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 +16.3% +3.7% 13.2 % 1
EFV iShares MSCI EAFE Value Index +16.5% +4.4% 15.4 % 2
GLD SPDR Gold Shares +16.2% +3.7% 13.2 % 3
SCHF Schwab FTSE Developed Market Int'l Equity +10.6% +2.0% 16.8 % 4
EFA iShares MSCI EAFE +11.7% +2.3% 17.4 % 5
IEFA iShares Core MSCI EAFE +11.3% +2.3% 17.3 % 6
VEA Vanguard FTSE Developed Ex North America +10.6% +2.1% 17.2 % 7
SPDW SPDR Portfolio Dev World Ex-US ETF +10.6% +2.0% 17.1 % 8
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) +2.8% +0.5% 4.0 % 9
VEU Vanguard FTSE All-World ex-US +9.2% +1.8% 17.0 % 10
VXUS Vanguard MSCI All Country Ex-US Int'l +8.8% +1.7% 16.9 % 11
IXUS iShares Core MSCI Total Int'l Stock +8.9% +1.7% 17.2 % 12
IEF iShares Barclays 7-10 Yr Treasury +3.2% +0.3% 5.7 % 13
BIV Vanguard Barclays Govt-Credit Mix +2.9% +0.2% 4.4 % 14
XLE U.S. Energy Sector SPDR +13.7% +4.8% 22.5 % 15
IGSB iShares Barclays 1-3 Year Credit (2yr) +2.1% +0.4% 1.9 % 16
BSV Vanguard Short-Term Bond +1.9% +0.4% 2.1 % 17
VGSH Vanguard Short-Term Gov't Bond (2yr) +1.6% +0.4% 1.5 % 18
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +2.0% +0.4% 1.8 % 19
USMV iShares MSCI USA Minimum Volatility Index +5.2% -1.0% 12.8 % 20
MBB iShares Barclays MBS Bond Fund (2yr) +2.9% +0.0% 4.6 % 21
SHY iShares 1-3 Year Treasury Bond ETF +1.5% +0.4% 1.4 % 22
IUSB iShares Core Total USD Bond Market +2.5% +0.0% 3.9 % 23
VCIT Vanguard Interm Corp Bond (6-7yr) +2.6% +0.0% 4.2 % 24
VWO Vanguard FTSE Emerging Markets +4.4% +1.0% 19.5 % 25
XLV U.S. Health Care Sector SPDR +7.5% -2.1% 12.7 % 26
JPST JPMorgan Ultra-Short Income ETF +1.4% +0.4% 0.7 % 27
BND Vanguard Total Bond Market +2.5% +0.0% 4.3 % 28
IEMG iShares Core MSCI Emerging Markets +5.0% +0.7% 20.1 % 29
SGOV iShares 0-3 Month Treasury Bond ETF +1.1% +0.3% 0.2 % 30
GOVT iShares Barclays US Treasury (5-6yr) +2.4% +0.2% 4.3 % 31
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.1% +0.3% 0.2 % 32
VMBS Vanguard Mortgage-Backed Bonds +2.8% -0.1% 4.6 % 33
AGG iShares Core Total US Bond +2.5% +0.0% 4.3 % 34
TLT iShares Barclays Long-Term Treasury +2.9% -1.5% 11.4 % 35
LQD iShares iBoxx Invest Grade Bond +2.5% -0.5% 5.5 % 36
VTV Vanguard U.S. LargeCap Value +4.0% -1.6% 16.1 % 37
IWD iShares Russell 1000 Value +3.8% -1.5% 16.6 % 38
DVY iShares DJ Select Dividend Index +3.6% -2.1% 16.1 % 39
SCHD Schwab U.S. Dow Jones Dividend 100 +3.4% -2.1% 16.5 % 40
VYM Vanguard High Dividend Yield Index +3.4% -2.4% 16.4 % 41
VTEB Vanguard Tax Exempt Bond ETF +0.1% -1.6% 2.8 % 42
XLI U.S. Industrials Sector SPDR +2.5% +0.0% 19.9 % 43
XLF U.S. Financial Sector SPDR +6.3% -0.7% 22.6 % 44
MUB iShares S&P National Muni Bond (2-3yr) +0.1% -1.7% 2.9 % 45
DGRO iShares Core Dividend Growth ETF +2.5% -2.6% 15.1 % 46
BNDX Vanguard Total International Bond -0.4% -1.1% 4.6 % 47
JEPI JPMorgan Equity Premium Income +1.8% -2.1% 14.2 % 48
XLC U.S. Communication Services Sector SPDR +3.1% -1.4% 21.3 % 49
VNQ Vanguard MSCI U.S. REIT +4.2% -2.7% 19.5 % 50
