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
VWO Vanguard FTSE Emerging Markets +6.6% +0.2% 13.7 % 1
IAU iShares COMEX Gold Trust +13.5% +0.5% 18.4 % 2
XLI U.S. Industrials Sector SPDR +7.7% -3.1% 12.3 % 3
USFR WisdomTree Floating Rate Treasury ETF +1.5% +0.5% 0.3 % 4
GLD SPDR Gold Shares +13.4% +0.5% 18.6 % 5
SGOV iShares 0-3 Month Treasury Bond ETF +1.3% +0.4% 0.2 % 6
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.3% +0.4% 0.2 % 7
IEMG iShares Core MSCI Emerging Markets +6.7% -0.5% 14.8 % 8
EEM iShares MSCI Emerging Markets +6.9% -0.7% 15.1 % 9
SHV Barclays Short-Term Treasury +1.2% +0.4% 0.3 % 10
JPST JPMorgan Ultra-Short Income ETF +1.2% +0.4% 0.5 % 11
DVY iShares DJ Select Dividend Index +5.1% -1.3% 14.4 % 12
VTV Vanguard U.S. LargeCap Value +4.1% -3.2% 10.7 % 13
SDY SPDR S&P U.S. Dividend Aristocrats +3.7% -1.6% 10.9 % 14
VEU Vanguard FTSE All-World ex-US +3.9% -2.3% 12.7 % 15
SHY iShares 1-3 Year Treasury Bond ETF -0.3% -0.2% 2.1 % 16
XLF U.S. Financial Sector SPDR +4.5% -3.1% 13.0 % 17
VGSH Vanguard Short-Term Gov't Bond (2yr) -0.3% -0.2% 2.1 % 18
IGSB iShares Barclays 1-3 Year Credit (2yr) -0.2% -0.3% 2.8 % 19
IWD iShares Russell 1000 Value +4.0% -3.4% 11.7 % 20
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) -0.3% -0.4% 2.9 % 21
DGRO iShares Core Dividend Growth ETF +2.9% -2.7% 10.5 % 22
BSV Vanguard Short-Term Bond -0.8% -0.4% 2.8 % 23
MUB iShares S&P National Muni Bond (2-3yr) -1.1% -0.2% 3.8 % 24
VXUS Vanguard MSCI All Country Ex-US Int'l +3.7% -2.2% 12.7 % 25
VTEB Vanguard Tax Exempt Bond ETF -1.3% -0.3% 3.5 % 26
VO Vanguard CRSP U.S. Mid Cap +4.1% -3.7% 12.8 % 27
BNDX Vanguard Total International Bond -0.7% -0.9% 4.3 % 28
VYM Vanguard High Dividend Yield Index +3.7% -3.2% 11.2 % 29
VGK Vanguard Europe +3.5% -2.3% 12.8 % 30
IXUS iShares Core MSCI Total Int'l Stock +3.6% -2.4% 12.9 % 31
JEPI JPMorgan Equity Premium Income +1.4% -2.2% 9.2 % 32
SPYV SPDR Portfolio S&P 500 Value +2.9% -3.1% 10.8 % 33
TIP iShares Barclays TIPS -1.9% -0.9% 5.6 % 34
ACWI iShares MSCI All-World ACWI Index +3.8% -3.2% 13.0 % 35
EFA iShares MSCI EAFE +2.8% -2.9% 12.3 % 36
VT Vanguard FTSE Global All Cap +3.8% -3.2% 13.0 % 37
SPY SPDR S&P 500 Index +3.9% -3.7% 13.7 % 38
IVV iShares Core S&P 500 ETF +4.0% -3.7% 13.8 % 39
VOO Vanguard S&P 500 +4.0% -3.7% 13.8 % 40
IVE iShares S&P 500 Value Index Fund +2.8% -3.2% 11.0 % 41
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) +4.0% -3.7% 13.8 % 42
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) -2.8% -1.2% 5.7 % 43
GOVT iShares Barclays US Treasury (5-6yr) -2.7% -1.2% 5.8 % 44
SPLG SPDR Portfolio Large Cap +3.9% -3.7% 13.7 % 45
USMV iShares MSCI USA Minimum Volatility Index +1.2% -2.8% 8.4 % 46
SPDW SPDR Portfolio Dev World Ex-US ETF +2.8% -3.0% 12.6 % 47
VCIT Vanguard Interm Corp Bond (6-7yr) -2.2% -1.3% 6.6 % 48
IEFA iShares Core MSCI EAFE +2.5% -2.9% 12.5 % 49
BND Vanguard Total Bond Market -2.6% -1.3% 6.5 % 50
VIG Vanguard Dividend Appreciation +1.5% -3.1% 10.2 % 51
