4% 12.3 % 97
IWM iShares Russell 2000 Index Fund -0.3% -2.4% 22.6 % 98
VWO Vanguard FTSE Emerging Markets -5.4% -2.7% 14.0 % 99
VNQ Vanguard MSCI U.S. REIT -7.2% -2.7% 23.8 % 100
through: Jan 17, 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