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
SDY SPDR S&P U.S. Dividend Aristocrats +9.8% +3.2% 8.4 % 1
DVY iShares DJ Select Dividend Index +12.2% +3.7% 10.3 % 2
VNQ Vanguard MSCI U.S. REIT +18.3% +6.7% 11.4 % 3
XLF U.S. Financial Sector SPDR +9.9% +3.0% 12.8 % 4
SCHD Schwab U.S. Dow Jones Dividend 100 +9.5% +2.3% 10.9 % 5
SPYV SPDR Portfolio S&P 500 Value +7.3% +2.3% 9.3 % 6
USMV iShares MSCI USA Minimum Volatility Index +8.6% +1.5% 8.5 % 7
IWD iShares Russell 1000 Value +7.4% +2.4% 10.6 % 8
IUSV iShares Core U.S. Value +7.4% +2.3% 9.5 % 9
IVE iShares S&P 500 Value Index Fund +7.3% +2.3% 9.1 % 10
DGRO iShares Core Dividend Growth ETF +7.4% +2.1% 9.4 % 11
RSP Invesco S&P 500 Equal Weight (VADAX) +7.0% +2.8% 10.7 % 12
XLI U.S. Industrials Sector SPDR +7.4% +3.5% 13.8 % 13
JEPI JPMorgan Equity Premium Income +6.3% +2.4% 6.6 % 14
VTV Vanguard U.S. LargeCap Value +7.0% +2.4% 10.5 % 15
DIA SPDR Dow Jones Industrial Average +7.3% +1.9% 10.3 % 16
VCIT Vanguard Interm Corp Bond (6-7yr) +5.3% +1.6% 3.6 % 17
IAU iShares COMEX Gold Trust +9.4% +1.3% 12.1 % 18
IWR iShares Russell Midcap Index Fund +6.8% +2.8% 12.7 % 19
LQD iShares iBoxx Invest Grade Bond +5.6% +1.7% 5.0 % 20
GLD SPDR Gold Shares +9.3% +1.3% 12.0 % 21
VBR Vanguard U.S. SmallCap Value +8.9% +3.4% 17.0 % 22
VIG Vanguard Dividend Appreciation +6.3% +2.1% 10.1 % 23
VO Vanguard CRSP U.S. Mid Cap +6.3% +2.7% 12.1 % 24
VYM Vanguard High Dividend Yield Index +6.7% +2.3% 11.3 % 25
VHT Vanguard MSCI U.S. Health Care +7.6% +0.7% 8.4 % 26
BIV Vanguard Barclays Govt-Credit Mix +5.1% +1.4% 4.1 % 27
IUSB iShares Core Total USD Bond Market +4.7% +1.4% 3.9 % 28
VB Vanguard U.S. Small Cap +7.6% +3.2% 17.8 % 29
AGG iShares Core Total US Bond +4.7% +1.3% 4.0 % 30
IJR iShares Core S&P SmallCap 600 Index +9.6% +2.9% 20.6 % 31
MBB iShares Barclays MBS Bond Fund (2yr) +4.8% +1.4% 4.2 % 32
IWM iShares Russell 2000 Index Fund +9.3% +3.2% 21.9 % 33
IEF iShares Barclays 7-10 Yr Treasury +5.1% +1.3% 5.1 % 34
BND Vanguard Total Bond Market +4.6% +1.3% 4.0 % 35
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) +4.5% +1.2% 3.7 % 36
VMBS Vanguard Mortgage-Backed Bonds +4.5% +1.3% 4.2 % 37
TIP iShares Barclays TIPS +3.6% +1.4% 3.7 % 38
XLY U.S. Consumer Discret Sector SPDR +6.8% +4.1% 19.1 % 39
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +3.6% +1.2% 1.7 % 40
TLT iShares Barclays Long-Term Treasury +6.3% +1.3% 12.0 % 41
XLV U.S. Health Care Sector SPDR +6.9% +0.6% 8.4 % 42
VXF Vanguard Extended Market ETF +7.2% +2.7% 19.1 % 43
IGSB iShares Barclays 1-3 Year Credit (2yr) +3.6% +1.2% 1.9 % 44
GOVT iShares Barclays US Treasury (5-6yr) +4.3% +1.1% 4.2 % 45
BSV Vanguard Short-Term Bond +3.4% +1.1% 2.0 % 46
VGSH Vanguard Short-Term Gov't Bond (2yr) +2.9% +0.9% 1.5 % 47
IJH iShares Core S&P MidCap 400 Index +5.4% +2.2% 16.9 % 48
SHY iShares 1-3 Year Treasury Bond ETF +2.8% +0.9% 1.6 % 49
MDY S&P MidCap 400 SPDRs +5.2% +2.1% 16.8 % 50
COWZ Pacer US Cash Cows 100 ETF +5.1% +2.1% 15.0 % 51
