BCIL vs. LVHI

Last updated Jun 25, 2026

BCIL (Bancreek International Large Cap ETF) and LVHI (Franklin International Low Volatility High Dividend Index ETF) are both exchange-traded funds - BCIL is a Foreign Large Cap Equities fund actively managed by Bancreek, while LVHI is a Volatility Hedged Equity fund tracking the Franklin International Low Volatility High Dividend Hedged Index-NR. BCIL is actively managed, while LVHI is passively managed. Over the past year, BCIL returned -0.02% vs 31.42% for LVHI. A 0.56 correlation means they provide meaningful diversification when combined. BCIL charges 0.80%/yr vs 0.40%/yr for LVHI.

Performance

BCIL vs. LVHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bancreek International Large Cap ETF (BCIL) and Franklin International Low Volatility High Dividend Index ETF (LVHI). 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 lower than LVHI's 12.17% return.

BCIL

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

LVHI

• 1D: -0.22%
• 1M: -0.87%
• YTD: 12.17%
• 6M: 12.44%
• 1Y: 31.42%
• 3Y*: 21.59%
• 5Y*: 15.75%
• 10Y*: —

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

BCIL vs. LVHI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BCIL Bancreek International Large Cap ETF	7.38%	11.95%	0.24%
LVHI Franklin International Low Volatility High Dividend Index ETF	12.17%	27.12%	7.62%

Correlation

The correlation between BCIL and LVHI is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (All Time) Calculated using the full available price history since Mar 21, 2024	0.56

The correlation between BCIL and LVHI has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.

BCIL vs. LVHI - Sectors Allocation Comparison

Sectors	BCIL	LVHI
Industrials	22.7%	13.4%
Consumer Defensive	18.0%	8.6%
Consumer Cyclical	12.9%	5.5%
Financial Services	10.2%	24.1%
Technology	9.6%	0.1%
Communication Services	7.0%	5.8%
Basic Materials	6.4%	6.8%
Healthcare	6.1%	7.4%
Utilities	3.3%	10.0%
Energy	-	16.6%
Real Estate	-	1.8%

Return for Risk

BCIL vs. LVHI — 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

LVHI

LVHI Risk / Return Rank: 93
LVHI Sharpe Ratio Rank: 95
LVHI Sortino Ratio Rank: 95
LVHI Omega Ratio Rank: 94
LVHI Calmar Ratio Rank: 91
LVHI Martin Ratio Rank: 93

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. LVHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bancreek International Large Cap ETF (BCIL) and Franklin International Low Volatility High Dividend Index ETF (LVHI). 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	LVHI	Difference
Sharpe ratio: Return per unit of total volatility	-0.00	3.28	-3.28
Sortino ratio: Return per unit of downside risk	0.13	4.50	-4.37
Omega ratio: Gain probability vs. loss probability	1.02	1.62	-0.60
Calmar ratio: Return relative to maximum drawdown	-0.00	5.20	-5.20
Martin ratio: Return relative to average drawdown	-0.00	21.44	-21.45

BCIL vs. LVHI - Sharpe Ratio Comparison

The current BCIL Sharpe Ratio is -0.00, which is lower than the LVHI Sharpe Ratio of 3.28. The chart below compares the historical Sharpe Ratios of BCIL and LVHI, 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. LVHI - Drawdown Comparison

The maximum BCIL drawdown since its inception was -16.18%, smaller than the maximum LVHI drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for BCIL and LVHI.

Drawdown Indicators

	BCIL	LVHI	Difference
Max Drawdown Largest peak-to-trough decline	-16.18%	-32.31%	+16.13%
Max Drawdown (1Y) Largest decline over 1 year	-16.18%	-6.08%	-10.10%
Max Drawdown (3Y) Largest decline over 3 years	—	-11.99%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-11.99%	—
Current Drawdown Current decline from peak	-3.60%	-1.41%	-2.19%
Average Drawdown Average peak-to-trough decline	-4.28%	-3.50%	-0.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.11%	1.47%	+5.64%

Volatility

BCIL vs. LVHI - Volatility Comparison

Bancreek International Large Cap ETF (BCIL) has a higher volatility of 8.51% compared to Franklin International Low Volatility High Dividend Index ETF (LVHI) at 2.60%. This indicates that BCIL's price experiences larger fluctuations and is considered to be riskier than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BCIL	LVHI	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.51%	2.60%	+5.91%
Volatility (6M) Calculated over the trailing 6-month period	16.05%	7.68%	+8.37%
Volatility (1Y) Calculated over the trailing 1-year period	17.92%	9.62%	+8.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.81%	11.07%	+5.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.81%	13.74%	+3.07%

BCIL vs. LVHI - Expense Ratio Comparison

BCIL has a 0.80% expense ratio, which is higher than LVHI's 0.40% expense ratio.

Dividends

BCIL vs. LVHI - Dividend Comparison

BCIL's dividend yield for the trailing twelve months is around 0.99%, less than LVHI's 4.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
BCIL Bancreek International Large Cap ETF	0.99%	1.25%	0.77%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LVHI Franklin International Low Volatility High Dividend Index ETF	4.75%	4.92%	3.98%	8.12%	7.74%	4.13%	3.97%	6.67%	10.67%	3.38%	2.02%

Frequently Asked Questions

Can I hold both BCIL and LVHI in my portfolio?

BCIL and LVHI have a correlation of 0.48, 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 LVHI?

BCIL has higher volatility (8.51%) compared to LVHI (2.60%). In terms of maximum drawdown, BCIL dropped -16.18% vs LVHI's -32.31%.

Which ETF is better, BCIL or LVHI?

On 1-year performance, LVHI leads with 31.42% vs -0.02% for BCIL. On fees, LVHI is cheaper at 0.40% per year. On volatility, LVHI has been the lower-risk option at 2.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BCIL or LVHI?

Over the 1-year period, LVHI has performed better with a 31.42% 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 LVHI?

LVHI is cheaper with a 0.40% expense ratio, compared with 0.80% for BCIL.

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

LVHI has the higher dividend yield at 4.75%, compared with 0.99% for BCIL.

What is the main difference between BCIL and LVHI?

BCIL is categorized as Foreign Large Cap Equities, while LVHI is Volatility Hedged Equity. They also come from different issuers: Bancreek and Franklin Templeton. Their fees differ too: 0.80% for BCIL and 0.40% for LVHI.

Which has better risk-adjusted returns?

LVHI currently has the higher Sharpe Ratio (3.28 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.