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 +22.2% +9.0% 24.8 % 1
GLD SPDR Gold Shares +22.2% +9.0% 25.0 % 2
BSV Vanguard Short-Term Bond +2.1% +0.5% 3.1 % 3
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) +3.1% +0.5% 6.4 % 4
SHY iShares 1-3 Year Treasury Bond ETF +1.8% +0.6% 2.0 % 5
VGSH Vanguard Short-Term Gov't Bond (2yr) +1.8% +0.6% 2.3 % 6
BNDX Vanguard Total International Bond +1.6% +1.4% 3.7 % 7
IEF iShares Barclays 7-10 Yr Treasury +3.4% -0.1% 8.9 % 8
GOVT iShares Barclays US Treasury (5-6yr) +2.5% -0.2% 6.5 % 9
BIV Vanguard Barclays Govt-Credit Mix +2.7% -0.2% 7.6 % 10
SGOV iShares 0-3 Month Treasury Bond ETF +1.1% +0.4% 0.2 % 11
JPST JPMorgan Ultra-Short Income ETF +1.1% +0.2% 1.0 % 12
BND Vanguard Total Bond Market +2.0% -0.7% 7.3 % 13
IGSB iShares Barclays 1-3 Year Credit (2yr) +1.7% +0.1% 4.5 % 14
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.1% +0.4% 0.2 % 15
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +1.7% +0.2% 4.6 % 16
AGG iShares Core Total US Bond +2.0% -0.7% 7.4 % 17
MBB iShares Barclays MBS Bond Fund (2yr) +2.0% -0.9% 7.4 % 18
IUSB iShares Core Total USD Bond Market +1.8% -0.7% 7.3 % 19
VMBS Vanguard Mortgage-Backed Bonds +2.0% -0.8% 9.1 % 20
VCIT Vanguard Interm Corp Bond (6-7yr) +1.8% -0.8% 9.3 % 21
EFV iShares MSCI EAFE Value Index +10.4% -2.6% 39.5 % 22
VEA Vanguard FTSE Developed Ex North America +5.5% -3.0% 40.5 % 23
SPDW SPDR Portfolio Dev World Ex-US ETF +5.2% -3.2% 40.2 % 24
SCHF Schwab FTSE Developed Market Int'l Equity +5.4% -3.2% 40.3 % 25
LQD iShares iBoxx Invest Grade Bond +1.2% -1.6% 13.0 % 26
VXUS Vanguard MSCI All Country Ex-US Int'l +3.9% -3.8% 39.3 % 27
IEFA iShares Core MSCI EAFE +6.1% -3.4% 41.7 % 28
VEU Vanguard FTSE All-World ex-US +4.0% -4.0% 39.4 % 29
EFA iShares MSCI EAFE +6.1% -3.7% 41.6 % 30
TLT iShares Barclays Long-Term Treasury +1.6% -3.7% 19.6 % 31
MUB iShares S&P National Muni Bond (2-3yr) -1.5% -2.0% 10.5 % 32
IXUS iShares Core MSCI Total Int'l Stock +3.8% -4.0% 40.0 % 33
VTEB Vanguard Tax Exempt Bond ETF -1.6% -2.2% 10.5 % 34
USMV iShares MSCI USA Minimum Volatility Index +0.7% -2.7% 31.5 % 35
SDY SPDR S&P U.S. Dividend Aristocrats -2.2% -3.6% 32.8 % 36
VNQ Vanguard MSCI U.S. REIT -2.2% -3.9% 36.3 % 37
IEMG iShares Core MSCI Emerging Markets +0.0% -6.0% 38.9 % 38
JEPI JPMorgan Equity Premium Income -6.0% -5.5% 38.0 % 39
VWO Vanguard FTSE Emerging Markets -0.2% -6.3% 38.2 % 40
DVY iShares DJ Select Dividend Index -5.3% -5.7% 38.1 % 41
DGRO iShares Core Dividend Growth ETF -6.0% -5.7% 37.7 % 42
VIG Vanguard Dividend Appreciation -6.6% -5.0% 39.9 % 43
VTV Vanguard U.S. LargeCap Value -6.3% -6.2% 38.3 % 44
VT Vanguard FTSE Global All Cap -5.9% -5.7% 44.3 % 45
VYM Vanguard High Dividend Yield Index -6.9% -6.3% 39.0 % 46
IWD iShares Russell 1000 Value -6.9% -6.2% 40.7 % 47
XLF U.S. Financial Sector SPDR -6.0% -5.7% 45.7 % 48
XLV U.S. Health Care Sector SPDR -3.6% -7.5% 30.3 % 49
XLI U.S. Industrials Sector SPDR -8.2% -5.5% 47.6 % 50
