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BCIL vs. ICOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BCIL vs. ICOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bancreek International Large Cap ETF (BCIL) and Pacer Developed Markets International Cash Cows 100 ETF (ICOW). The values are adjusted to include any dividend payments, if applicable.

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BCIL vs. ICOW - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BCIL achieves a -5.88% return, which is significantly lower than ICOW's 9.82% return.


BCIL

1D
2.68%
1M
-8.32%
YTD
-5.88%
6M
-9.12%
1Y
-0.33%
3Y*
5Y*
10Y*

ICOW

1D
2.29%
1M
-5.12%
YTD
9.82%
6M
18.13%
1Y
38.68%
3Y*
17.01%
5Y*
10.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BCIL vs. ICOW - Expense Ratio Comparison

BCIL has a 0.80% expense ratio, which is higher than ICOW's 0.65% expense ratio.


Return for Risk

BCIL vs. ICOW — Risk / Return Rank

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

BCIL
BCIL Risk / Return Rank: 1111
Overall Rank
BCIL Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
BCIL Sortino Ratio Rank: 1111
Sortino Ratio Rank
BCIL Omega Ratio Rank: 1111
Omega Ratio Rank
BCIL Calmar Ratio Rank: 1111
Calmar Ratio Rank
BCIL Martin Ratio Rank: 1111
Martin Ratio Rank

ICOW
ICOW Risk / Return Rank: 9494
Overall Rank
ICOW Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ICOW Sortino Ratio Rank: 9494
Sortino Ratio Rank
ICOW Omega Ratio Rank: 9595
Omega Ratio Rank
ICOW Calmar Ratio Rank: 9191
Calmar Ratio Rank
ICOW Martin Ratio Rank: 9494
Martin Ratio Rank
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. ICOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bancreek International Large Cap ETF (BCIL) and Pacer Developed Markets International Cash Cows 100 ETF (ICOW). 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.


BCILICOWDifference

Sharpe ratio

Return per unit of total volatility

-0.02

2.27

-2.29

Sortino ratio

Return per unit of downside risk

0.10

2.92

-2.83

Omega ratio

Gain probability vs. loss probability

1.01

1.45

-0.44

Calmar ratio

Return relative to maximum drawdown

-0.06

3.08

-3.13

Martin ratio

Return relative to average drawdown

-0.13

14.46

-14.60

BCIL vs. ICOW - Sharpe Ratio Comparison

The current BCIL Sharpe Ratio is -0.02, which is lower than the ICOW Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of BCIL and ICOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BCILICOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

2.27

-2.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.51

-0.32

Correlation

The correlation between BCIL and ICOW is 0.67, 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

BCIL vs. ICOW - Dividend Comparison

BCIL's dividend yield for the trailing twelve months is around 1.13%, less than ICOW's 2.26% yield.


TTM202520242023202220212020201920182017
BCIL
Bancreek International Large Cap ETF
1.13%1.25%0.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ICOW
Pacer Developed Markets International Cash Cows 100 ETF
2.26%3.03%4.39%3.61%5.26%2.11%2.46%3.10%2.61%0.80%

Drawdowns

BCIL vs. ICOW - Drawdown Comparison

The maximum BCIL drawdown since its inception was -16.18%, smaller than the maximum ICOW drawdown of -43.49%. Use the drawdown chart below to compare losses from any high point for BCIL and ICOW.


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Drawdown Indicators


BCILICOWDifference

Max Drawdown

Largest peak-to-trough decline

-16.18%

-43.49%

+27.31%

Max Drawdown (1Y)

Largest decline over 1 year

-16.18%

-12.08%

-4.10%

Max Drawdown (5Y)

Largest decline over 5 years

-28.48%

Current Drawdown

Current decline from peak

-13.93%

-5.12%

-8.81%

Average Drawdown

Average peak-to-trough decline

-4.24%

-7.71%

+3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.68%

2.57%

+4.11%

Volatility

BCIL vs. ICOW - Volatility Comparison

Bancreek International Large Cap ETF (BCIL) has a higher volatility of 7.34% compared to Pacer Developed Markets International Cash Cows 100 ETF (ICOW) at 6.21%. This indicates that BCIL's price experiences larger fluctuations and is considered to be riskier than ICOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCILICOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.34%

6.21%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

10.84%

10.42%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

17.09%

17.15%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.18%

16.58%

-1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.18%

18.53%

-3.35%