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
VO Vanguard CRSP U.S. Mid Cap +9.1% +3.6% 13.7 % 1
IWR iShares Russell Midcap Index Fund +9.1% +4.4% 14.5 % 2
XLE U.S. Energy Sector SPDR +9.1% +7.3% 17.8 % 3
XLY U.S. Consumer Discret Sector SPDR +16.7% +10.6% 22.3 % 4
VXF Vanguard Extended Market ETF +12.6% +7.3% 21.9 % 5
VB Vanguard U.S. Small Cap +9.9% +5.5% 19.6 % 6
IBIT iShares Bitcoin Trust ETF +56.4% +42.1% 66.3 % 7
VUG Vanguard U.S. LargeCap Growth (VIGRX) +8.1% +4.0% 18.8 % 8
XLF U.S. Financial Sector SPDR +12.9% +5.2% 25.5 % 9
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) +8.6% +4.3% 19.5 % 10
DVY iShares DJ Select Dividend Index +7.7% +2.6% 14.2 % 11
VONG Vanguard Russell 1000 Growth ETF +8.2% +3.8% 19.2 % 12
ITOT iShares Core S&P Total US Market +7.3% +2.9% 14.8 % 13
IWM iShares Russell 2000 Index Fund +8.5% +5.3% 26.7 % 14
IWF iShares Russell 1000 Growth (SWLGX) +8.1% +3.7% 19.2 % 15
VBR Vanguard U.S. SmallCap Value +8.2% +3.9% 20.0 % 16
SCHB Schwab Dow Jones U.S. Broad Market +7.3% +2.8% 14.8 % 17
IWB iShares Russell 1000 Index Fund +7.2% +2.7% 14.4 % 18
VTI Vanguard Total U.S. Stock Market +7.2% +2.8% 14.8 % 19
IUSG iShares Core U.S. Growth +7.5% +3.3% 18.7 % 20
XLI U.S. Industrials Sector SPDR +8.9% +1.6% 18.6 % 21
SPYG SPDR Portfolio S&P 500 Growth +7.5% +3.2% 18.8 % 22
IVW iShares S&P 500 Growth Index Fund +7.4% +3.2% 18.7 % 23
IJH iShares Core S&P MidCap 400 Index +7.1% +3.8% 18.7 % 24
COWZ Pacer US Cash Cows 100 ETF +5.5% +3.6% 13.4 % 25
IJR iShares Core S&P SmallCap 600 Index +7.5% +5.5% 26.7 % 26
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) +7.1% +2.6% 14.7 % 27
RSP Invesco S&P 500 Equal Weight (VADAX) +6.0% +1.6% 12.3 % 28
VV Vanguard MSCI U.S. Large Cap +6.9% +2.5% 14.3 % 29
SCHD Schwab U.S. Dow Jones Dividend 100 +5.5% +1.5% 12.1 % 30
MDY S&P MidCap 400 SPDRs +7.0% +3.7% 18.7 % 31
MGK Vanguard MSCI Mega Cap 300 Growth +7.2% +3.3% 19.1 % 32
DFAC Dimensional US Core Equity 2 ETF +7.0% +2.7% 16.0 % 33
IWD iShares Russell 1000 Value +6.3% +1.6% 13.0 % 34
IVV iShares Core S&P 500 ETF +6.5% +2.2% 14.1 % 35
VOO Vanguard S&P 500 +6.5% +2.2% 14.1 % 36
SPLG SPDR Portfolio Large Cap +6.5% +2.2% 14.1 % 37
DIA SPDR Dow Jones Industrial Average +7.0% +2.2% 15.7 % 38
USHY iShares Broad USD High Yield ETF +2.1% +1.0% 3.3 % 39
IUSV iShares Core U.S. Value +5.4% +1.1% 12.3 % 40
SPY SPDR S&P 500 Index +6.5% +2.2% 14.1 % 41
SGOV iShares 0-3 Month Treasury Bond ETF +1.2% +0.4% 0.3 % 42
SPYV SPDR Portfolio S&P 500 Value +5.1% +0.8% 12.0 % 43
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.2% +0.4% 0.3 % 44
SHV Barclays Short-Term Treasury +1.2% +0.4% 0.2 % 45
VGT Vanguard MSCI U.S. Technology +7.7% +2.6% 22.7 % 46
JEPI JPMorgan Equity Premium Income +4.8% +0.6% 7.6 % 47
IVE iShares S&P 500 Value Index Fund +5.0% +0.8% 12.0 % 48
JPST JPMorgan Ultra-Short Income ETF +1.2% +0.3% 0.5 % 49
ACWI iShares MSCI All-World ACWI Index +3.7% +0.7% 11.0 % 50
VYM Vanguard High Dividend Yield Index +6.1% +0.9% 13.3 % 51