IUSB iShares Core Total USD Bond Market -2.8% -1.3% 6.4 % 52
COWZ Pacer US Cash Cows 100 ETF +5.3% -6.5% 13.1 % 53
AGG iShares Core Total US Bond -2.7% -1.4% 6.5 % 54
DFAC Dimensional US Core Equity 2 ETF +3.9% -4.0% 13.3 % 55
SCHF Schwab FTSE Developed Market Int'l Equity +2.8% -3.1% 12.7 % 56
IWB iShares Russell 1000 Index Fund +3.9% -3.7% 13.9 % 57
XLV U.S. Health Care Sector SPDR +0.5% -2.4% 11.1 % 58
VEA Vanguard FTSE Developed Ex North America +2.7% -3.1% 12.9 % 59
MDY S&P MidCap 400 SPDRs +5.1% -4.4% 14.6 % 60
IJH iShares Core S&P MidCap 400 Index +5.2% -4.5% 14.7 % 61
VHT Vanguard MSCI U.S. Health Care +0.6% -2.5% 11.4 % 62
BIV Vanguard Barclays Govt-Credit Mix -2.9% -1.5% 6.7 % 63
IWR iShares Russell Midcap Index Fund +4.0% -4.2% 13.8 % 64
QUAL iShares MSCI USA Quality Factor ETF +4.0% -4.1% 14.5 % 65
XLE U.S. Energy Sector SPDR +11.2% -5.2% 16.2 % 66
RSP Invesco S&P 500 Equal Weight (VADAX) +3.1% -3.9% 12.4 % 67
ITOT iShares Core S&P Total US Market +3.8% -3.7% 14.2 % 68
MBB iShares Barclays MBS Bond Fund (2yr) -3.1% -1.6% 8.6 % 69
VTI Vanguard Total U.S. Stock Market +3.7% -3.8% 13.9 % 70
IEF iShares Barclays 7-10 Yr Treasury -4.1% -1.8% 7.8 % 71
LQD iShares iBoxx Invest Grade Bond -3.3% -1.8% 8.3 % 72
SCHD Schwab U.S. Dow Jones Dividend 100 +1.6% -3.3% 12.5 % 73
SCHB Schwab Dow Jones U.S. Broad Market +3.8% -3.8% 14.0 % 74
DIA SPDR Dow Jones Industrial Average -0.2% -3.1% 11.4 % 75
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) +4.3% -3.9% 19.7 % 76
SPYG SPDR Portfolio S&P 500 Growth +4.8% -4.1% 19.8 % 77
IVW iShares S&P 500 Growth Index Fund +4.7% -4.2% 19.6 % 78
VV Vanguard MSCI U.S. Large Cap +3.7% -3.8% 13.9 % 79
GBTC Grayscale Bitcoin Trust ETF +33.3% -13.6% 56.5 % 80
IBIT iShares Bitcoin Trust ETF +33.3% -13.7% 56.6 % 81
SMH Market Vectors Semiconductor ETF +11.8% -8.0% 34.3 % 82
IWF iShares Russell 1000 Growth (SWLGX) +3.7% -3.9% 18.4 % 83
XLY U.S. Consumer Discret Sector SPDR +2.3% -3.0% 19.1 % 84
VONG Vanguard Russell 1000 Growth ETF +3.7% -4.0% 18.5 % 85
VBR Vanguard U.S. SmallCap Value +3.4% -4.2% 15.0 % 86
VUG Vanguard U.S. LargeCap Growth (VIGRX) +3.7% -4.0% 19.6 % 87
VB Vanguard U.S. Small Cap +3.3% -4.6% 16.2 % 88
XLC U.S. Communication Services Sector SPDR +3.8% -5.1% 22.0 % 89
VXF Vanguard Extended Market ETF +2.9% -4.3% 17.5 % 90
IJR iShares Core S&P SmallCap 600 Index +1.0% -3.2% 18.0 % 91
VBK Vanguard U.S. Small Cap Growth +3.3% -5.1% 17.9 % 92
IWM iShares Russell 2000 Index Fund +2.0% -4.6% 18.2 % 93
MGK Vanguard MSCI Mega Cap 300 Growth +2.6% -4.4% 19.9 % 94
TLT iShares Barclays Long-Term Treasury -7.2% -3.4% 14.4 % 95
QQQM Invesco NASDAQ 100 ETF (Mini) +1.3% -4.7% 19.2 % 96
QQQ PowerShares Nasdaq-100 Index +1.2% -4.7% 19.2 % 97
VGT Vanguard MSCI U.S. Technology -0.7% -6.0% 22.3 % 98
XLK U.S. Technology Sector SPDR -1.6% -6.3% 20.6 % 99
VNQ Vanguard MSCI U.S. REIT -4.2% -5.2% 20.7 % 100
through: May 01, 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: Mar 29, 2024
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