BCUS vs. VTI

Last updated Jun 4, 2026

BCUS (Bancreek U.S. Large Cap ETF) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds. BCUS is actively managed, while VTI is passively managed. Over the past year, BCUS returned 14.30% vs 28.79% for VTI. Their correlation of 0.84 suggests significant overlap in exposure. BCUS charges 0.70%/yr vs 0.03%/yr for VTI.

Performance

BCUS vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bancreek U.S. Large Cap ETF (BCUS) and Vanguard Total Stock Market ETF (VTI). 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 VTI's 11.72% return.

BCUS

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

VTI

• 1D: 0.47%
• 1M: 4.59%
• YTD: 11.72%
• 6M: 11.43%
• 1Y: 28.79%
• 3Y*: 22.37%
• 5Y*: 12.80%
• 10Y*: 15.04%

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

BCUS vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BCUS Bancreek U.S. Large Cap ETF	10.83%	6.56%	21.22%	0.56%
VTI Vanguard Total Stock Market ETF	11.72%	17.10%	23.81%	0.48%

Correlation

The correlation between BCUS and VTI is 0.80, 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	0.80
Correlation (All Time) Calculated using the full available price history since Dec 22, 2023	0.84

The correlation between BCUS and VTI has been stable across timeframes, ranging from 0.80 to 0.84 - a consistent structural relationship.

BCUS vs. VTI - Sectors Allocation Comparison

Sectors	BCUS	VTI
Industrials	26.4%	9.8%
Technology	19.3%	33.5%
Consumer Cyclical	12.0%	10.0%
Communication Services	10.8%	10.3%
Basic Materials	9.7%	2.0%
Financial Services	6.2%	12.0%
Utilities	5.6%	2.3%
Energy	4.1%	3.7%
Consumer Defensive	3.3%	4.7%
Healthcare	2.7%	9.2%
Real Estate	-	2.4%

Return for Risk

BCUS vs. VTI — 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

VTI

VTI Risk / Return Rank: 73
VTI Sharpe Ratio Rank: 74
VTI Sortino Ratio Rank: 73
VTI Omega Ratio Rank: 73
VTI Calmar Ratio Rank: 66
VTI Martin Ratio Rank: 78

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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bancreek U.S. Large Cap ETF (BCUS) and Vanguard Total Stock Market ETF (VTI). 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	VTI	Difference
Sharpe ratio: Return per unit of total volatility	1.01	2.38	-1.37
Sortino ratio: Return per unit of downside risk	1.57	3.24	-1.67
Omega ratio: Gain probability vs. loss probability	1.19	1.43	-0.24
Calmar ratio: Return relative to maximum drawdown	1.46	3.24	-1.78
Martin ratio: Return relative to average drawdown	5.71	14.94	-9.24
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. VTI - Sharpe Ratio Comparison

The current BCUS Sharpe Ratio is 1.01, which is lower than the VTI Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of BCUS and VTI, 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	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.01	2.38	-1.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.74	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.00	0.51	+0.49

Drawdowns

BCUS vs. VTI - Drawdown Comparison

The maximum BCUS drawdown since its inception was -18.14%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BCUS and VTI.

Drawdown Indicators

	BCUS	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-18.14%	-55.45%	+37.31%
Max Drawdown (1Y) Largest decline over 1 year	-9.81%	-8.92%	-0.89%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.30%	—
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	-0.72%	-0.26%	-0.46%
Average Drawdown Average peak-to-trough decline	-2.92%	-8.03%	+5.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.53%	1.93%	+0.60%

Volatility

BCUS vs. VTI - Volatility Comparison

Bancreek U.S. Large Cap ETF (BCUS) has a higher volatility of 5.34% compared to Vanguard Total Stock Market ETF (VTI) at 2.90%. This indicates that BCUS's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BCUS	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.34%	2.90%	+2.44%
Volatility (6M) Calculated over the trailing 6-month period	12.11%	9.13%	+2.98%
Volatility (1Y) Calculated over the trailing 1-year period	14.29%	12.17%	+2.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.20%	17.40%	-1.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.20%	18.30%	-2.10%

BCUS vs. VTI - Expense Ratio Comparison

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

Dividends

BCUS vs. VTI - Dividend Comparison

BCUS's dividend yield for the trailing twelve months is around 0.32%, less than VTI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BCUS Bancreek U.S. Large Cap ETF	0.32%	0.49%	0.23%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.01%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both BCUS and VTI in my portfolio?

BCUS and VTI have a correlation of 0.80, 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 VTI?

BCUS has higher volatility (5.34%) compared to VTI (2.90%). In terms of maximum drawdown, BCUS dropped -18.14% vs VTI's -55.45%.

Which ETF is better, BCUS or VTI?

On 1-year performance, VTI leads with 28.79% vs 14.30% for BCUS. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 2.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BCUS or VTI?

Over the 1-year period, VTI has performed better with a 28.79% 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 VTI?

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

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

VTI has the higher dividend yield at 1.01%, compared with 0.32% for BCUS.

What is the main difference between BCUS and VTI?

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

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.38 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.