Exchange Listed Funds Trust

10-Year Study

BCUS.US · · US · ETF

Executive Summary: Exchange Listed Funds Trust has compounded at 15.3% annually over the last 10 years, with a maximum drawdown of 9.6% and an annualized volatility of 81.0%.

1Y CAGR
+13.1%
3Y CAGR
+15.3%
5Y CAGR
+15.3%
10Y CAGR
+15.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
9.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.92
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +21.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · 6.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.32.4-5.69.0————————7.9%
20251.5-1.3-3.71.54.91.01.20.72.3-1.81.0-0.76.6%
20242.17.83.9-4.82.61.55.11.41.1-0.56.5-6.421.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 81.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 91.1% of variance. Idiosyncratic stock-specific factors contribute 0.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-12-0110000
2024-01-0110205.395843255596
2024-02-0111004.726665839533
2024-03-0111431.36729115221
2024-04-0110881.136961246142
2024-05-0111160.614586626858
2024-06-0111329.109617824453
2024-07-0111911.878299360838
2024-08-0112080.133195122047
2024-09-0112217.010393862138
2024-10-0112157.296715347456
2024-11-0112947.50239134872
2024-12-0112121.836715907772
2025-01-0112305.02003129765
2025-02-0112147.731320464742
2025-03-0111700.639160486515
2025-04-0111871.695636338894
2025-05-0112450.382015456718
2025-06-0112574.932261795653
2025-07-0112727.738444482688
2025-08-0112821.511332391468
2025-09-0113114.11636162796
2025-10-0112882.625800951737
2025-11-0113005.775257245085
2025-12-0112917.68557466411
2026-01-0113219.455773056003
2026-02-0113536.834774812993
2026-03-0112783.209730287883
2026-04-0113935.859824941266
Annual Return Matrix
YearAnnual Return
20240.21218367159077722
20250.0656541477507222
20260.07882017598215385
Total Factor Risk
0.8099682445936832
VTI.US Exposure
0.08522417380856367
VEA.US Exposure
-0.0008716222641725476
VWO.US Exposure
-0.000999799011622353
QQQ.US Exposure
-0.011070218210108179
VTV.US Exposure
-0.008729173130324858
IJR.US Exposure
-0.0032425335799520054
QUAL.US Exposure
0.005925989418434405
SHV.US Exposure
0.9113542642327854
TLT.US Exposure
0.00006365044586751508
LQD.US Exposure
0.0026689522999924047
HYG.US Exposure
0.004386761494690057
GLD.US Exposure
0.00029983202905630997
USO.US Exposure
0.00007705693088737165
VNQ.US Exposure
0.009740993969535747
BTC-USD.CC Exposure
-0.00007930365062938774
CPER.US Exposure
0.000313157940321638
VIX.INDX Exposure
-0.00219400750295684
UUP.US Exposure
0.00008232771906331605
TIP.US Exposure
0.0056483180732225325
Idiosyncratic Exposure
0.0014011789873457855
Value Score
41.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
5.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
81.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →21.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.47%
Market Cap$50.3B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Exchange Listed Funds Trust a high-risk investment?

Exchange Listed Funds Trust (BCUS.US) has an annualized volatility of 81.0% and experienced a maximum drawdown of 9.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BCUS.US?

Over the past 10 years, BCUS.US has generated a Compound Annual Growth Rate (CAGR) of 15.3%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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