VT Vanguard FTSE Global All Cap +3.6% +0.7% 11.2 % 52
IYW iShares DJ U.S. Technology Sector +7.2% +2.7% 22.5 % 53
VTV Vanguard U.S. LargeCap Value +5.3% +0.7% 12.8 % 54
MUB iShares S&P National Muni Bond (2-3yr) +0.6% +1.1% 6.3 % 55
QQQM Invesco NASDAQ 100 ETF (Mini) +6.1% +3.0% 19.2 % 56
BNDX Vanguard Total International Bond +0.7% +0.1% 2.8 % 57
VTEB Vanguard Tax Exempt Bond ETF +0.5% +1.1% 6.5 % 58
QQQ PowerShares Nasdaq-100 Index +6.1% +3.0% 19.2 % 59
DGRO iShares Core Dividend Growth ETF +4.2% +0.0% 11.4 % 60
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +0.4% +0.0% 2.2 % 61
USMV iShares MSCI USA Minimum Volatility Index +2.9% +0.1% 11.2 % 62
VIG Vanguard Dividend Appreciation +4.0% +0.1% 12.6 % 63
VGSH Vanguard Short-Term Gov't Bond (2yr) +0.4% -0.1% 1.4 % 64
IGSB iShares Barclays 1-3 Year Credit (2yr) +0.4% -0.1% 2.3 % 65
SHY iShares 1-3 Year Treasury Bond ETF +0.3% -0.1% 1.4 % 66
QUAL iShares MSCI USA Quality Factor ETF +3.2% +0.6% 13.1 % 67
BSV Vanguard Short-Term Bond +0.0% -0.2% 1.9 % 68
XLU U.S. Utilities Sector SPDR +7.7% -2.0% 19.0 % 69
SDY SPDR S&P U.S. Dividend Aristocrats +2.4% -1.2% 9.0 % 70
IUSB iShares Core Total USD Bond Market -1.3% -0.4% 5.0 % 71
VCIT Vanguard Interm Corp Bond (6-7yr) -1.0% -0.5% 5.8 % 72
BND Vanguard Total Bond Market -1.6% -0.5% 5.4 % 73
AGG iShares Core Total US Bond -1.6% -0.5% 5.3 % 74
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) -1.7% -0.8% 4.1 % 75
XLK U.S. Technology Sector SPDR +5.1% +1.2% 21.9 % 76
GOVT iShares Barclays US Treasury (5-6yr) -1.9% -0.7% 4.9 % 77
LQD iShares iBoxx Invest Grade Bond -1.7% -0.4% 8.2 % 78
BIV Vanguard Barclays Govt-Credit Mix -1.9% -0.8% 5.5 % 79
MBB iShares Barclays MBS Bond Fund (2yr) -1.9% -0.6% 6.4 % 80
IAU iShares COMEX Gold Trust +6.7% -2.5% 19.7 % 81
GLD SPDR Gold Shares +6.6% -2.5% 19.6 % 82
IEF iShares Barclays 7-10 Yr Treasury -3.0% -1.1% 6.4 % 83
VNQ Vanguard MSCI U.S. REIT +3.1% -1.7% 16.7 % 84
VWO Vanguard FTSE Emerging Markets +2.8% -3.3% 15.8 % 85
SPDW SPDR Portfolio Dev World Ex-US ETF -3.8% -2.5% 12.8 % 86
VEA Vanguard FTSE Developed Ex North America -4.0% -2.6% 12.5 % 87
VXUS Vanguard MSCI All Country Ex-US Int'l -2.3% -2.8% 13.2 % 88
SCHF Schwab FTSE Developed Market Int'l Equity -4.2% -2.7% 12.7 % 89
IXUS iShares Core MSCI Total Int'l Stock -2.5% -2.8% 13.5 % 90
VEU Vanguard FTSE All-World ex-US -2.5% -3.0% 13.3 % 91
EFV iShares MSCI EAFE Value Index -3.1% -2.6% 13.9 % 92
EEM iShares MSCI Emerging Markets +0.6% -4.1% 17.0 % 93
IEFA iShares Core MSCI EAFE -4.9% -3.1% 13.1 % 94
IEMG iShares Core MSCI Emerging Markets +0.2% -3.9% 16.3 % 95
EFA iShares MSCI EAFE -5.0% -3.1% 13.2 % 96
XLV U.S. Health Care Sector SPDR -7.3% -5.0% 12.9 % 97
TLT iShares Barclays Long-Term Treasury -6.6% -1.5% 16.4 % 98
SMH Market Vectors Semiconductor ETF +0.0% -2.6% 29.3 % 99
VGK Vanguard Europe -6.8% -5.0% 14.9 % 100
through: Nov 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: Oct 07, 2024
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