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
JEPQ JPMorgan NASDAQ Equity Premium +7.8% +2.2% 9.9 % 1
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.1% +0.4% 0.2 % 2
SGOV iShares 0-3 Month Treasury Bond ETF +1.1% +0.4% 0.2 % 3
JPST JPMorgan Ultra-Short Income ETF +0.8% +0.4% 0.5 % 4
VUG Vanguard U.S. LargeCap Growth (VIGRX) +9.5% +3.4% 17.2 % 5
BNDX Vanguard Total International Bond +0.4% +0.7% 3.8 % 6
VONG Vanguard Russell 1000 Growth ETF +9.4% +3.6% 17.4 % 7
IWF iShares Russell 1000 Growth +9.3% +3.6% 17.4 % 8
MGK Vanguard MSCI Mega Cap 300 Growth +9.2% +3.9% 17.4 % 9
SPYG SPDR Portfolio S&P 500 Growth +8.4% +3.3% 16.9 % 10
IVW iShares S&P 500 Growth Index Fund +8.4% +3.3% 16.7 % 11
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) +9.6% +3.2% 17.9 % 12
VGSH Vanguard Short-Term Gov't Bond (2yr) -0.4% +0.4% 1.3 % 13
IUSG iShares Core U.S. Growth +8.1% +2.9% 16.9 % 14
XLY U.S. Consumer Discret Sector SPDR +15.2% +6.5% 21.7 % 15
XLC U.S. Communication Services Sector SPDR +10.3% +0.9% 17.6 % 16
SHY iShares 1-3 Year Treasury Bond ETF -0.4% +0.4% 1.3 % 17
VGT Vanguard MSCI U.S. Technology +9.7% +2.1% 19.6 % 18
IGSB iShares Barclays 1-3 Year Credit (2yr) -0.6% +0.3% 2.4 % 19
BSV Vanguard Short-Term Bond -1.0% +0.3% 2.0 % 20
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) -0.7% +0.3% 2.4 % 21
QQQM Invesco NASDAQ 100 ETF (Mini) +7.4% +2.7% 18.6 % 22
VOO Vanguard S&P 500 +4.1% -0.1% 13.1 % 23
IYW iShares DJ U.S. Technology Sector +8.7% +2.0% 19.8 % 24
QQQ Nasdaq-100 ETF +7.4% +2.7% 18.6 % 25
VV Vanguard MSCI U.S. Large Cap +4.5% -0.1% 14.2 % 26
SPY S&P 500 Index +4.1% -0.1% 13.3 % 27
USHY iShares Broad USD High Yield ETF +0.0% -0.2% 5.1 % 28
SPLG SPDR Portfolio Large Cap +4.1% -0.1% 13.3 % 29
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) +4.6% -0.2% 13.8 % 30
IVV iShares Core S&P 500 ETF +4.0% -0.2% 13.1 % 31
XLK U.S. Technology Sector SPDR +6.2% +1.1% 18.8 % 32
IWB iShares Russell 1000 Index Fund +4.4% -0.5% 13.8 % 33
VTI Vanguard Total U.S. Stock Market +4.3% -0.6% 13.8 % 34
ITOT iShares Core S&P Total US Market +4.4% -0.6% 14.1 % 35
SCHB Schwab Dow Jones U.S. Broad Market +4.4% -0.6% 14.0 % 36
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) -3.1% +0.0% 4.5 % 37
QUAL iShares MSCI USA Quality Factor ETF +0.8% -1.2% 11.9 % 38
VTEB Vanguard Tax Exempt Bond ETF -1.0% -0.7% 4.2 % 39
VCIT Vanguard Interm Corp Bond (6-7yr) -2.8% -0.1% 6.1 % 40
ACWI iShares MSCI All-World ACWI Index +0.8% -0.7% 12.6 % 41
IUSB iShares Core Total USD Bond Market -2.9% -0.2% 5.5 % 42
MUB iShares S&P National Muni Bond (2-3yr) -1.1% -0.7% 4.3 % 43
VT Vanguard FTSE Global All Cap +0.6% -0.9% 12.7 % 44
AGG iShares Core Total US Bond -3.2% -0.2% 5.7 % 45
GOVT iShares Barclays US Treasury (5-6yr) -3.3% -0.2% 5.2 % 46
JEPI JPMorgan Equity Premium Income +0.1% -2.2% 9.8 % 47
DIA SPDR Dow Jones Industrial Average +2.2% -2.1% 12.9 % 48
BND Vanguard Total Bond Market -3.2% -0.2% 5.9 % 49
IBIT iShares Bitcoin Trust ETF +52.1% -1.9% 55.2 % 50
