BCIL vs. DWMF

Last updated Jun 25, 2026

BCIL (Bancreek International Large Cap ETF) and DWMF (WisdomTree International Multifactor Fund) are both Foreign Large Cap Equities funds. Both are actively managed. Over the past year, BCIL returned -0.02% vs 10.52% for DWMF. A 0.74 correlation means they provide meaningful diversification when combined. BCIL charges 0.80%/yr vs 0.38%/yr for DWMF.

Performance

BCIL vs. DWMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bancreek International Large Cap ETF (BCIL) and WisdomTree International Multifactor Fund (DWMF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BCIL achieves a 7.38% return, which is significantly higher than DWMF's 4.61% return.

BCIL

• 1D: -0.53%
• 1M: 1.77%
• YTD: 7.38%
• 6M: 6.23%
• 1Y: -0.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DWMF

• 1D: -0.49%
• 1M: 0.89%
• YTD: 4.61%
• 6M: 4.06%
• 1Y: 10.52%
• 3Y*: 14.02%
• 5Y*: 8.56%
• 10Y*: —

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

BCIL vs. DWMF - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BCIL Bancreek International Large Cap ETF	7.38%	11.95%	0.24%
DWMF WisdomTree International Multifactor Fund	4.61%	24.42%	5.60%

Correlation

The correlation between BCIL and DWMF is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (All Time) Calculated using the full available price history since Mar 21, 2024	0.74

The correlation between BCIL and DWMF has been stable across timeframes, ranging from 0.69 to 0.74 - a consistent structural relationship.

BCIL vs. DWMF - Sectors Allocation Comparison

Sectors	BCIL	DWMF
Industrials	22.7%	19.1%
Consumer Defensive	18.0%	11.3%
Consumer Cyclical	12.9%	5.8%
Financial Services	10.2%	19.9%
Technology	9.6%	4.5%
Communication Services	7.0%	9.4%
Basic Materials	6.4%	3.9%
Healthcare	6.1%	9.1%
Utilities	3.3%	8.9%
Energy	-	1.9%
Real Estate	-	6.3%

Return for Risk

BCIL vs. DWMF — Risk / Return Rank

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

BCIL

BCIL Risk / Return Rank: 9
BCIL Sharpe Ratio Rank: 9
BCIL Sortino Ratio Rank: 8
BCIL Omega Ratio Rank: 9
BCIL Calmar Ratio Rank: 9
BCIL Martin Ratio Rank: 9

DWMF

DWMF Risk / Return Rank: 27
DWMF Sharpe Ratio Rank: 27
DWMF Sortino Ratio Rank: 27
DWMF Omega Ratio Rank: 26
DWMF Calmar Ratio Rank: 27
DWMF Martin Ratio Rank: 27

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.

BCIL vs. DWMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bancreek International Large Cap ETF (BCIL) and WisdomTree International Multifactor Fund (DWMF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BCIL	DWMF	Difference
Sharpe ratio: Return per unit of total volatility	-0.00	0.91	-0.91
Sortino ratio: Return per unit of downside risk	0.13	1.35	-1.22
Omega ratio: Gain probability vs. loss probability	1.02	1.17	-0.15
Calmar ratio: Return relative to maximum drawdown	-0.00	1.21	-1.21
Martin ratio: Return relative to average drawdown	-0.00	3.31	-3.31

BCIL vs. DWMF - Sharpe Ratio Comparison

The current BCIL Sharpe Ratio is -0.00, which is lower than the DWMF Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of BCIL and DWMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BCIL vs. DWMF - Drawdown Comparison

The maximum BCIL drawdown since its inception was -16.18%, smaller than the maximum DWMF drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for BCIL and DWMF.

Drawdown Indicators

	BCIL	DWMF	Difference
Max Drawdown Largest peak-to-trough decline	-16.18%	-29.72%	+13.54%
Max Drawdown (1Y) Largest decline over 1 year	-16.18%	-8.74%	-7.44%
Max Drawdown (3Y) Largest decline over 3 years	—	-8.74%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.00%	—
Current Drawdown Current decline from peak	-3.60%	-4.63%	+1.03%
Average Drawdown Average peak-to-trough decline	-4.28%	-3.90%	-0.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.11%	3.19%	+3.92%

Volatility

BCIL vs. DWMF - Volatility Comparison

Bancreek International Large Cap ETF (BCIL) has a higher volatility of 8.51% compared to WisdomTree International Multifactor Fund (DWMF) at 4.65%. This indicates that BCIL's price experiences larger fluctuations and is considered to be riskier than DWMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BCIL	DWMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.51%	4.65%	+3.86%
Volatility (6M) Calculated over the trailing 6-month period	16.05%	9.59%	+6.46%
Volatility (1Y) Calculated over the trailing 1-year period	17.92%	11.62%	+6.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.81%	11.36%	+5.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.81%	14.14%	+2.67%

BCIL vs. DWMF - Expense Ratio Comparison

BCIL has a 0.80% expense ratio, which is higher than DWMF's 0.38% expense ratio.

Dividends

BCIL vs. DWMF - Dividend Comparison

BCIL's dividend yield for the trailing twelve months is around 0.99%, less than DWMF's 2.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BCIL Bancreek International Large Cap ETF	0.99%	1.25%	0.77%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DWMF WisdomTree International Multifactor Fund	2.85%	2.80%	3.50%	4.01%	3.41%	3.54%	2.06%	2.77%	1.15%

Frequently Asked Questions

Can I hold both BCIL and DWMF in my portfolio?

BCIL and DWMF have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BCIL or DWMF?

BCIL has higher volatility (8.51%) compared to DWMF (4.65%). In terms of maximum drawdown, BCIL dropped -16.18% vs DWMF's -29.72%.

Which ETF is better, BCIL or DWMF?

On 1-year performance, DWMF leads with 10.52% vs -0.02% for BCIL. On fees, DWMF is cheaper at 0.38% per year. On volatility, DWMF has been the lower-risk option at 4.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BCIL or DWMF?

Over the 1-year period, DWMF has performed better with a 10.52% return vs -0.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BCIL or DWMF?

DWMF is cheaper with a 0.38% expense ratio, compared with 0.80% for BCIL.

Which ETF pays a higher dividend yield, BCIL or DWMF?

DWMF has the higher dividend yield at 2.85%, compared with 0.99% for BCIL.

What is the main difference between BCIL and DWMF?

They also come from different issuers: Bancreek and WisdomTree. Their fees differ too: 0.80% for BCIL and 0.38% for DWMF.

Which has better risk-adjusted returns?

DWMF currently has the higher Sharpe Ratio (0.91 vs -0.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.