PortfoliosLab logo

SPDR Barclays 1-3 Month T-Bill ETF (BIL)

ETF · Currency in USD
ISIN
US78468R6633
CUSIP
78464A680
Issuer
State Street
Inception Date
May 25, 2007
Region
North America (U.S.)
Category
Government Bonds
Expense Ratio
0.14%
Index Tracked
Barclays Capital U.S. 1-3 Month Treasury Bill Index
ETF Home Page
www.ssga.com
Asset Class
Bond

BILPrice Chart


Chart placeholderClick Calculate to get results

BILPerformance

The chart shows the growth of $10,000 invested in SPDR Barclays 1-3 Month T-Bill ETF on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $10,454 for a total return of roughly 4.54%. All prices are adjusted for splits and dividends.


BIL (SPDR Barclays 1-3 Month T-Bill ETF)
Benchmark (S&P 500)

BILReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-0.02%-3.97%
1M-0.03%-0.94%
6M-0.05%7.48%
1Y-0.12%21.47%
5Y0.94%15.05%
10Y0.45%13.31%

BILMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

BILSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current SPDR Barclays 1-3 Month T-Bill ETF Sharpe ratio is -0.86. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


BIL (SPDR Barclays 1-3 Month T-Bill ETF)
Benchmark (S&P 500)

BILDividends

SPDR Barclays 1-3 Month T-Bill ETF granted a 0.00% dividend yield in the last twelve months, as of Jan 19, 2022. The annual payout for that period amounted to $0.00 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$0.00$0.00$0.28$1.87$1.52$0.63$0.06$0.00$0.00$0.00$0.00$0.00$0.00

Dividend yield

0.00%0.00%0.30%2.05%1.70%0.71%0.07%0.00%0.00%0.00%0.00%0.00%0.00%

BILDrawdowns Chart

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


BIL (SPDR Barclays 1-3 Month T-Bill ETF)
Benchmark (S&P 500)

BILWorst Drawdowns

The table below shows the maximum drawdowns of the SPDR Barclays 1-3 Month T-Bill ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the SPDR Barclays 1-3 Month T-Bill ETF is 0.43%, recorded on Feb 1, 2016. It took 366 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-0.43%Feb 17, 20101500Feb 1, 2016366Jul 14, 20171866
-0.2%Mar 23, 2020457Jan 11, 2022
-0.04%Sep 5, 20171Sep 5, 20171Sep 6, 20172
-0.04%Feb 1, 20102Feb 2, 20101Feb 3, 20103
-0.02%Oct 16, 20171Oct 16, 20174Oct 20, 20175
-0.02%Jan 14, 20101Jan 14, 20108Jan 27, 20109
-0.02%Jul 28, 20171Jul 28, 20172Aug 1, 20173
-0.02%Aug 25, 20171Aug 25, 20171Aug 28, 20172
-0.02%Nov 9, 20171Nov 9, 20171Nov 10, 20172
-0.02%Nov 2, 20171Nov 2, 20172Nov 6, 20173

BILVolatility Chart

Current SPDR Barclays 1-3 Month T-Bill ETF volatility is 0.17%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


BIL (SPDR Barclays 1-3 Month T-Bill ETF)
Benchmark (S&P 500)

Portfolios with SPDR Barclays 1-3 Month T-Bill ETF


Loading data...

More Tools for SPDR Barclays 1-3 Month T-Bill ETF