Correlation
The correlation between BCUS and DVOL is 0.68, 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.
BCUS vs. DVOL
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BCUS or DVOL.
Performance
BCUS vs. DVOL - Performance Comparison
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Key characteristics
BCUS:
0.64
DVOL:
1.21
BCUS:
0.88
DVOL:
1.71
BCUS:
1.12
DVOL:
1.25
BCUS:
0.59
DVOL:
1.70
BCUS:
1.86
DVOL:
6.03
BCUS:
5.73%
DVOL:
3.29%
BCUS:
19.25%
DVOL:
16.38%
BCUS:
-18.13%
DVOL:
-38.26%
BCUS:
-4.10%
DVOL:
-2.06%
Returns By Period
In the year-to-date period, BCUS achieves a 2.71% return, which is significantly lower than DVOL's 5.13% return.
BCUS
2.71%
4.87%
-3.84%
12.17%
N/A
N/A
N/A
DVOL
5.13%
1.69%
-2.06%
19.63%
11.92%
12.57%
N/A
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BCUS vs. DVOL - Expense Ratio Comparison
BCUS has a 0.70% expense ratio, which is higher than DVOL's 0.60% expense ratio.
Risk-Adjusted Performance
BCUS vs. DVOL — Risk-Adjusted Performance Rank
BCUS
DVOL
BCUS vs. DVOL - Risk-Adjusted Performance 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.
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Dividends
BCUS vs. DVOL - Dividend Comparison
BCUS's dividend yield for the trailing twelve months is around 0.29%, less than DVOL's 0.74% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|
BCUS Bancreek U.S. Large Cap ETF | 0.29% | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DVOL First Trust Dorsey Wright Momentum & Low Volatility ETF | 0.74% | 0.67% | 1.28% | 1.38% | 0.47% | 0.60% | 1.80% | 0.39% |
Drawdowns
BCUS vs. DVOL - Drawdown Comparison
The maximum BCUS drawdown since its inception was -18.13%, 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.
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Volatility
BCUS vs. DVOL - Volatility Comparison
The current volatility for Bancreek U.S. Large Cap ETF (BCUS) is 3.30%, while First Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL) has a volatility of 3.69%. This indicates that BCUS experiences smaller price fluctuations and is considered to be less risky than DVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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