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SPDR Barclays 1-3 Month T-Bill ETF (BIL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS78468R6633
CUSIP78464A680
IssuerState Street
Inception DateMay 25, 2007
RegionNorth America (U.S.)
CategoryGovernment Bonds
Index TrackedBarclays Capital U.S. 1-3 Month Treasury Bill Index
Home Pagewww.ssga.com
Asset ClassBond

Expense Ratio

The SPDR Barclays 1-3 Month T-Bill ETF features an expense ratio of 0.14%, falling within the medium range.


0.50%1.00%1.50%2.00%0.14%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with BIL

SPDR Barclays 1-3 Month T-Bill ETF

Popular comparisons: BIL vs. SGOV, BIL vs. SHV, BIL vs. TFLO, BIL vs. SHY, BIL vs. SCHO, BIL vs. SPTS, BIL vs. GBIL, BIL vs. BSV, BIL vs. LTPZ, BIL vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR Barclays 1-3 Month T-Bill ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%250.00%OctoberNovemberDecember2024FebruaryMarch
18.03%
242.99%
BIL (SPDR Barclays 1-3 Month T-Bill ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR Barclays 1-3 Month T-Bill ETF had a return of 1.29% year-to-date (YTD) and 5.21% in the last 12 months. Over the past 10 years, SPDR Barclays 1-3 Month T-Bill ETF had an annualized return of 1.22%, while the S&P 500 had an annualized return of 10.96%, indicating that SPDR Barclays 1-3 Month T-Bill ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.29%10.04%
1 month0.49%3.53%
6 months2.68%22.79%
1 year5.21%32.16%
5 years (annualized)1.88%13.15%
10 years (annualized)1.22%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.43%0.44%
20230.50%0.40%0.43%0.47%0.43%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for SPDR Barclays 1-3 Month T-Bill ETF (BIL) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BIL
SPDR Barclays 1-3 Month T-Bill ETF
18.88
^GSPC
S&P 500
2.76

Sharpe Ratio

The current SPDR Barclays 1-3 Month T-Bill ETF Sharpe ratio is 18.88. A Sharpe ratio of 3.0 or higher is considered excellent.


Rolling 12-month Sharpe Ratio0.005.0010.0015.0020.00OctoberNovemberDecember2024FebruaryMarch
18.88
2.76
BIL (SPDR Barclays 1-3 Month T-Bill ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR Barclays 1-3 Month T-Bill ETF granted a 5.09% dividend yield in the last twelve months. The annual payout for that period amounted to $4.67 per share.


PeriodTTM20232022202120202019201820172016
Dividend$4.67$4.50$1.24$0.00$0.28$1.87$1.52$0.63$0.06

Dividend yield

5.09%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR Barclays 1-3 Month T-Bill ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.41
2023$0.00$0.34$0.26$0.37$0.35$0.37$0.37$0.39$0.40$0.39$0.41$0.84
2022$0.00$0.00$0.02$0.00$0.00$0.03$0.05$0.10$0.14$0.16$0.21$0.53
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.11$0.10$0.05$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.18$0.17$0.18$0.17$0.18$0.17$0.15$0.17$0.14$0.14$0.23
2018$0.00$0.09$0.08$0.11$0.11$0.13$0.13$0.13$0.14$0.15$0.15$0.32
2017$0.00$0.03$0.02$0.03$0.03$0.05$0.05$0.06$0.07$0.06$0.07$0.15
2016$0.06

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
BIL (SPDR Barclays 1-3 Month T-Bill ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR Barclays 1-3 Month T-Bill ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SPDR Barclays 1-3 Month T-Bill ETF was 0.77%, occurring on Oct 17, 2008. Recovery took 61 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-0.77%Sep 30, 200814Oct 17, 200861Jan 15, 200975
-0.63%Sep 18, 20082Sep 19, 20086Sep 29, 20088
-0.45%Jan 16, 20091737Dec 9, 2015410Jul 27, 20172147
-0.24%Aug 21, 20075Aug 27, 20078Sep 7, 200713
-0.21%Mar 23, 2020480Feb 14, 2022116Aug 2, 2022596

Volatility

Volatility Chart

The current SPDR Barclays 1-3 Month T-Bill ETF volatility is 0.08%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
0.08%
2.82%
BIL (SPDR Barclays 1-3 Month T-Bill ETF)
Benchmark (^GSPC)