XLF U.S. Financial Sector SPDR +6.8% -3.3% 15.0 % 51
MBB iShares Barclays MBS Bond Fund (2yr) -3.3% -0.2% 6.4 % 52
FBTC Fidelity Wise Origin Bitcoin +52.0% -2.0% 55.4 % 53
VIG Vanguard Dividend Appreciation -0.1% -1.8% 11.8 % 54
DFAC Dimensional US Core Equity 2 ETF +2.5% -2.5% 13.3 % 55
BIV Vanguard Barclays Govt-Credit Mix -3.5% -0.2% 5.8 % 56
VWO Vanguard FTSE Emerging Markets -0.4% +0.1% 15.2 % 57
GBTC Grayscale Bitcoin Trust ETF +51.7% -2.0% 55.5 % 58
IEF iShares Barclays 7-10 Yr Treasury -4.7% -0.4% 6.7 % 59
LQD iShares iBoxx Invest Grade Bond -4.2% -0.5% 8.4 % 60
DGRO iShares Core Dividend Growth ETF -1.0% -3.2% 11.5 % 61
VYM Vanguard High Dividend Yield Index +0.4% -3.3% 13.0 % 62
VO Vanguard CRSP U.S. Mid Cap +2.2% -4.1% 15.7 % 63
VBK Vanguard U.S. Small Cap Growth +6.4% -3.0% 21.5 % 64
USMV iShares MSCI USA Minimum Volatility Index -1.5% -3.3% 10.3 % 65
IEMG iShares Core MSCI Emerging Markets -2.7% -0.6% 13.2 % 66
VXF Vanguard Extended Market ETF +6.4% -3.5% 21.4 % 67
IWR iShares Russell Midcap Index Fund +2.1% -4.2% 16.5 % 68
SMH Market Vectors Semiconductor ETF +1.6% -1.4% 27.3 % 69
IUSV iShares Core U.S. Value -1.4% -4.7% 11.5 % 70
SPYV SPDR Portfolio S&P 500 Value -1.6% -4.6% 11.4 % 71
IVE iShares S&P 500 Value Index Fund -1.7% -4.7% 11.3 % 72
VXUS Vanguard MSCI All Country Ex-US Int'l -5.6% -1.3% 12.1 % 73
VEU Vanguard FTSE All-World ex-US -5.6% -1.4% 11.8 % 74
IXUS iShares Core MSCI Total Int'l Stock -5.7% -1.4% 11.7 % 75
VB Vanguard U.S. Small Cap +2.8% -4.3% 19.0 % 76
RSP S&P 500 Equal Weight -0.6% -4.0% 13.4 % 77
IWD iShares Russell 1000 Value -1.0% -4.9% 12.2 % 78
XLI U.S. Industrials Sector SPDR +0.1% -4.9% 14.5 % 79
IAU iShares COMEX Gold Trust -0.2% -1.9% 18.0 % 80
GLD SPDR Gold Shares -0.2% -1.8% 18.1 % 81
VTV Vanguard U.S. LargeCap Value -1.8% -4.7% 11.8 % 82
SPDW SPDR Portfolio Dev World Ex-US ETF -7.1% -1.8% 11.9 % 83
IEFA iShares Core MSCI EAFE -7.8% -1.4% 12.4 % 84
IJH iShares Core S&P MidCap 400 Index +0.5% -4.7% 17.6 % 85
EFA iShares MSCI EAFE -7.8% -1.5% 12.5 % 86
MDY S&P MidCap 400 SPDRs +0.5% -4.7% 17.8 % 87
VEA Vanguard FTSE Developed Ex North America -7.4% -2.0% 12.2 % 88
SCHF Schwab FTSE Developed Market Int'l Equity -7.4% -2.0% 12.4 % 89
IWM iShares Russell 2000 Index Fund +1.2% -5.1% 20.7 % 90
SCHD Schwab U.S. Dow Jones Dividend 100 -1.8% -4.9% 13.1 % 91
VBR Vanguard U.S. SmallCap Value +0.0% -5.5% 17.2 % 92
SDY SPDR S&P U.S. Dividend Aristocrats -5.2% -5.4% 11.6 % 93
XLV U.S. Health Care Sector SPDR -10.6% -4.2% 11.7 % 94
COWZ Pacer US Cash Cows 100 ETF -1.0% -5.3% 15.1 % 95
IJR iShares Core S&P SmallCap 600 Index +0.4% -4.9% 19.8 % 96
DVY iShares DJ Select Dividend Index -1.1% -5.8% 14.1 % 97
TLT iShares Barclays Long-Term Treasury -9.2% -1.5% 15.9 % 98
XLE U.S. Energy Sector SPDR -5.6% -13.4% 16.8 % 99
VNQ Vanguard MSCI U.S. REIT -8.8% -6.5% 19.5 % 100
through: Dec 20, 2024
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: Dec 16, 2024
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