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
XLC U.S. Communication Services Sector SPDR +7.5% +3.5% 9.9 % 1
VEU Vanguard FTSE All-World ex-US +5.4% +3.6% 11.3 % 2
EFV iShares MSCI EAFE Value Index +6.6% +4.8% 12.2 % 3
SCHF Schwab FTSE Developed Market Int'l Equity +5.5% +2.9% 11.7 % 4
IAU iShares COMEX Gold Trust +12.4% +6.6% 13.2 % 5
EFA iShares MSCI EAFE +6.6% +3.5% 12.1 % 6
IXUS iShares Core MSCI Total Int'l Stock +5.2% +3.4% 11.4 % 7
IEFA iShares Core MSCI EAFE +6.3% +3.4% 12.1 % 8
VXUS Vanguard MSCI All Country Ex-US Int'l +5.1% +3.4% 11.3 % 9
GLD SPDR Gold Shares +12.3% +6.6% 13.3 % 10
VEA Vanguard FTSE Developed Ex North America +5.4% +3.0% 12.0 % 11
SPDW SPDR Portfolio Dev World Ex-US ETF +5.4% +3.1% 12.3 % 12
VWO Vanguard FTSE Emerging Markets +4.4% +4.6% 12.8 % 13
VMBS Vanguard Mortgage-Backed Bonds +1.8% +1.9% 5.1 % 14
USMV iShares MSCI USA Minimum Volatility Index +2.2% +2.3% 8.9 % 15
IEMG iShares Core MSCI Emerging Markets +4.4% +4.5% 13.8 % 16
MBB iShares Barclays MBS Bond Fund (2yr) +1.7% +1.8% 5.4 % 17
IGSB iShares Barclays 1-3 Year Credit (2yr) +1.5% +0.8% 1.8 % 18
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +1.4% +0.8% 1.8 % 19
VCIT Vanguard Interm Corp Bond (6-7yr) +1.4% +1.5% 4.6 % 20
IUSB iShares Core Total USD Bond Market +1.3% +1.5% 4.5 % 21
JPST JPMorgan Ultra-Short Income ETF +1.3% +0.5% 0.5 % 22
BND Vanguard Total Bond Market +1.3% +1.5% 4.8 % 23
BSV Vanguard Short-Term Bond +1.3% +0.7% 2.0 % 24
VGSH Vanguard Short-Term Gov't Bond (2yr) +1.3% +0.5% 1.3 % 25
BIV Vanguard Barclays Govt-Credit Mix +1.3% +1.6% 4.9 % 26
XLV U.S. Health Care Sector SPDR +3.6% +1.6% 13.2 % 27
JEPQ JPMorgan NASDAQ Equity Premium +5.5% -0.4% 12.6 % 28
VYM Vanguard High Dividend Yield Index +2.3% +0.2% 8.7 % 29
AGG iShares Core Total US Bond +1.3% +1.5% 5.1 % 30
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) +1.2% +1.4% 4.1 % 31
IEF iShares Barclays 7-10 Yr Treasury +1.2% +1.9% 6.2 % 32
VT Vanguard FTSE Global All Cap +3.0% +0.0% 11.1 % 33
SHY iShares 1-3 Year Treasury Bond ETF +1.2% +0.5% 1.4 % 34
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.2% +0.4% 0.2 % 35
GOVT iShares Barclays US Treasury (5-6yr) +1.1% +1.5% 4.7 % 36
JEPI JPMorgan Equity Premium Income +1.4% +0.5% 6.4 % 37
SGOV iShares 0-3 Month Treasury Bond ETF +1.2% +0.4% 0.2 % 38
DGRO iShares Core Dividend Growth ETF +1.4% +0.6% 8.8 % 39
BNDX Vanguard Total International Bond +1.0% +0.8% 3.7 % 40
LQD iShares iBoxx Invest Grade Bond +0.9% +1.6% 6.1 % 41
VTEB Vanguard Tax Exempt Bond ETF +0.5% +1.1% 3.8 % 42
MUB iShares S&P National Muni Bond (2-3yr) +0.4% +1.3% 3.8 % 43
VIG Vanguard Dividend Appreciation +1.7% -0.2% 8.8 % 44
QQQM Invesco NASDAQ 100 ETF (Mini) +5.4% -1.2% 17.6 % 45
SPLG SPDR Portfolio Large Cap +2.4% -1.6% 11.6 % 46
QQQ Nasdaq-100 ETF +5.4% -1.2% 17.7 % 47
XLF U.S. Financial Sector SPDR +1.9% +0.1% 11.9 % 48
QUAL iShares MSCI USA Quality Factor ETF +1.8% -1.1% 10.9 % 49
IVV iShares Core S&P 500 ETF +2.3% -1.6% 11.7 % 50
