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 +21.3% +10.8% 29.0 % 1
GLD SPDR Gold Shares +21.3% +10.7% 29.1 % 2
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) +3.4% +1.0% 6.4 % 3
IEF iShares Barclays 7-10 Yr Treasury +3.7% +0.8% 9.0 % 4
BIV Vanguard Barclays Govt-Credit Mix +3.1% +0.7% 7.9 % 5
GOVT iShares Barclays US Treasury (5-6yr) +2.8% +0.6% 6.6 % 6
BSV Vanguard Short-Term Bond +2.2% +0.7% 3.1 % 7
BNDX Vanguard Total International Bond +1.7% +1.9% 4.0 % 8
EFV iShares MSCI EAFE Value Index +11.1% +0.9% 40.3 % 9
SHY iShares 1-3 Year Treasury Bond ETF +1.8% +0.7% 2.0 % 10
VGSH Vanguard Short-Term Gov't Bond (2yr) +1.8% +0.7% 2.3 % 11
VEA Vanguard FTSE Developed Ex North America +5.7% +1.0% 41.1 % 12
IGSB iShares Barclays 1-3 Year Credit (2yr) +1.9% +0.5% 4.7 % 13
IEFA iShares Core MSCI EAFE +6.3% +1.0% 42.3 % 14
AGG iShares Core Total US Bond +2.4% +0.4% 7.9 % 15
BND Vanguard Total Bond Market +2.4% +0.3% 7.7 % 16
SPDW SPDR Portfolio Dev World Ex-US ETF +5.5% +0.9% 40.8 % 17
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +1.8% +0.4% 4.8 % 18
EFA iShares MSCI EAFE +6.3% +0.9% 42.3 % 19
SCHF Schwab FTSE Developed Market Int'l Equity +5.3% +0.9% 40.9 % 20
IUSB iShares Core Total USD Bond Market +2.2% +0.3% 7.7 % 21
JPST JPMorgan Ultra-Short Income ETF +1.2% +0.3% 1.0 % 22
VMBS Vanguard Mortgage-Backed Bonds +2.6% +0.2% 9.6 % 23
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.0% +0.3% 0.2 % 24
MBB iShares Barclays MBS Bond Fund (2yr) +2.6% +0.1% 8.0 % 25
SGOV iShares 0-3 Month Treasury Bond ETF +1.1% +0.3% 0.2 % 26
VXUS Vanguard MSCI All Country Ex-US Int'l +4.5% +0.3% 40.0 % 27
VEU Vanguard FTSE All-World ex-US +4.7% +0.2% 40.1 % 28
TLT iShares Barclays Long-Term Treasury +2.7% -0.7% 21.0 % 29
VCIT Vanguard Interm Corp Bond (6-7yr) +2.2% +0.2% 9.9 % 30
IXUS iShares Core MSCI Total Int'l Stock +4.3% +0.2% 40.7 % 31
LQD iShares iBoxx Invest Grade Bond +1.6% -0.1% 14.1 % 32
MUB iShares S&P National Muni Bond (2-3yr) -1.2% -0.6% 10.8 % 33
VTEB Vanguard Tax Exempt Bond ETF -1.5% -1.0% 10.8 % 34
VWO Vanguard FTSE Emerging Markets +1.6% -1.7% 39.2 % 35
USMV iShares MSCI USA Minimum Volatility Index +0.3% -2.4% 33.2 % 36
IEMG iShares Core MSCI Emerging Markets +1.5% -1.6% 39.9 % 37
SDY SPDR S&P U.S. Dividend Aristocrats -2.0% -3.2% 33.8 % 38
VNQ Vanguard MSCI U.S. REIT -2.6% -3.2% 36.9 % 39
VT Vanguard FTSE Global All Cap -5.1% -2.3% 45.8 % 40
VIG Vanguard Dividend Appreciation -6.5% -3.2% 41.7 % 41
JEPI JPMorgan Equity Premium Income -5.6% -4.0% 39.5 % 42
DVY iShares DJ Select Dividend Index -3.6% -4.1% 39.8 % 43
DGRO iShares Core Dividend Growth ETF -5.7% -4.0% 39.2 % 44
IBIT iShares Bitcoin Trust ETF -9.4% +8.3% 58.7 % 45
XLV U.S. Health Care Sector SPDR -4.3% -5.1% 32.2 % 46
FBTC Fidelity Wise Origin Bitcoin -9.4% +8.2% 58.3 % 47
GBTC Grayscale Bitcoin Trust ETF -9.7% +8.1% 58.0 % 48
VO Vanguard CRSP U.S. Mid Cap -8.0% -3.1% 46.3 % 49
VTV Vanguard U.S. LargeCap Value -6.3% -4.7% 39.8 % 50
