I know the roe is the 5 yr ROE.

No, actually.

The original screen used Value Line's "Return on Shareholders Equity" field. This field is updated only once a year, using the most recent annual report. This means that it can be quite out of date, but that's not too big a concern since (a) it seems to work fine anyway, and (b) it makes for very low turnover.

Another variant of the screen uses their "ROE latest quarter" field, but I am a little hesitant to use that since I think it's just the one-quarter return on equity, not the trailing four quarters, so it is needlessly volatile. (Also I believe it is not annualized, so 10% means they made a profit of 10% of book in the single quarter, which is an ROE of 40%)

When I'm doing international screening I like to look at both the five year average ROE and (when available) the trailing four quarters. The former is good because you don't want to jump into a firm that just had one anomalously good period. The latter should be checked as well because you don't want a firm that has been doing well for a while but it now going down hill. Both 1-year and 5-year ROE figures are available internationally as fields in the free FT.com global equity screener. Only subscribers can save screens. It covers 140,700 stock listings , about 10% of which have five year ROE over 20%. (many firms have more than one listing, some European ones more than 10, so there aren't nearly that many companies)
Financial Times: Global equity screener

Jim