VV Vanguard MSCI U.S. Large Cap +2.5% -1.7% 11.7 % 51
VOO Vanguard S&P 500 +2.4% -1.6% 11.8 % 52
DVY iShares DJ Select Dividend Index -0.8% +1.8% 9.3 % 53
SPY S&P 500 Index +2.3% -1.6% 11.8 % 54
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) +2.3% -1.8% 11.8 % 55
IWB iShares Russell 1000 Index Fund +2.1% -1.9% 11.7 % 56
TLT iShares Barclays Long-Term Treasury +0.4% +3.6% 13.6 % 57
MGK Vanguard MSCI Mega Cap 300 Growth +4.8% -2.2% 19.0 % 58
VTI Vanguard Total U.S. Stock Market +1.8% -2.1% 12.1 % 59
VUG Vanguard U.S. LargeCap Growth (VIGRX) +4.2% -2.4% 18.0 % 60
SCHB Schwab Dow Jones U.S. Broad Market +1.8% -2.1% 12.2 % 61
SPYV SPDR Portfolio S&P 500 Value -1.4% +0.0% 8.5 % 62
IUSV iShares Core U.S. Value -1.4% -0.1% 8.5 % 63
VTV Vanguard U.S. LargeCap Value +0.2% -0.5% 9.3 % 64
IVE iShares S&P 500 Value Index Fund -1.5% -0.1% 8.4 % 65
IWD iShares Russell 1000 Value -0.1% -0.7% 9.2 % 66
SCHD Schwab U.S. Dow Jones Dividend 100 -1.1% +0.4% 10.8 % 67
SPYG SPDR Portfolio S&P 500 Growth +5.0% -3.0% 20.1 % 68
VONG Vanguard Russell 1000 Growth ETF +4.3% -2.9% 18.3 % 69
ITOT iShares Core S&P Total US Market +1.8% -2.1% 12.2 % 70
SDY SPDR S&P U.S. Dividend Aristocrats -2.0% +2.0% 12.1 % 71
IVW iShares S&P 500 Growth Index Fund +4.9% -3.0% 20.0 % 72
IWF iShares Russell 1000 Growth +4.2% -3.0% 18.6 % 73
IUSG iShares Core U.S. Growth +4.6% -3.2% 19.6 % 74
RSP S&P 500 Equal Weight -0.7% -1.4% 9.5 % 75
IYW iShares DJ U.S. Technology Sector +3.5% -2.8% 25.6 % 76
DIA SPDR Dow Jones Industrial Average +0.5% -2.4% 10.3 % 77
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) +3.5% -3.5% 19.0 % 78
XLK U.S. Technology Sector SPDR +2.5% -2.9% 26.3 % 79
VNQ Vanguard MSCI U.S. REIT -2.1% +1.4% 12.9 % 80
VGT Vanguard MSCI U.S. Technology +3.3% -3.4% 27.6 % 81
VO Vanguard CRSP U.S. Mid Cap -0.8% -2.5% 11.1 % 82
SMH Market Vectors Semiconductor ETF +3.9% -6.3% 42.9 % 83
DFAC Dimensional US Core Equity 2 ETF +0.0% -2.5% 11.9 % 84
IBIT iShares Bitcoin Trust ETF +3.4% -8.3% 34.8 % 85
FBTC Fidelity Wise Origin Bitcoin +3.4% -8.3% 34.9 % 86
GBTC Grayscale Bitcoin Trust ETF +3.1% -8.4% 34.7 % 87
XLY U.S. Consumer Discret Sector SPDR +1.6% -5.6% 16.3 % 88
COWZ Pacer US Cash Cows 100 ETF -1.7% -1.7% 13.7 % 89
IWR iShares Russell Midcap Index Fund -1.5% -3.0% 12.3 % 90
XLI U.S. Industrials Sector SPDR -2.4% -4.8% 12.3 % 91
XLE U.S. Energy Sector SPDR -4.5% -1.4% 22.7 % 92
VBR Vanguard U.S. SmallCap Value -4.2% -4.3% 13.1 % 93
VXF Vanguard Extended Market ETF -1.5% -5.2% 16.4 % 94
VB Vanguard U.S. Small Cap -2.8% -5.0% 15.1 % 95
VBK Vanguard U.S. Small Cap Growth -1.0% -5.8% 18.1 % 96
IJH iShares Core S&P MidCap 400 Index -3.2% -5.3% 14.3 % 97
MDY S&P MidCap 400 SPDRs -3.2% -5.4% 14.3 % 98
IWM iShares Russell 2000 Index Fund -4.6% -5.0% 16.2 % 99
IJR iShares Core S&P SmallCap 600 Index -5.4% -5.3% 15.7 % 100
through: Feb 21, 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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