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

ETF · Currency in USD · Last updated Nov 30, 2022

BIL is a passive ETF by State Street tracking the investment results of the Barclays Capital U.S. 1-3 Month Treasury Bill Index. BIL launched on May 25, 2007 and has a 0.14% expense ratio.

ETF Info

ISINUS78468R6633
CUSIP78464A680
IssuerState Street
Inception DateMay 25, 2007
RegionNorth America (U.S.)
CategoryGovernment Bonds
Expense Ratio0.14%
Index TrackedBarclays Capital U.S. 1-3 Month Treasury Bill Index
ETF Home Pagewww.ssga.com
Asset ClassBond

Trading Data

Previous Close$91.67
Year Range$90.70 - $91.67
EMA (50)$91.40
EMA (200)$91.05
Average Volume$6.45M

BILShare Price Chart


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BILPerformance

The chart shows the growth of $10,000 invested in SPDR Barclays 1-3 Month T-Bill ETF in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $10,565 for a total return of roughly 5.65%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovember
0.97%
-5.25%
BIL (SPDR Barclays 1-3 Month T-Bill ETF)
Benchmark (^GSPC)

BILCompare to other instruments

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

Popular comparisons: BIL vs. SGOV, BIL vs. SHV, BIL vs. SHY, BIL vs. VOO

BILReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M0.31%1.45%
6M0.98%-4.82%
YTD1.04%-16.96%
1Y1.04%-13.86%
5Y1.04%8.56%
10Y0.56%10.84%

BILMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-0.00%-0.02%0.05%-0.01%0.03%0.08%0.04%0.19%0.21%0.16%0.32%
20210.00%-0.01%-0.01%0.00%-0.01%-0.02%-0.01%-0.01%0.01%-0.01%-0.02%0.00%
20200.12%0.12%0.20%-0.02%-0.02%-0.00%0.01%-0.00%-0.02%0.01%-0.01%0.00%
20190.17%0.19%0.17%0.19%0.21%0.18%0.18%0.17%0.16%0.16%0.11%0.11%
20180.13%0.08%0.13%0.10%0.15%0.15%0.14%0.16%0.14%0.17%0.19%0.18%
20170.04%0.05%-0.02%0.08%0.01%0.10%0.03%0.11%0.07%0.07%0.05%0.07%
20160.02%0.00%0.00%0.04%0.00%-0.02%0.04%0.00%0.02%0.02%-0.04%0.02%
2015-0.02%0.00%0.00%-0.02%-0.02%0.00%-0.00%0.00%-0.04%-0.02%0.02%-0.02%
20140.00%0.02%-0.02%-0.00%-0.00%-0.02%-0.02%0.02%0.00%-0.02%0.00%-0.02%
2013-0.00%-0.00%-0.00%-0.02%0.02%-0.02%-0.00%-0.00%-0.02%-0.02%-0.02%-0.00%
2012-0.02%0.02%-0.02%0.02%0.00%-0.04%-0.00%0.01%-0.01%0.02%-0.02%0.00%
20110.00%0.00%-0.00%0.00%0.01%0.01%0.00%0.00%-0.02%-0.04%0.02%-0.02%
20100.04%-0.02%0.00%-0.04%0.04%0.02%-0.04%0.00%0.00%0.02%-0.00%-0.02%

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 4.56. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovember
4.56
-0.63
BIL (SPDR Barclays 1-3 Month T-Bill ETF)
Benchmark (^GSPC)

BILDividend History

SPDR Barclays 1-3 Month T-Bill ETF granted a 0.77% dividend yield in the last twelve months. The annual payout for that period amounted to $0.70 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$0.70$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

0.77%0.00%0.30%2.07%1.71%0.72%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember0
-17.49%
BIL (SPDR Barclays 1-3 Month T-Bill ETF)
Benchmark (^GSPC)

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 Jan 14, 2016. It took 377 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-0.43%Jun 14, 20101408Jan 14, 2016377Jul 14, 20171785
-0.21%Mar 23, 2020480Feb 14, 2022116Aug 2, 2022596
-0.07%Feb 17, 20101Feb 17, 201069May 26, 201070
-0.04%Sep 5, 20171Sep 5, 20171Sep 6, 20172
-0.04%Feb 1, 20102Feb 2, 20101Feb 3, 20103
-0.04%May 27, 20101May 27, 20103Jun 2, 20104
-0.04%Jun 3, 20101Jun 3, 20101Jun 4, 20102
-0.03%Oct 3, 20221Oct 3, 20221Oct 4, 20222
-0.03%Jun 7, 20101Jun 7, 20101Jun 8, 20102
-0.02%Sep 14, 20171Sep 14, 20173Sep 19, 20174

BILVolatility Chart

Current SPDR Barclays 1-3 Month T-Bill ETF volatility is 0.20%. 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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovember
0.20%
13.39%
BIL (SPDR Barclays 1-3 Month T-Bill ETF)
Benchmark (^GSPC)

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


Portfolio NameYTD Return10Y ReturnDiv. Yield10Y VolatilityMax. DrawdownSharpe RatioExpense Ratio
7Twelve Portfolio-12.24%4.83%2.43%11.35%-25.70%-0.640.14%
Bob Clyatt Sandwich Portfolio-15.85%6.64%1.99%11.70%-25.34%-0.790.17%