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
USMV iShares MSCI USA Minimum Volatility Index +10.3% +3.1% 7.9 % 1
SDY SPDR S&P U.S. Dividend Aristocrats +10.1% +3.8% 8.1 % 2
VNQ Vanguard MSCI U.S. REIT +18.8% +7.9% 10.9 % 3
DVY iShares DJ Select Dividend Index +11.6% +3.9% 10.3 % 4
IAU iShares COMEX Gold Trust +12.1% +5.2% 13.6 % 5
TLT iShares Barclays Long-Term Treasury +8.0% +3.7% 10.7 % 6
GLD SPDR Gold Shares +12.1% +5.2% 13.6 % 7
VIG Vanguard Dividend Appreciation +7.4% +2.7% 10.0 % 8
DGRO iShares Core Dividend Growth ETF +7.8% +2.3% 9.3 % 9
VHT Vanguard MSCI U.S. Health Care +7.8% +2.3% 7.9 % 10
SPYV SPDR Portfolio S&P 500 Value +7.3% +2.6% 9.2 % 11
JEPI JPMorgan Equity Premium Income +6.4% +2.9% 6.4 % 12
IVE iShares S&P 500 Value Index Fund +7.3% +2.5% 9.0 % 13
VTV Vanguard U.S. LargeCap Value +7.4% +2.5% 10.4 % 14
XLF U.S. Financial Sector SPDR +9.6% +2.4% 12.3 % 15
XLV U.S. Health Care Sector SPDR +7.4% +2.3% 7.4 % 16
DIA SPDR Dow Jones Industrial Average +7.6% +2.3% 10.2 % 17
IUSV iShares Core U.S. Value +7.3% +2.4% 9.4 % 18
LQD iShares iBoxx Invest Grade Bond +5.6% +2.5% 4.6 % 19
SCHD Schwab U.S. Dow Jones Dividend 100 +9.3% +2.2% 10.8 % 20
RSP Invesco S&P 500 Equal Weight (VADAX) +6.7% +2.7% 10.8 % 21
IEF iShares Barclays 7-10 Yr Treasury +5.7% +2.4% 4.7 % 22
IWD iShares Russell 1000 Value +7.1% +2.4% 10.7 % 23
MBB iShares Barclays MBS Bond Fund (2yr) +5.3% +2.3% 3.8 % 24
VCIT Vanguard Interm Corp Bond (6-7yr) +5.3% +2.2% 3.4 % 25
VO Vanguard CRSP U.S. Mid Cap +6.0% +2.7% 12.3 % 26
BIV Vanguard Barclays Govt-Credit Mix +5.4% +2.2% 3.8 % 27
XLI U.S. Industrials Sector SPDR +7.1% +2.7% 13.8 % 28
AGG iShares Core Total US Bond +5.0% +2.2% 3.7 % 29
IWR iShares Russell Midcap Index Fund +6.0% +2.3% 13.0 % 30
BND Vanguard Total Bond Market +4.9% +2.1% 3.7 % 31
VYM Vanguard High Dividend Yield Index +7.0% +2.2% 11.4 % 32
IUSB iShares Core Total USD Bond Market +4.9% +2.1% 3.5 % 33
VMBS Vanguard Mortgage-Backed Bonds +5.0% +2.1% 4.0 % 34
XLY U.S. Consumer Discret Sector SPDR +7.3% +5.4% 19.3 % 35
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) +4.8% +2.0% 3.5 % 36
GOVT iShares Barclays US Treasury (5-6yr) +4.8% +2.1% 3.9 % 37
TIP iShares Barclays TIPS +4.1% +1.9% 3.4 % 38
IWM iShares Russell 2000 Index Fund +7.4% +2.3% 22.6 % 39
VBR Vanguard U.S. SmallCap Value +7.2% +2.1% 17.3 % 40
IEFA iShares Core MSCI EAFE +4.1% +2.3% 14.6 % 41
SCHF Schwab FTSE Developed Market Int'l Equity +4.2% +2.2% 14.7 % 42
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +3.6% +1.5% 1.7 % 43
IGSB iShares Barclays 1-3 Year Credit (2yr) +3.6% +1.5% 1.8 % 44
VB Vanguard U.S. Small Cap +5.8% +2.0% 18.3 % 45
VEA Vanguard FTSE Developed Ex North America +4.3% +2.1% 14.7 % 46
BSV Vanguard Short-Term Bond +3.6% +1.4% 1.8 % 47
SPDW SPDR Portfolio Dev World Ex-US ETF +4.1% +2.1% 14.9 % 48
BNDX Vanguard Total International Bond +3.7% +1.2% 2.8 % 49
IJR iShares Core S&P SmallCap 600 Index +7.6% +1.5% 21.2 % 50
VTI Vanguard Total U.S. Stock Market +4.2% +1.7% 14.5 % 51