VO Vanguard CRSP U.S. Mid Cap -9.4% -5.5% 44.2 % 51
XLC U.S. Communication Services Sector SPDR -6.3% -6.6% 47.0 % 52
RSP S&P 500 Equal Weight -8.8% -6.4% 43.8 % 53
QUAL iShares MSCI USA Quality Factor ETF -9.8% -6.1% 45.0 % 54
IVE iShares S&P 500 Value Index Fund -7.6% -6.7% 41.3 % 55
DIA SPDR Dow Jones Industrial Average -8.9% -6.6% 41.2 % 56
SPYV SPDR Portfolio S&P 500 Value -7.7% -6.8% 41.1 % 57
SCHD Schwab U.S. Dow Jones Dividend 100 -7.8% -8.2% 39.2 % 58
IUSV iShares Core U.S. Value -8.0% -7.0% 41.3 % 59
IWR iShares Russell Midcap Index Fund -11.5% -6.3% 47.8 % 60
VOO Vanguard S&P 500 -10.8% -6.6% 47.9 % 61
FBTC Fidelity Wise Origin Bitcoin -15.4% +0.9% 58.2 % 62
SPLG SPDR Portfolio Large Cap -10.7% -6.7% 48.7 % 63
GBTC Grayscale Bitcoin Trust ETF -15.7% +0.9% 57.9 % 64
VV Vanguard MSCI U.S. Large Cap -10.8% -6.5% 49.8 % 65
IBIT iShares Bitcoin Trust ETF -15.5% +0.9% 58.6 % 66
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) -11.2% -6.7% 48.4 % 67
IVV iShares Core S&P 500 ETF -10.8% -6.7% 49.0 % 68
SPY S&P 500 Index -10.8% -6.6% 52.5 % 69
IWB iShares Russell 1000 Index Fund -11.2% -6.7% 48.8 % 70
JEPQ JPMorgan NASDAQ Equity Premium -11.5% -6.5% 51.5 % 71
SCHB Schwab Dow Jones U.S. Broad Market -11.6% -6.9% 48.1 % 72
ITOT iShares Core S&P Total US Market -11.6% -6.9% 49.5 % 73
VTI Vanguard Total U.S. Stock Market -11.5% -6.8% 51.3 % 74
IUSG iShares Core U.S. Growth -13.7% -6.4% 55.8 % 75
IVW iShares S&P 500 Growth Index Fund -13.6% -6.5% 56.6 % 76
SPYG SPDR Portfolio S&P 500 Growth -13.6% -6.5% 56.7 % 77
DFAC Dimensional US Core Equity 2 ETF -12.1% -7.3% 48.6 % 78
COWZ Pacer US Cash Cows 100 ETF -13.2% -9.5% 45.1 % 79
XLY U.S. Consumer Discret Sector SPDR -17.8% -5.5% 55.7 % 80
VBR Vanguard U.S. SmallCap Value -14.4% -8.1% 48.5 % 81
QQQM Invesco NASDAQ 100 ETF (Mini) -13.3% -7.2% 57.6 % 82
MDY S&P MidCap 400 SPDRs -14.5% -7.2% 51.0 % 83
VUG Vanguard U.S. LargeCap Growth (VIGRX) -14.1% -6.8% 58.1 % 84
IJH iShares Core S&P MidCap 400 Index -14.6% -7.2% 50.6 % 85
QQQ Nasdaq-100 ETF -13.3% -7.2% 58.8 % 86
IWM iShares Russell 2000 Index Fund -16.7% -9.1% 48.2 % 87
MGK Vanguard MSCI Mega Cap 300 Growth -14.4% -7.0% 59.9 % 88
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) -15.1% -7.1% 57.6 % 89
VONG Vanguard Russell 1000 Growth ETF -14.9% -7.2% 57.7 % 90
IWF iShares Russell 1000 Growth -14.9% -7.2% 57.4 % 91
VB Vanguard U.S. Small Cap -16.0% -8.1% 51.5 % 92
XLE U.S. Energy Sector SPDR -11.9% -11.9% 59.3 % 93
IJR iShares Core S&P SmallCap 600 Index -17.7% -9.2% 50.4 % 94
VXF Vanguard Extended Market ETF -17.2% -8.4% 55.0 % 95
VBK Vanguard U.S. Small Cap Growth -18.0% -8.3% 55.8 % 96
XLK U.S. Technology Sector SPDR -16.2% -9.5% 65.9 % 97
IYW iShares DJ U.S. Technology Sector -17.2% -9.9% 66.6 % 98
VGT Vanguard MSCI U.S. Technology -18.1% -10.0% 66.3 % 99
SMH Market Vectors Semiconductor ETF -23.7% -15.2% 84.1 % 100
through: Apr 17, 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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