BCUS vs. DVOL

Last updated Jun 23, 2026

BCUS (Bancreek U.S. Large Cap ETF) and DVOL (First Trust Dorsey Wright Momentum & Low Volatility ETF) are both exchange-traded funds - BCUS is a Large Cap Blend Equities fund actively managed by Bancreek, while DVOL is a Momentum fund tracking the Dorsey Wright Momentum Plus Low Volatility Index. BCUS is actively managed, while DVOL is passively managed. Over the past year, BCUS returned 22.98% vs 5.75% for DVOL. A 0.74 correlation means they provide meaningful diversification when combined. BCUS charges 0.70%/yr vs 0.60%/yr for DVOL.

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.

Returns By Period

In the year-to-date period, BCUS achieves a 15.74% return, which is significantly higher than DVOL's 4.02% return.

BCUS

• 1D: 0.34%
• 1M: 6.49%
• YTD: 15.74%
• 6M: 15.07%
• 1Y: 22.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DVOL

• 1D: 0.64%
• 1M: -0.45%
• YTD: 4.02%
• 6M: 2.85%
• 1Y: 5.75%
• 3Y*: 13.11%
• 5Y*: 7.39%
• 10Y*: —

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

BCUS vs. DVOL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BCUS Bancreek U.S. Large Cap ETF	15.74%	6.56%	21.22%	0.72%
DVOL First Trust Dorsey Wright Momentum & Low Volatility ETF	4.02%	4.30%	24.84%	1.87%

Correlation

The correlation between BCUS and DVOL is 0.65, 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	0.65
Correlation (All Time) Calculated using the full available price history since Dec 21, 2023	0.74

The correlation between BCUS and DVOL has been stable across timeframes, ranging from 0.65 to 0.74 - a consistent structural relationship.

BCUS vs. DVOL - Sectors Allocation Comparison

Sectors	BCUS	DVOL
Technology	24.2%	4.5%
Industrials	18.6%	16.7%
Consumer Cyclical	12.6%	9.7%
Communication Services	12.1%	3.5%
Financial Services	9.0%	19.2%
Basic Materials	8.4%	6.1%
Utilities	5.5%	2.9%
Energy	3.6%	13.6%
Consumer Defensive	3.0%	8.3%
Healthcare	3.0%	3.3%
Real Estate	-	12.0%

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: 48
BCUS Sharpe Ratio Rank: 45
BCUS Sortino Ratio Rank: 48
BCUS Omega Ratio Rank: 46
BCUS Calmar Ratio Rank: 49
BCUS Martin Ratio Rank: 54

DVOL

DVOL Risk / Return Rank: 16
DVOL Sharpe Ratio Rank: 16
DVOL Sortino Ratio Rank: 15
DVOL Omega Ratio Rank: 14
DVOL Calmar Ratio Rank: 15
DVOL Martin Ratio Rank: 19

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.

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.

	BCUS	DVOL	Difference
Sharpe ratio: Return per unit of total volatility	1.52	0.49	+1.03
Sortino ratio: Return per unit of downside risk	2.30	0.79	+1.50
Omega ratio: Gain probability vs. loss probability	1.28	1.09	+0.19
Calmar ratio: Return relative to maximum drawdown	2.35	0.59	+1.76
Martin ratio: Return relative to average drawdown	9.23	2.04	+7.19

BCUS vs. DVOL - Sharpe Ratio Comparison

The current BCUS Sharpe Ratio is 1.52, which is higher than the DVOL Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of BCUS and DVOL, 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

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	-9.81%	-9.82%	+0.01%
Max Drawdown (3Y) Largest decline over 3 years	—	-11.66%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.65%	—
Current Drawdown Current decline from peak	0.00%	-2.60%	+2.60%
Average Drawdown Average peak-to-trough decline	-2.88%	-7.15%	+4.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.50%	2.82%	-0.32%

Volatility

BCUS vs. DVOL - Volatility Comparison

Bancreek U.S. Large Cap ETF (BCUS) has a higher volatility of 6.25% compared to First Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL) at 3.35%. 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	6.25%	3.35%	+2.90%
Volatility (6M) Calculated over the trailing 6-month period	13.23%	9.47%	+3.76%
Volatility (1Y) Calculated over the trailing 1-year period	15.24%	11.87%	+3.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.43%	14.40%	+2.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.43%	17.69%	-1.26%

BCUS vs. DVOL - Expense Ratio Comparison

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

Dividends

BCUS vs. DVOL - Dividend Comparison

BCUS's dividend yield for the trailing twelve months is around 0.31%, less than DVOL's 0.67% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BCUS Bancreek U.S. Large Cap ETF	0.31%	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	0.67%	0.86%	0.67%	1.28%	1.37%	0.47%	0.60%	1.79%	0.39%

Frequently Asked Questions

Can I hold both BCUS and DVOL in my portfolio?

BCUS and DVOL have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BCUS or DVOL?

BCUS has higher volatility (6.25%) compared to DVOL (3.35%). In terms of maximum drawdown, BCUS dropped -18.14% vs DVOL's -38.26%.

Which ETF is better, BCUS or DVOL?

On 1-year performance, BCUS leads with 22.98% vs 5.75% for DVOL. On fees, DVOL is cheaper at 0.60% per year. On volatility, DVOL has been the lower-risk option at 3.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BCUS or DVOL?

Over the 1-year period, BCUS has performed better with a 22.98% return vs 5.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BCUS or DVOL?

DVOL is cheaper with a 0.60% expense ratio, compared with 0.70% for BCUS.

Which ETF pays a higher dividend yield, BCUS or DVOL?

DVOL has the higher dividend yield at 0.67%, compared with 0.31% for BCUS.

What is the main difference between BCUS and DVOL?

BCUS is categorized as Large Cap Blend Equities, while DVOL is Momentum. They also come from different issuers: Bancreek and First Trust. Their fees differ too: 0.70% for BCUS and 0.60% for DVOL.

Which has better risk-adjusted returns?

BCUS currently has the higher Sharpe Ratio (1.52 vs 0.49), 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.