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
XLC U.S. Communication Services Sector SPDR +10.1% +5.2% 8.0 % 1
IAU iShares COMEX Gold Trust +14.6% +6.6% 13.2 % 2
GLD SPDR Gold Shares +14.5% +6.5% 13.3 % 3
EFA iShares MSCI EAFE +7.8% +5.0% 12.0 % 4
EFV iShares MSCI EAFE Value Index +7.7% +6.3% 12.1 % 5
IEFA iShares Core MSCI EAFE +7.6% +4.9% 11.9 % 6
VEU Vanguard FTSE All-World ex-US +6.8% +4.8% 11.0 % 7
SCHF Schwab FTSE Developed Market Int'l Equity +6.9% +4.5% 11.5 % 8
IXUS iShares Core MSCI Total Int'l Stock +6.7% +4.7% 11.1 % 9
VXUS Vanguard MSCI All Country Ex-US Int'l +6.5% +4.7% 11.0 % 10
VEA Vanguard FTSE Developed Ex North America +6.8% +4.5% 11.7 % 11
SPDW SPDR Portfolio Dev World Ex-US ETF +6.9% +4.6% 12.0 % 12
JEPQ JPMorgan NASDAQ Equity Premium +7.7% +1.4% 11.4 % 13
VT Vanguard FTSE Global All Cap +5.1% +2.0% 9.9 % 14
JEPI JPMorgan Equity Premium Income +2.7% +2.0% 5.3 % 15
USMV iShares MSCI USA Minimum Volatility Index +3.3% +3.4% 8.4 % 16
VYM Vanguard High Dividend Yield Index +3.8% +2.0% 8.3 % 17
VWO Vanguard FTSE Emerging Markets +5.4% +5.2% 12.7 % 18
VIG Vanguard Dividend Appreciation +3.2% +1.5% 8.2 % 19
IEMG iShares Core MSCI Emerging Markets +5.9% +5.3% 13.6 % 20
DGRO iShares Core Dividend Growth ETF +2.6% +2.2% 8.5 % 21
QQQM Invesco NASDAQ 100 ETF (Mini) +8.4% +1.1% 15.9 % 22
QQQ Nasdaq-100 ETF +8.4% +1.1% 16.0 % 23
VCIT Vanguard Interm Corp Bond (6-7yr) +1.2% +1.2% 4.5 % 24
IWD iShares Russell 1000 Value +1.7% +1.4% 8.1 % 25
VMBS Vanguard Mortgage-Backed Bonds +1.4% +1.1% 4.9 % 26
IGSB iShares Barclays 1-3 Year Credit (2yr) +1.4% +0.7% 1.7 % 27
QUAL iShares MSCI USA Quality Factor ETF +3.7% +1.1% 9.2 % 28
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +1.4% +0.7% 1.7 % 29
VTV Vanguard U.S. LargeCap Value +1.9% +1.4% 8.7 % 30
IVV iShares Core S&P 500 ETF +4.6% +0.7% 10.1 % 31
XLF U.S. Financial Sector SPDR +3.5% +1.9% 11.1 % 32
MBB iShares Barclays MBS Bond Fund (2yr) +1.2% +1.0% 5.3 % 33
SPLG SPDR Portfolio Large Cap +4.6% +0.6% 10.2 % 34
JPST JPMorgan Ultra-Short Income ETF +1.3% +0.4% 0.5 % 35
VV Vanguard MSCI U.S. Large Cap +4.7% +0.6% 10.3 % 36
XLV U.S. Health Care Sector SPDR +4.3% +3.5% 13.7 % 37
VOO Vanguard S&P 500 +4.6% +0.7% 10.3 % 38
SPY S&P 500 Index +4.6% +0.6% 10.2 % 39
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) +4.6% +0.5% 10.1 % 40
BSV Vanguard Short-Term Bond +1.2% +0.5% 1.9 % 41
IUSB iShares Core Total USD Bond Market +1.1% +0.9% 4.4 % 42
IWB iShares Russell 1000 Index Fund +4.5% +0.4% 10.0 % 43
BIV Vanguard Barclays Govt-Credit Mix +1.0% +1.0% 4.8 % 44
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) +1.0% +0.8% 3.9 % 45
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.1% +0.3% 0.2 % 46
BND Vanguard Total Bond Market +0.9% +0.9% 4.7 % 47
VGSH Vanguard Short-Term Gov't Bond (2yr) +1.1% +0.4% 1.2 % 48
SGOV iShares 0-3 Month Treasury Bond ETF +1.1% +0.3% 0.2 % 49
AGG iShares Core Total US Bond +0.9% +0.9% 5.0 % 50
LQD iShares iBoxx Invest Grade Bond +0.7% +1.1% 6.1 % 51
