ACWX vs. BCUS

Last updated Apr 1, 2026

Compare and contrast key facts about iShares MSCI ACWI ex U.S. ETF (ACWX) and Bancreek U.S. Large Cap ETF (BCUS).

ACWX and BCUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ACWX is a passively managed fund by iShares that tracks the performance of the MSCI All Country World ex-U.S. Index. It was launched on Mar 26, 2008. BCUS is an actively managed fund by Bancreek. It was launched on Dec 20, 2023.

Performance

ACWX vs. BCUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI ACWI ex U.S. ETF (ACWX) and Bancreek U.S. Large Cap ETF (BCUS). The values are adjusted to include any dividend payments, if applicable.

ACWX vs. BCUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ACWX iShares MSCI ACWI ex U.S. ETF	2.00%	32.59%	5.17%	1.15%
BCUS Bancreek U.S. Large Cap ETF	-1.04%	6.56%	21.22%	0.56%

Returns By Period

In the year-to-date period, ACWX achieves a 2.00% return, which is significantly higher than BCUS's -1.04% return.

ACWX

• 1D: 3.29%
• 1M: -8.03%
• YTD: 2.00%
• 6M: 6.99%
• 1Y: 27.22%
• 3Y*: 15.34%
• 5Y*: 7.11%
• 10Y*: 8.67%

BCUS

• 1D: 3.43%
• 1M: -5.57%
• YTD: -1.04%
• 6M: -2.52%
• 1Y: 9.25%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ACWX vs. BCUS - Expense Ratio Comparison

ACWX has a 0.32% expense ratio, which is lower than BCUS's 0.70% expense ratio.

BCUS

Bancreek U.S. Large Cap ETF

ACWX

iShares MSCI ACWI ex U.S. ETF

Return for Risk

ACWX vs. BCUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACWX

ACWX Risk / Return Rank: 84
ACWX Sharpe Ratio Rank: 84
ACWX Sortino Ratio Rank: 85
ACWX Omega Ratio Rank: 84
ACWX Calmar Ratio Rank: 84
ACWX Martin Ratio Rank: 83

BCUS

BCUS Risk / Return Rank: 33
BCUS Sharpe Ratio Rank: 29
BCUS Sortino Ratio Rank: 30
BCUS Omega Ratio Rank: 29
BCUS Calmar Ratio Rank: 37
BCUS Martin Ratio Rank: 38

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACWX vs. BCUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI ex U.S. ETF (ACWX) and Bancreek U.S. Large Cap ETF (BCUS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	ACWX	BCUS	Difference
Sharpe ratio Return per unit of total volatility	1.58	0.55	+1.03
Sortino ratio Return per unit of downside risk	2.17	0.90	+1.26
Omega ratio Gain probability vs. loss probability	1.32	1.12	+0.20
Calmar ratio Return relative to maximum drawdown	2.31	0.96	+1.35
Martin ratio Return relative to average drawdown	8.90	3.62	+5.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ACWX vs. BCUS - Sharpe Ratio Comparison

The current ACWX Sharpe Ratio is 1.58, which is higher than the BCUS Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of ACWX and BCUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ACWX	BCUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.58	0.55	+1.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.74	-0.53

Correlation

The correlation between ACWX and BCUS is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ACWX vs. BCUS - Dividend Comparison

ACWX's dividend yield for the trailing twelve months is around 2.77%, more than BCUS's 0.36% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ACWX iShares MSCI ACWI ex U.S. ETF	2.77%	2.82%	2.97%	2.96%	2.68%	2.74%	1.88%	3.22%	2.60%	2.40%	2.77%	2.51%
BCUS Bancreek U.S. Large Cap ETF	0.36%	0.49%	0.23%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

ACWX vs. BCUS - Drawdown Comparison

The maximum ACWX drawdown since its inception was -60.40%, which is greater than BCUS's maximum drawdown of -18.14%. Use the drawdown chart below to compare losses from any high point for ACWX and BCUS.

Drawdown Indicators

	ACWX	BCUS	Difference
Max Drawdown Largest peak-to-trough decline	-60.40%	-18.14%	-42.26%
Max Drawdown (1Y) Largest decline over 1 year	-11.42%	-10.45%	-0.97%
Max Drawdown (5Y) Largest decline over 5 years	-30.07%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.38%	—	—
Current Drawdown Current decline from peak	-8.51%	-6.72%	-1.79%
Average Drawdown Average peak-to-trough decline	-13.45%	-3.02%	-10.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.96%	2.75%	+0.21%

Volatility

ACWX vs. BCUS - Volatility Comparison

iShares MSCI ACWI ex U.S. ETF (ACWX) has a higher volatility of 8.42% compared to Bancreek U.S. Large Cap ETF (BCUS) at 6.54%. This indicates that ACWX's price experiences larger fluctuations and is considered to be riskier than BCUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ACWX	BCUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.42%	6.54%	+1.88%
Volatility (6M) Calculated over the trailing 6-month period	11.71%	10.51%	+1.20%
Volatility (1Y) Calculated over the trailing 1-year period	17.35%	17.01%	+0.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.05%	16.04%	+0.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.29%	16.04%	+1.25%