SDY SPDR S&P U.S. Dividend Aristocrats +2.3% -2.5% 15.9 % 51
VT Vanguard FTSE Global All Cap +2.2% -1.2% 18.8 % 52
SPYV SPDR Portfolio S&P 500 Value +1.7% -2.2% 15.5 % 53
IVE iShares S&P 500 Value Index Fund +1.6% -2.2% 15.6 % 54
IUSV iShares Core U.S. Value +1.4% -2.3% 15.4 % 55
RSP S&P 500 Equal Weight +1.4% -2.2% 17.3 % 56
DIA SPDR Dow Jones Industrial Average +1.0% -2.2% 17.5 % 57
VO Vanguard CRSP U.S. Mid Cap +0.8% -1.7% 20.1 % 58
VIG Vanguard Dividend Appreciation +0.7% -3.0% 16.3 % 59
IWR iShares Russell Midcap Index Fund -0.4% -2.1% 22.0 % 60
SPY S&P 500 Index -1.2% -2.9% 21.3 % 61
IVV iShares Core S&P 500 ETF -1.2% -2.9% 21.1 % 62
SPLG SPDR Portfolio Large Cap -1.2% -2.9% 20.9 % 63
VOO Vanguard S&P 500 -1.2% -2.9% 21.1 % 64
COWZ Pacer US Cash Cows 100 ETF -0.4% -4.0% 18.3 % 65
VV Vanguard MSCI U.S. Large Cap -1.2% -2.8% 22.1 % 66
IWB iShares Russell 1000 Index Fund -1.3% -2.9% 21.8 % 67
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) -1.3% -2.9% 22.0 % 68
DFAC Dimensional US Core Equity 2 ETF -1.4% -2.9% 20.4 % 69
SCHB Schwab Dow Jones U.S. Broad Market -1.6% -2.9% 21.6 % 70
VTI Vanguard Total U.S. Stock Market -1.6% -2.9% 21.7 % 71
QUAL iShares MSCI USA Quality Factor ETF -1.4% -3.6% 19.9 % 72
ITOT iShares Core S&P Total US Market -1.6% -2.9% 22.1 % 73
VBR Vanguard U.S. SmallCap Value -2.5% -3.3% 21.1 % 74
IJH iShares Core S&P MidCap 400 Index -2.7% -2.6% 22.6 % 75
MDY S&P MidCap 400 SPDRs -2.7% -2.6% 22.8 % 76
IBIT iShares Bitcoin Trust ETF -8.4% +0.2% 58.4 % 77
FBTC Fidelity Wise Origin Bitcoin -8.5% +0.2% 58.3 % 78
GBTC Grayscale Bitcoin Trust ETF -8.6% +0.1% 58.4 % 79
JEPQ JPMorgan NASDAQ Equity Premium -2.5% -3.4% 25.6 % 80
VB Vanguard U.S. Small Cap -3.7% -3.3% 24.2 % 81
VXF Vanguard Extended Market ETF -4.3% -3.1% 27.8 % 82
IWM iShares Russell 2000 Index Fund -5.3% -3.4% 23.5 % 83
QQQM Invesco NASDAQ 100 ETF (Mini) -3.7% -3.7% 27.8 % 84
IUSG iShares Core U.S. Growth -3.9% -3.5% 28.2 % 85
SPYG SPDR Portfolio S&P 500 Growth -3.8% -3.5% 29.5 % 86
QQQ Nasdaq-100 ETF -3.7% -3.7% 28.3 % 87
IVW iShares S&P 500 Growth Index Fund -3.9% -3.5% 29.6 % 88
VBK Vanguard U.S. Small Cap Growth -5.5% -3.5% 28.6 % 89
SMH Market Vectors Semiconductor ETF -3.4% -3.6% 43.8 % 90
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) -5.5% -3.4% 29.6 % 91
VUG Vanguard U.S. LargeCap Growth (VIGRX) -5.1% -3.8% 29.6 % 92
IJR iShares Core S&P SmallCap 600 Index -6.4% -4.4% 22.4 % 93
VONG Vanguard Russell 1000 Growth ETF -5.5% -4.0% 28.9 % 94
MGK Vanguard MSCI Mega Cap 300 Growth -5.5% -4.1% 29.5 % 95
IWF iShares Russell 1000 Growth -5.5% -4.0% 29.5 % 96
XLK U.S. Technology Sector SPDR -5.8% -4.3% 32.3 % 97
IYW iShares DJ U.S. Technology Sector -5.9% -4.0% 33.8 % 98
XLY U.S. Consumer Discret Sector SPDR -9.4% -4.6% 29.5 % 99
VGT Vanguard MSCI U.S. Technology -7.1% -4.6% 33.1 % 100
through: Mar 25, 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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