BCUS vs. SAMT

Last updated Jun 4, 2026

BCUS (Bancreek U.S. Large Cap ETF) and SAMT (Strategas Macro Thematic Opportunities ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past year, BCUS returned 14.30% vs 42.07% for SAMT. A 0.69 correlation means they provide meaningful diversification when combined. BCUS charges 0.70%/yr vs 0.66%/yr for SAMT.

Performance

BCUS vs. SAMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bancreek U.S. Large Cap ETF (BCUS) and Strategas Macro Thematic Opportunities ETF (SAMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BCUS achieves a 10.83% return, which is significantly lower than SAMT's 20.25% return.

BCUS

• 1D: -0.72%
• 1M: 3.44%
• YTD: 10.83%
• 6M: 10.63%
• 1Y: 14.30%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SAMT

• 1D: -0.66%
• 1M: 6.66%
• YTD: 20.25%
• 6M: 23.92%
• 1Y: 42.07%
• 3Y*: 28.84%
• 5Y*: —
• 10Y*: —

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

BCUS vs. SAMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BCUS Bancreek U.S. Large Cap ETF	10.83%	6.56%	21.22%	0.56%
SAMT Strategas Macro Thematic Opportunities ETF	20.25%	33.10%	28.15%	0.44%

Correlation

The correlation between BCUS and SAMT is 0.62, 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	0.62
Correlation (All Time) Calculated using the full available price history since Dec 22, 2023	0.70

The correlation between BCUS and SAMT has been stable across timeframes, ranging from 0.62 to 0.69 - a consistent structural relationship.

BCUS vs. SAMT - Sectors Allocation Comparison

Sectors	BCUS	SAMT
Industrials	26.4%	22.0%
Technology	19.3%	27.8%
Consumer Cyclical	12.0%	5.6%
Communication Services	10.8%	7.8%
Basic Materials	9.7%	2.7%
Financial Services	6.2%	5.6%
Utilities	5.6%	6.6%
Energy	4.1%	2.9%
Consumer Defensive	3.3%	12.0%
Healthcare	2.7%	4.3%
Real Estate	-	2.9%

Return for Risk

BCUS vs. SAMT — Risk / Return Rank

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

BCUS

BCUS Risk / Return Rank: 31
BCUS Sharpe Ratio Rank: 28
BCUS Sortino Ratio Rank: 29
BCUS Omega Ratio Rank: 28
BCUS Calmar Ratio Rank: 30
BCUS Martin Ratio Rank: 37

SAMT

SAMT Risk / Return Rank: 77
SAMT Sharpe Ratio Rank: 77
SAMT Sortino Ratio Rank: 74
SAMT Omega Ratio Rank: 70
SAMT Calmar Ratio Rank: 88
SAMT Martin Ratio Rank: 75

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. SAMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bancreek U.S. Large Cap ETF (BCUS) and Strategas Macro Thematic Opportunities ETF (SAMT). 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	SAMT	Difference
Sharpe ratio: Return per unit of total volatility	1.01	2.53	-1.53
Sortino ratio: Return per unit of downside risk	1.57	3.35	-1.78
Omega ratio: Gain probability vs. loss probability	1.19	1.42	-0.23
Calmar ratio: Return relative to maximum drawdown	1.46	5.19	-3.72
Martin ratio: Return relative to average drawdown	5.71	14.30	-8.60
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. SAMT - Sharpe Ratio Comparison

The current BCUS Sharpe Ratio is 1.01, which is lower than the SAMT Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of BCUS and SAMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BCUS	SAMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.01	2.53	-1.53
Sharpe Ratio (All Time) Calculated using the full available price history	1.00	0.98	+0.02

Drawdowns

BCUS vs. SAMT - Drawdown Comparison

The maximum BCUS drawdown since its inception was -18.14%, smaller than the maximum SAMT drawdown of -20.57%. Use the drawdown chart below to compare losses from any high point for BCUS and SAMT.

Drawdown Indicators

	BCUS	SAMT	Difference
Max Drawdown Largest peak-to-trough decline	-18.14%	-20.57%	+2.43%
Max Drawdown (1Y) Largest decline over 1 year	-9.81%	-8.15%	-1.66%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.27%	—
Current Drawdown Current decline from peak	-0.72%	-0.66%	-0.06%
Average Drawdown Average peak-to-trough decline	-2.92%	-7.72%	+4.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.53%	2.95%	-0.42%

Volatility

BCUS vs. SAMT - Volatility Comparison

The current volatility for Bancreek U.S. Large Cap ETF (BCUS) is 5.34%, while Strategas Macro Thematic Opportunities ETF (SAMT) has a volatility of 6.82%. This indicates that BCUS experiences smaller price fluctuations and is considered to be less risky than SAMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BCUS	SAMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.34%	6.82%	-1.48%
Volatility (6M) Calculated over the trailing 6-month period	12.11%	12.56%	-0.45%
Volatility (1Y) Calculated over the trailing 1-year period	14.29%	16.68%	-2.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.20%	16.94%	-0.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.20%	16.94%	-0.74%

BCUS vs. SAMT - Expense Ratio Comparison

BCUS has a 0.70% expense ratio, which is higher than SAMT's 0.66% expense ratio.

Dividends

BCUS vs. SAMT - Dividend Comparison

BCUS's dividend yield for the trailing twelve months is around 0.32%, less than SAMT's 0.58% yield.

Position	TTM	2025	2024	2023	2022
BCUS Bancreek U.S. Large Cap ETF	0.32%	0.49%	0.23%	0.00%	0.00%
SAMT Strategas Macro Thematic Opportunities ETF	0.58%	0.70%	1.40%	1.49%	0.73%

Frequently Asked Questions

Can I hold both BCUS and SAMT in my portfolio?

BCUS and SAMT have a correlation of 0.62, 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 SAMT?

SAMT has higher volatility (6.82%) compared to BCUS (5.34%). In terms of maximum drawdown, BCUS dropped -18.14% vs SAMT's -20.57%.

Which ETF is better, BCUS or SAMT?

On 1-year performance, SAMT leads with 42.07% vs 14.30% for BCUS. On fees, SAMT is cheaper at 0.66% per year. On volatility, BCUS has been the lower-risk option at 5.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BCUS or SAMT?

Over the 1-year period, SAMT has performed better with a 42.07% return vs 14.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BCUS or SAMT?

SAMT is cheaper with a 0.66% expense ratio, compared with 0.70% for BCUS.

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

SAMT has the higher dividend yield at 0.58%, compared with 0.32% for BCUS.

What is the main difference between BCUS and SAMT?

They also come from different issuers: Bancreek and Strategas. Their fees differ too: 0.70% for BCUS and 0.66% for SAMT.

Which has better risk-adjusted returns?

SAMT currently has the higher Sharpe Ratio (2.53 vs 1.01), 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.