BCUS vs. IVV

Last updated Aug 2, 2026

BCUS (Bancreek U.S. Large Cap ETF) and IVV (iShares Core S&P 500 ETF) are both exchange-traded funds - BCUS is a Large Cap Blend Equities fund actively managed by Bancreek, while IVV is a S&P 500 fund tracking the S&P 500 Index. BCUS is actively managed, while IVV is passively managed. Over the past year, BCUS returned 13.53% vs 21.55% for IVV. Their correlation of 0.82 means they have usually moved in the same direction. BCUS charges 0.70%/yr vs 0.03%/yr for IVV.

Performance

BCUS vs. IVV - 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 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with BCUS having a 10.48% return and IVV slightly lower at 10.13%.

BCUS

• 1D: 0.51%
• 1M: -1.40%
• 6M: 7.96%
• YTD: 10.48%
• 1Y: 13.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.92%

IVV

• 1D: 0.69%
• 1M: 0.25%
• 6M: 8.53%
• YTD: 10.13%
• 1Y: 21.55%
• 3Y*: 19.40%
• 5Y*: 12.82%
• 10Y*: 15.11%
• ALL TIME*: 8.45%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BCUS Bancreek U.S. Large Cap ETF	$191.71K	$262.23K	$1.06M
IVV iShares Core S&P 500 ETF	$3.36B	$3.31B	$5.91B

BCUS vs. IVV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BCUS Bancreek U.S. Large Cap ETF	10.48%	6.56%	21.22%	0.72%
IVV iShares Core S&P 500 ETF	10.13%	17.85%	24.93%	1.59%

Correlation

The correlation between BCUS and IVV is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.79
Correlation (All Time) Calculated using the full available price history since Dec 21, 2023	0.82

The correlation between BCUS and IVV has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.

BCUS vs. IVV - Sectors Allocation Comparison

Sectors	BCUS	IVV
Industrials	26.1%	7.9%
Technology	17.2%	37.2%
Communication Services	12.9%	9.6%
Consumer Cyclical	12.5%	8.9%
Utilities	7.5%	2.6%
Energy	7.3%	3.3%
Financial Services	6.2%	12.5%
Healthcare	3.9%	9.4%
Basic Materials	3.5%	1.8%
Consumer Defensive	3.0%	4.8%
Real Estate	-	1.9%

Return for Risk

BCUS vs. IVV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BCUS

BCUS Risk / Return Rank: 34
BCUS Sharpe Ratio Rank: 31
BCUS Sortino Ratio Rank: 32
BCUS Omega Ratio Rank: 30
BCUS Calmar Ratio Rank: 36
BCUS Martin Ratio Rank: 41

IVV

IVV Risk / Return Rank: 67
IVV Sharpe Ratio Rank: 68
IVV Sortino Ratio Rank: 64
IVV Omega Ratio Rank: 65
IVV Calmar Ratio Rank: 64
IVV Martin Ratio Rank: 76

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BCUS vs. IVV - 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 500 ETF (IVV). 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	IVV	Difference
Sharpe ratio: Return per unit of total volatility	0.74	1.53	-0.79
Sortino ratio: Return per unit of downside risk	1.21	2.12	-0.91
Omega ratio: Gain probability vs. loss probability	1.15	1.27	-0.13
Calmar ratio: Return relative to maximum drawdown	1.24	2.21	-0.97
Martin ratio: Return relative to average drawdown	4.47	9.43	-4.96

BCUS vs. IVV - Sharpe Ratio Comparison

The current BCUS Sharpe Ratio is 0.74, which is lower than the IVV Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of BCUS and IVV, 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. IVV - Drawdown Comparison

The maximum BCUS drawdown since its inception was -18.14%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for BCUS and IVV.

Drawdown Indicators

	BCUS	IVV	Difference
Max Drawdown Largest peak-to-trough decline	-18.14%	-55.25%	+37.11%
Max Drawdown (1Y) Largest decline over 1 year	-9.81%	-8.89%	-0.92%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.75%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.53%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.90%	—
Current Drawdown Current decline from peak	-4.54%	-1.41%	-3.13%
Average Drawdown Average peak-to-trough decline	-2.89%	-10.72%	+7.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.72%	2.09%	+0.63%

Volatility

BCUS vs. IVV - Volatility Comparison

Bancreek U.S. Large Cap ETF (BCUS) has a higher volatility of 6.67% compared to iShares Core S&P 500 ETF (IVV) at 3.52%. This indicates that BCUS's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BCUS	IVV	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.67%	3.52%	+3.15%
Volatility (6M) Calculated over the trailing 6-month period	14.59%	10.18%	+4.41%
Volatility (1Y) Calculated over the trailing 1-year period	16.47%	12.89%	+3.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.67%	17.01%	-0.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.67%	18.06%	-1.39%

BCUS vs. IVV - Expense Ratio Comparison

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

Dividends

BCUS vs. IVV - Dividend Comparison

BCUS's dividend yield for the trailing twelve months is around 0.28%, less than IVV's 1.09% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BCUS Bancreek U.S. Large Cap ETF	0.28%	0.49%	0.23%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IVV iShares Core S&P 500 ETF	1.09%	1.17%	1.30%	1.44%	1.66%	1.20%	1.57%	1.85%	2.21%	1.75%	2.01%	2.27%

Frequently Asked Questions

Can I hold both BCUS and IVV in my portfolio?

BCUS and IVV have a correlation of 0.79, 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 IVV?

BCUS has higher volatility (6.67%) compared to IVV (3.52%). In terms of maximum drawdown, BCUS dropped -18.14% vs IVV's -55.25%.

Which ETF is better, BCUS or IVV?

On 1-year performance, IVV leads with 21.55% vs 13.53% for BCUS. On fees, IVV is cheaper at 0.03% per year. On volatility, IVV has been the lower-risk option at 3.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BCUS or IVV?

Over the 1-year period, IVV has performed better with a 21.55% return vs 13.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BCUS or IVV?

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

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

IVV has the higher dividend yield at 1.09%, compared with 0.28% for BCUS.

What is the main difference between BCUS and IVV?

BCUS is categorized as Large Cap Blend Equities, while IVV is S&P 500. They also come from different issuers: Bancreek and iShares. Their fees differ too: 0.70% for BCUS and 0.03% for IVV.

Which has better risk-adjusted returns?

IVV currently has the higher Sharpe Ratio (1.53 vs 0.74), 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.