XLF U.S. Financial Sector SPDR -4.5% -4.0% 47.8 % 51
VYM Vanguard High Dividend Yield Index -6.6% -4.6% 40.4 % 52
XLI U.S. Industrials Sector SPDR -8.7% -3.4% 49.2 % 53
IWD iShares Russell 1000 Value -6.4% -4.5% 42.4 % 54
QUAL iShares MSCI USA Quality Factor ETF -9.4% -3.8% 46.9 % 55
RSP S&P 500 Equal Weight -7.6% -4.1% 45.7 % 56
IVE iShares S&P 500 Value Index Fund -7.0% -5.0% 43.3 % 57
SPYV SPDR Portfolio S&P 500 Value -7.0% -5.0% 42.9 % 58
IWR iShares Russell Midcap Index Fund -9.8% -3.8% 49.7 % 59
SCHD Schwab U.S. Dow Jones Dividend 100 -7.7% -7.5% 39.8 % 60
IUSV iShares Core U.S. Value -7.2% -5.1% 43.2 % 61
XLC U.S. Communication Services Sector SPDR -5.5% -5.4% 48.9 % 62
VOO Vanguard S&P 500 -10.1% -3.9% 50.1 % 63
IVV iShares Core S&P 500 ETF -10.1% -3.9% 51.1 % 64
VV Vanguard MSCI U.S. Large Cap -10.2% -3.7% 51.9 % 65
SPLG SPDR Portfolio Large Cap -10.1% -3.9% 50.8 % 66
SPY S&P 500 Index -10.1% -3.9% 54.5 % 67
DIA SPDR Dow Jones Industrial Average -9.6% -5.4% 43.5 % 68
IWB iShares Russell 1000 Index Fund -10.4% -3.9% 50.9 % 69
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) -10.4% -4.0% 50.5 % 70
JEPQ JPMorgan NASDAQ Equity Premium -10.7% -3.9% 53.1 % 71
SCHB Schwab Dow Jones U.S. Broad Market -10.8% -4.1% 50.2 % 72
IVW iShares S&P 500 Growth Index Fund -12.9% -2.8% 58.9 % 73
SPYG SPDR Portfolio S&P 500 Growth -12.9% -2.8% 58.9 % 74
IUSG iShares Core U.S. Growth -13.0% -2.8% 58.0 % 75
VTI Vanguard Total U.S. Stock Market -10.7% -4.0% 53.3 % 76
ITOT iShares Core S&P Total US Market -10.8% -4.1% 51.5 % 77
VUG Vanguard U.S. LargeCap Growth (VIGRX) -12.8% -3.0% 60.4 % 78
DFAC Dimensional US Core Equity 2 ETF -11.2% -4.8% 50.4 % 79
QQQM Invesco NASDAQ 100 ETF (Mini) -12.1% -3.5% 59.8 % 80
QQQ Nasdaq-100 ETF -12.1% -3.5% 60.9 % 81
COWZ Pacer US Cash Cows 100 ETF -11.8% -6.6% 46.8 % 82
MGK Vanguard MSCI Mega Cap 300 Growth -13.1% -3.1% 62.2 % 83
IWF iShares Russell 1000 Growth -13.8% -3.4% 59.6 % 84
VONG Vanguard Russell 1000 Growth ETF -13.7% -3.4% 59.9 % 85
VBR Vanguard U.S. SmallCap Value -12.4% -5.3% 50.1 % 86
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) -14.1% -3.6% 59.8 % 87
MDY S&P MidCap 400 SPDRs -12.9% -4.8% 52.6 % 88
IJH iShares Core S&P MidCap 400 Index -13.0% -4.8% 52.2 % 89
XLK U.S. Technology Sector SPDR -14.9% -3.8% 68.8 % 90
XLE U.S. Energy Sector SPDR -9.8% -12.0% 60.8 % 91
IWM iShares Russell 2000 Index Fund -15.2% -5.6% 49.8 % 92
XLY U.S. Consumer Discret Sector SPDR -15.9% -4.5% 56.9 % 93
VB Vanguard U.S. Small Cap -14.3% -5.4% 53.3 % 94
VXF Vanguard Extended Market ETF -15.4% -5.1% 56.8 % 95
IJR iShares Core S&P SmallCap 600 Index -16.0% -6.5% 51.8 % 96
IYW iShares DJ U.S. Technology Sector -15.6% -4.2% 69.4 % 97
VBK Vanguard U.S. Small Cap Growth -16.7% -5.4% 57.4 % 98
VGT Vanguard MSCI U.S. Technology -16.6% -4.4% 69.3 % 99
SMH Market Vectors Semiconductor ETF -21.7% -5.9% 87.2 % 100
through: Apr 24, 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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