BCUS vs. ITOT

Last updated Jun 24, 2026

BCUS (Bancreek U.S. Large Cap ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both Large Cap Blend Equities funds. BCUS is actively managed, while ITOT is passively managed. Over the past year, BCUS returned 19.44% vs 22.71% for ITOT. Their correlation of 0.84 suggests significant overlap in exposure. BCUS charges 0.70%/yr vs 0.03%/yr for ITOT.

Performance

BCUS vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bancreek U.S. Large Cap ETF (BCUS) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BCUS achieves a 13.90% return, which is significantly higher than ITOT's 8.86% return.

BCUS

• 1D: -1.59%
• 1M: 4.80%
• YTD: 13.90%
• 6M: 12.99%
• 1Y: 19.44%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ITOT

• 1D: -0.07%
• 1M: -0.87%
• YTD: 8.86%
• 6M: 7.40%
• 1Y: 22.71%
• 3Y*: 20.64%
• 5Y*: 11.83%
• 10Y*: 15.10%

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

BCUS vs. ITOT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BCUS Bancreek U.S. Large Cap ETF	13.90%	6.56%	21.22%	0.72%
ITOT iShares Core S&P Total U.S. Stock Market ETF	8.86%	17.00%	23.80%	1.64%

Correlation

The correlation between BCUS and ITOT is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (All Time) Calculated using the full available price history since Dec 21, 2023	0.84

The correlation between BCUS and ITOT has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.

BCUS vs. ITOT - Sectors Allocation Comparison

Sectors	BCUS	ITOT
Technology	24.2%	37.2%
Industrials	18.6%	9.1%
Consumer Cyclical	12.6%	9.8%
Communication Services	12.1%	9.8%
Financial Services	9.0%	11.4%
Basic Materials	8.4%	2.0%
Utilities	5.5%	2.1%
Energy	3.6%	3.3%
Consumer Defensive	3.0%	4.3%
Healthcare	3.0%	8.8%
Real Estate	-	2.3%

Return for Risk

BCUS vs. ITOT — Risk / Return Rank

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

BCUS

BCUS Risk / Return Rank: 43
BCUS Sharpe Ratio Rank: 39
BCUS Sortino Ratio Rank: 41
BCUS Omega Ratio Rank: 39
BCUS Calmar Ratio Rank: 43
BCUS Martin Ratio Rank: 50

ITOT

ITOT Risk / Return Rank: 60
ITOT Sharpe Ratio Rank: 59
ITOT Sortino Ratio Rank: 57
ITOT Omega Ratio Rank: 58
ITOT Calmar Ratio Rank: 58
ITOT Martin Ratio Rank: 69

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. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bancreek U.S. Large Cap ETF (BCUS) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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	ITOT	Difference
Sharpe ratio: Return per unit of total volatility	1.28	1.79	-0.51
Sortino ratio: Return per unit of downside risk	1.96	2.45	-0.48
Omega ratio: Gain probability vs. loss probability	1.24	1.32	-0.08
Calmar ratio: Return relative to maximum drawdown	1.99	2.56	-0.57
Martin ratio: Return relative to average drawdown	7.80	11.32	-3.52

BCUS vs. ITOT - Sharpe Ratio Comparison

The current BCUS Sharpe Ratio is 1.28, which is comparable to the ITOT Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of BCUS and ITOT, 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. ITOT - Drawdown Comparison

The maximum BCUS drawdown since its inception was -18.14%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for BCUS and ITOT.

Drawdown Indicators

	BCUS	ITOT	Difference
Max Drawdown Largest peak-to-trough decline	-18.14%	-55.20%	+37.06%
Max Drawdown (1Y) Largest decline over 1 year	-9.81%	-8.90%	-0.91%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.44%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-1.59%	-2.86%	+1.27%
Average Drawdown Average peak-to-trough decline	-2.88%	-6.96%	+4.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.50%	2.01%	+0.49%

Volatility

BCUS vs. ITOT - Volatility Comparison

Bancreek U.S. Large Cap ETF (BCUS) has a higher volatility of 6.47% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 4.93%. This indicates that BCUS's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BCUS	ITOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.47%	4.93%	+1.54%
Volatility (6M) Calculated over the trailing 6-month period	13.34%	10.02%	+3.32%
Volatility (1Y) Calculated over the trailing 1-year period	15.30%	12.82%	+2.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.46%	17.46%	-1.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.46%	18.28%	-1.82%

BCUS vs. ITOT - Expense Ratio Comparison

BCUS has a 0.70% expense ratio, which is higher than ITOT's 0.03% expense ratio.

Dividends

BCUS vs. ITOT - Dividend Comparison

BCUS's dividend yield for the trailing twelve months is around 0.31%, less than ITOT's 1.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%	0.00%	0.00%
ITOT iShares Core S&P Total U.S. Stock Market ETF	1.02%	1.11%	1.23%	1.47%	1.66%	1.18%	1.41%	1.88%	2.14%	1.69%	1.83%	2.01%

Frequently Asked Questions

Can I hold both BCUS and ITOT in my portfolio?

BCUS and ITOT have a correlation of 0.81, 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 ITOT?

BCUS has higher volatility (6.47%) compared to ITOT (4.93%). In terms of maximum drawdown, BCUS dropped -18.14% vs ITOT's -55.20%.

Which ETF is better, BCUS or ITOT?

On 1-year performance, ITOT leads with 22.71% vs 19.44% for BCUS. On fees, ITOT is cheaper at 0.03% per year. On volatility, ITOT has been the lower-risk option at 4.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BCUS or ITOT?

Over the 1-year period, ITOT has performed better with a 22.71% return vs 19.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BCUS or ITOT?

ITOT is cheaper with a 0.03% expense ratio, compared with 0.70% for BCUS.

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

ITOT has the higher dividend yield at 1.02%, compared with 0.31% for BCUS.

What is the main difference between BCUS and ITOT?

They also come from different issuers: Bancreek and iShares. Their fees differ too: 0.70% for BCUS and 0.03% for ITOT.

Which has better risk-adjusted returns?

ITOT currently has the higher Sharpe Ratio (1.79 vs 1.28), 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.