SPYV SPDR Portfolio S&P 500 Value +0.1% +1.7% 7.9 % 52
GOVT iShares Barclays US Treasury (5-6yr) +0.8% +0.8% 4.6 % 53
MGK Vanguard MSCI Mega Cap 300 Growth +7.6% +0.4% 17.4 % 54
SHY iShares 1-3 Year Treasury Bond ETF +1.1% +0.3% 1.3 % 55
DVY iShares DJ Select Dividend Index +0.2% +2.5% 9.0 % 56
IVE iShares S&P 500 Value Index Fund +0.0% +1.6% 7.7 % 57
IEF iShares Barclays 7-10 Yr Treasury +0.8% +1.0% 6.0 % 58
SCHB Schwab Dow Jones U.S. Broad Market +4.3% +0.4% 10.3 % 59
IUSV iShares Core U.S. Value +0.0% +1.5% 7.9 % 60
MUB iShares S&P National Muni Bond (2-3yr) +0.2% +0.8% 4.0 % 61
ITOT iShares Core S&P Total US Market +4.3% +0.3% 10.4 % 62
IVW iShares S&P 500 Growth Index Fund +7.9% -0.2% 18.3 % 63
SPYG SPDR Portfolio S&P 500 Growth +7.9% -0.2% 18.5 % 64
RSP S&P 500 Equal Weight +1.2% +0.5% 8.2 % 65
VTI Vanguard Total U.S. Stock Market +4.2% +0.3% 10.3 % 66
VTEB Vanguard Tax Exempt Bond ETF +0.2% +0.6% 3.8 % 67
VUG Vanguard U.S. LargeCap Growth (VIGRX) +7.1% +0.2% 16.2 % 68
DIA SPDR Dow Jones Industrial Average +2.1% +0.3% 9.0 % 69
BNDX Vanguard Total International Bond +0.4% +0.3% 3.3 % 70
IWF iShares Russell 1000 Growth +7.0% -0.3% 16.9 % 71
DFAC Dimensional US Core Equity 2 ETF +2.2% -0.2% 10.0 % 72
IUSG iShares Core U.S. Growth +7.4% -0.5% 18.0 % 73
VONG Vanguard Russell 1000 Growth ETF +7.0% -0.4% 16.6 % 74
VO Vanguard CRSP U.S. Mid Cap +1.7% -0.3% 8.9 % 75
IYW iShares DJ U.S. Technology Sector +6.7% +0.0% 23.9 % 76
SCHD Schwab U.S. Dow Jones Dividend 100 -0.2% +1.4% 10.9 % 77
SMH Market Vectors Semiconductor ETF +7.9% -3.5% 41.7 % 78
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) +6.6% -0.5% 17.0 % 79
VNQ Vanguard MSCI U.S. REIT -0.4% +3.1% 12.5 % 80
XLK U.S. Technology Sector SPDR +5.7% +0.0% 24.5 % 81
IWR iShares Russell Midcap Index Fund +1.2% -0.6% 9.7 % 82
SDY SPDR S&P U.S. Dividend Aristocrats -1.4% +2.5% 12.1 % 83
IBIT iShares Bitcoin Trust ETF +7.5% -5.6% 32.6 % 84
FBTC Fidelity Wise Origin Bitcoin +7.5% -5.6% 32.6 % 85
VGT Vanguard MSCI U.S. Technology +6.5% -0.6% 25.9 % 86
XLY U.S. Consumer Discret Sector SPDR +5.3% -2.5% 14.1 % 87
GBTC Grayscale Bitcoin Trust ETF +7.1% -5.7% 32.4 % 88
COWZ Pacer US Cash Cows 100 ETF +0.3% +0.8% 12.8 % 89
TLT iShares Barclays Long-Term Treasury -0.6% +1.5% 13.4 % 90
VXF Vanguard Extended Market ETF +2.2% -1.8% 12.7 % 91
VBK Vanguard U.S. Small Cap Growth +2.9% -2.2% 15.0 % 92
XLE U.S. Energy Sector SPDR -1.2% +1.2% 21.5 % 93
XLI U.S. Industrials Sector SPDR -0.4% -1.7% 10.8 % 94
VB Vanguard U.S. Small Cap +0.3% -2.1% 12.4 % 95
VBR Vanguard U.S. SmallCap Value -1.8% -2.0% 10.8 % 96
IJH iShares Core S&P MidCap 400 Index -0.6% -3.0% 12.0 % 97
MDY S&P MidCap 400 SPDRs -0.6% -3.1% 11.9 % 98
IWM iShares Russell 2000 Index Fund -1.6% -1.8% 13.1 % 99
IJR iShares Core S&P SmallCap 600 Index -2.8% -2.4% 13.1 % 100
through: Feb 20, 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
Company
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