BCUS vs. DVOL

Last updated Apr 1, 2026

Compare and contrast key facts about Bancreek U.S. Large Cap ETF (BCUS) and First Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL).

BCUS and DVOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BCUS is an actively managed fund by Bancreek. It was launched on Dec 20, 2023. DVOL is a passively managed fund by First Trust that tracks the performance of the Dorsey Wright Momentum Plus Low Volatility Index. It was launched on Sep 5, 2018.

Performance

BCUS vs. DVOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bancreek U.S. Large Cap ETF (BCUS) and First Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL). The values are adjusted to include any dividend payments, if applicable.

BCUS vs. DVOL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BCUS Bancreek U.S. Large Cap ETF	-1.04%	6.56%	21.22%	0.56%
DVOL First Trust Dorsey Wright Momentum & Low Volatility ETF	-1.24%	4.30%	24.84%	0.99%

Returns By Period

In the year-to-date period, BCUS achieves a -1.04% return, which is significantly higher than DVOL's -1.24% return.

BCUS

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

DVOL

• 1D: 2.56%
• 1M: -5.60%
• YTD: -1.24%
• 6M: -2.13%
• 1Y: -2.06%
• 3Y*: 11.56%
• 5Y*: 7.70%
• 10Y*: —

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

BCUS vs. DVOL - Expense Ratio Comparison

BCUS has a 0.70% expense ratio, which is higher than DVOL's 0.60% expense ratio.

BCUS

Bancreek U.S. Large Cap ETF

DVOL

First Trust Dorsey Wright Momentum & Low Volatility ETF

Return for Risk

BCUS vs. DVOL — Risk / Return Rank

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

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

DVOL

DVOL Risk / Return Rank: 9
DVOL Sharpe Ratio Rank: 9
DVOL Sortino Ratio Rank: 9
DVOL Omega Ratio Rank: 8
DVOL Calmar Ratio Rank: 11
DVOL Martin Ratio Rank: 10

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.

BCUS vs. DVOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bancreek U.S. Large Cap ETF (BCUS) and First Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL). 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.

	BCUS	DVOL	Difference
Sharpe ratio Return per unit of total volatility	0.55	-0.13	+0.68
Sortino ratio Return per unit of downside risk	0.90	-0.08	+0.98
Omega ratio Gain probability vs. loss probability	1.12	0.99	+0.13
Calmar ratio Return relative to maximum drawdown	0.96	-0.08	+1.03
Martin ratio Return relative to average drawdown	3.62	-0.25	+3.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BCUS vs. DVOL - Sharpe Ratio Comparison

The current BCUS Sharpe Ratio is 0.55, which is higher than the DVOL Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of BCUS and DVOL, 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

	BCUS	DVOL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.55	-0.13	+0.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.54	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.49	+0.25

Correlation

The correlation between BCUS and DVOL is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

BCUS vs. DVOL - Dividend Comparison

BCUS's dividend yield for the trailing twelve months is around 0.36%, less than DVOL's 0.70% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
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%
DVOL First Trust Dorsey Wright Momentum & Low Volatility ETF	0.70%	0.86%	0.67%	1.28%	1.37%	0.47%	0.60%	1.79%	0.39%

Drawdowns

BCUS vs. DVOL - Drawdown Comparison

The maximum BCUS drawdown since its inception was -18.14%, smaller than the maximum DVOL drawdown of -38.26%. Use the drawdown chart below to compare losses from any high point for BCUS and DVOL.

Drawdown Indicators

	BCUS	DVOL	Difference
Max Drawdown Largest peak-to-trough decline	-18.14%	-38.26%	+20.12%
Max Drawdown (1Y) Largest decline over 1 year	-10.45%	-10.85%	+0.40%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.65%	—
Current Drawdown Current decline from peak	-6.72%	-7.51%	+0.79%
Average Drawdown Average peak-to-trough decline	-3.02%	-7.27%	+4.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.75%	3.53%	-0.78%

Volatility

BCUS vs. DVOL - Volatility Comparison

Bancreek U.S. Large Cap ETF (BCUS) has a higher volatility of 6.54% compared to First Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL) at 4.72%. This indicates that BCUS's price experiences larger fluctuations and is considered to be riskier than DVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BCUS	DVOL	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.54%	4.72%	+1.82%
Volatility (6M) Calculated over the trailing 6-month period	10.51%	8.83%	+1.68%
Volatility (1Y) Calculated over the trailing 1-year period	17.01%	15.46%	+1.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.04%	14.39%	+1.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.04%	17.81%	-1.77%