VGSH Vanguard Short-Term Gov't Bond (2yr) +2.9% +1.2% 1.5 % 52
SHY iShares 1-3 Year Treasury Bond ETF +2.9% +1.2% 1.6 % 53
VXF Vanguard Extended Market ETF +5.7% +1.9% 19.7 % 54
ITOT iShares Core S&P Total US Market +4.1% +1.7% 14.5 % 55
SPLG SPDR Portfolio Large Cap +4.0% +1.6% 13.9 % 56
VT Vanguard FTSE Global All Cap +4.0% +1.7% 14.1 % 57
VOO Vanguard S&P 500 +4.0% +1.6% 13.9 % 58
SPY SPDR S&P 500 Index +3.9% +1.6% 14.0 % 59
IWB iShares Russell 1000 Index Fund +4.1% +1.5% 14.4 % 60
VTEB Vanguard Tax Exempt Bond ETF +1.9% +1.0% 2.0 % 61
VGK Vanguard Europe +3.1% +1.9% 13.2 % 62
MUB iShares S&P National Muni Bond (2-3yr) +2.1% +0.9% 2.2 % 63
VEU Vanguard FTSE All-World ex-US +3.9% +1.7% 14.3 % 64
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) +4.0% +1.6% 14.3 % 65
SCHB Schwab Dow Jones U.S. Broad Market +4.1% +1.6% 14.5 % 66
IVV iShares Core S&P 500 ETF +3.9% +1.6% 14.0 % 67
EFA iShares MSCI EAFE +3.6% +2.1% 14.3 % 68
JPST JPMorgan Ultra-Short Income ETF +1.8% +0.6% 0.6 % 69
VV Vanguard MSCI U.S. Large Cap +4.1% +1.6% 14.7 % 70
DFAC Dimensional US Core Equity 2 ETF +4.0% +1.3% 14.4 % 71
VXUS Vanguard MSCI All Country Ex-US Int'l +3.8% +1.7% 14.4 % 72
SHV Barclays Short-Term Treasury +1.4% +0.5% 0.3 % 73
IXUS iShares Core MSCI Total Int'l Stock +3.7% +1.6% 14.4 % 74
SGOV iShares 0-3 Month Treasury Bond ETF +1.4% +0.5% 0.3 % 75
QUAL iShares MSCI USA Quality Factor ETF +3.5% +1.3% 13.3 % 76
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.4% +0.5% 0.3 % 77
XLC U.S. Communication Services Sector SPDR +3.9% +1.0% 14.8 % 78
IJH iShares Core S&P MidCap 400 Index +3.9% +1.0% 17.3 % 79
IBIT iShares Bitcoin Trust ETF -10.2% +4.7% 51.2 % 80
COWZ Pacer US Cash Cows 100 ETF +3.9% +0.9% 15.4 % 81
MDY S&P MidCap 400 SPDRs +3.8% +1.0% 17.2 % 82
VWO Vanguard FTSE Emerging Markets +2.3% +0.4% 13.5 % 83
VONG Vanguard Russell 1000 Growth ETF +1.4% +1.0% 19.7 % 84
IEMG iShares Core MSCI Emerging Markets +1.6% +0.2% 15.3 % 85
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) +1.8% +0.8% 19.8 % 86
IUSG iShares Core U.S. Growth +1.5% +0.9% 19.5 % 87
IVW iShares S&P 500 Growth Index Fund +1.6% +0.9% 19.9 % 88
IWF iShares Russell 1000 Growth (SWLGX) +1.4% +1.0% 19.9 % 89
SPYG SPDR Portfolio S&P 500 Growth +1.7% +0.9% 19.9 % 90
EEM iShares MSCI Emerging Markets +1.5% -0.2% 15.5 % 91
VUG Vanguard U.S. LargeCap Growth (VIGRX) +1.3% +0.9% 19.3 % 92
MGK Vanguard MSCI Mega Cap 300 Growth +1.2% +0.8% 19.4 % 93
QQQ PowerShares Nasdaq-100 Index -0.1% +0.2% 21.3 % 94
QQQM Invesco NASDAQ 100 ETF (Mini) -0.1% +0.2% 21.4 % 95
XLE U.S. Energy Sector SPDR -2.8% -5.5% 19.2 % 96
VGT Vanguard MSCI U.S. Technology -1.2% -0.4% 26.1 % 97
IYW iShares DJ U.S. Technology Sector -2.2% -0.5% 25.0 % 98
XLK U.S. Technology Sector SPDR -2.6% -0.3% 28.9 % 99
SMH Market Vectors Semiconductor ETF -11.3% -3.8% 44.1 % 100
through: Sep 13, 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: Aug 01, 2024
Company
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