BNDX Vanguard Total International Bond +3.0% +0.7% 3.1 % 52
VTEB Vanguard Tax Exempt Bond ETF +2.1% +0.8% 2.1 % 53
MUB iShares S&P National Muni Bond (2-3yr) +2.1% +0.8% 2.3 % 54
JPST JPMorgan Ultra-Short Income ETF +1.7% +0.5% 0.7 % 55
SHV Barclays Short-Term Treasury +1.4% +0.5% 0.3 % 56
DFAC Dimensional US Core Equity 2 ETF +3.9% +1.1% 14.1 % 57
SGOV iShares 0-3 Month Treasury Bond ETF +1.3% +0.4% 0.3 % 58
VGK Vanguard Europe +3.6% +0.6% 12.9 % 59
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.3% +0.4% 0.3 % 60
IEFA iShares Core MSCI EAFE +4.3% +0.7% 14.4 % 61
XLC U.S. Communication Services Sector SPDR +4.7% +0.6% 14.7 % 62
SCHF Schwab FTSE Developed Market Int'l Equity +4.4% +0.6% 14.5 % 63
SPDW SPDR Portfolio Dev World Ex-US ETF +4.4% +0.6% 14.6 % 64
VTI Vanguard Total U.S. Stock Market +3.3% +0.8% 14.1 % 65
VEA Vanguard FTSE Developed Ex North America +4.4% +0.6% 14.5 % 66
EFA iShares MSCI EAFE +3.8% +0.5% 14.0 % 67
VT Vanguard FTSE Global All Cap +3.3% +0.6% 13.7 % 68
ITOT iShares Core S&P Total US Market +3.2% +0.8% 14.1 % 69
SCHB Schwab Dow Jones U.S. Broad Market +3.2% +0.8% 14.1 % 70
IWB iShares Russell 1000 Index Fund +3.0% +0.7% 14.1 % 71
VEU Vanguard FTSE All-World ex-US +3.6% +0.2% 13.7 % 72
VXUS Vanguard MSCI All Country Ex-US Int'l +3.5% +0.4% 13.9 % 73
SPLG SPDR Portfolio Large Cap +2.7% +0.5% 13.5 % 74
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) +2.8% +0.6% 14.0 % 75
IXUS iShares Core MSCI Total Int'l Stock +3.3% +0.3% 13.9 % 76
IVV iShares Core S&P 500 ETF +2.7% +0.5% 13.6 % 77
SPY SPDR S&P 500 Index +2.7% +0.5% 13.6 % 78
VOO Vanguard S&P 500 +2.7% +0.5% 13.6 % 79
VV Vanguard MSCI U.S. Large Cap +2.8% +0.5% 14.4 % 80
QUAL iShares MSCI USA Quality Factor ETF +1.8% +0.3% 13.1 % 81
VWO Vanguard FTSE Emerging Markets +0.8% -0.5% 12.0 % 82
IEMG iShares Core MSCI Emerging Markets +0.1% -1.1% 14.0 % 83
EEM iShares MSCI Emerging Markets +0.0% -1.4% 14.3 % 84
XLE U.S. Energy Sector SPDR +0.0% -0.9% 18.3 % 85
IUSG iShares Core U.S. Growth -0.5% -0.7% 19.0 % 86
IBIT iShares Bitcoin Trust ETF -6.8% +0.7% 51.0 % 87
VONG Vanguard Russell 1000 Growth ETF -0.6% -0.8% 19.3 % 88
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) -0.2% -1.0% 19.3 % 89
IVW iShares S&P 500 Growth Index Fund -0.5% -1.0% 19.5 % 90
SPYG SPDR Portfolio S&P 500 Growth -0.6% -1.0% 19.4 % 91
VUG Vanguard U.S. LargeCap Growth (VIGRX) -0.8% -1.2% 18.8 % 92
IWF iShares Russell 1000 Growth (SWLGX) -0.7% -0.8% 19.4 % 93
MGK Vanguard MSCI Mega Cap 300 Growth -1.1% -1.4% 19.0 % 94
QQQM Invesco NASDAQ 100 ETF (Mini) -2.7% -1.8% 20.9 % 95
QQQ PowerShares Nasdaq-100 Index -2.7% -1.8% 20.8 % 96
VGT Vanguard MSCI U.S. Technology -4.3% -2.7% 25.6 % 97
IYW iShares DJ U.S. Technology Sector -5.2% -2.7% 24.6 % 98
XLK U.S. Technology Sector SPDR -6.0% -3.2% 28.4 % 99
SMH Market Vectors Semiconductor ETF -16.5% -6.9% 43.5 % 100
through: Sep 18, 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
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