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ISIN
US78468R5239
Inception Date
Sep 24, 2020
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Bloomberg 3-12 Month U.S. Treasury Bill Index
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$4B

Share Price Chart


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Performance

BILS Performance Chart

SPDR Bloomberg 3-12 Month T-Bill ETF (BILS) is up 1.6% since the beginning of the year. BILS is currently trading at $99 per share. Investors who bought $1,000 worth of BILS shares 5 years ago would now be looking at an investment worth $1,178.


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S&P 500 Index

Returns By Period

SPDR Bloomberg 3-12 Month T-Bill ETF (BILS) has returned 1.57% so far this year and 3.84% over the past 12 months.


SPDR Bloomberg 3-12 Month T-Bill ETF

1D
0.00%
1M
0.24%
YTD
1.57%
6M
1.66%
1Y
3.84%
3Y*
4.61%
5Y*
3.33%
10Y*

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BILS Monthly Returns History

Based on dividend-adjusted daily data since Sep 24, 2020, BILS's average daily return is +0.01%, while the average monthly return is +0.23%. At this rate, an investment would double in approximately 25.1 years.

Historically, 76% of months were positive and 24% were negative. The best month was Nov 2023 with a return of +0.5%, while the worst month was Jun 2022 at -0.1%. The longest winning streak lasted 48 consecutive months, and the longest losing streak was 7 months.

On a daily basis, BILS closed higher 60% of trading days. The best single day was Mar 13, 2023 with a return of +0.2%, while the worst single day was Jun 13, 2022 at -0.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.27%0.26%0.26%0.28%0.30%0.17%1.57%
20250.37%0.32%0.34%0.36%0.29%0.34%0.32%0.44%0.37%0.33%0.30%0.38%4.23%
20240.41%0.36%0.40%0.38%0.45%0.41%0.51%0.50%0.50%0.33%0.38%0.41%5.17%
20230.28%0.31%0.50%0.29%0.29%0.45%0.39%0.46%0.40%0.46%0.52%0.46%4.92%
2022-0.08%-0.02%-0.05%-0.02%0.08%-0.08%0.03%0.10%0.13%0.09%0.30%0.41%0.90%
20210.01%0.00%0.00%-0.01%-0.01%-0.01%0.00%-0.01%0.00%-0.01%-0.01%-0.01%-0.08%

Benchmark Metrics

SPDR Bloomberg 3-12 Month T-Bill ETF has an annualized alpha of 2.90%, beta of 0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since September 24, 2020.

  • This ETF captured 5.03% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -7.12%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.00 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.90%
Beta
0.00
0.00
Upside Capture
5.03%
Downside Capture
-7.12%

Expense Ratio

BILS has an expense ratio of 0.14%, which is considered low.


Return for Risk

Risk / Return Rank

BILS ranks 100 for risk / return — in the top 100% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


BILS Risk / Return Rank: 100100
Overall Rank
BILS Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BILS Sortino Ratio Rank: 100100
Sortino Ratio Rank
BILS Omega Ratio Rank: 100100
Omega Ratio Rank
BILS Calmar Ratio Rank: 100100
Calmar Ratio Rank
BILS Martin Ratio Rank: 100100
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for SPDR Bloomberg 3-12 Month T-Bill ETF (BILS) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BILSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+14.86

Sortino ratioReturn per unit of downside risk

+85.26

Omega ratioGain probability vs. loss probability

34.24

1.32

+32.92

Calmar ratioReturn relative to maximum drawdown

127.82

2.46

+125.36

Martin ratioReturn relative to average drawdown

1,285.26

10.92

+1,274.34

Dividends

Dividend History

SPDR Bloomberg 3-12 Month T-Bill ETF provided a 3.81% dividend yield over the last twelve months, with an annual payout of $3.78 per share.


2.00%3.00%4.00%5.00%$0.00$1.00$2.00$3.00$4.00$5.002022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$3.78$4.05$4.97$4.94$1.60

Dividend yield

3.81%4.08%5.01%4.98%1.61%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR Bloomberg 3-12 Month T-Bill ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.30$0.27$0.29$0.29$0.30$1.46
2025$0.00$0.37$0.32$0.35$0.34$0.35$0.33$0.35$0.35$0.33$0.33$0.64$4.05
2024$0.00$0.45$0.40$0.43$0.42$0.43$0.42$0.44$0.43$0.41$0.40$0.74$4.97
2023$0.00$0.42$0.34$0.39$0.38$0.40$0.41$0.43$0.43$0.43$0.45$0.87$4.94
2022$0.07$0.11$0.13$0.17$0.20$0.28$0.64$1.60

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR Bloomberg 3-12 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 Bloomberg 3-12 Month T-Bill ETF was 0.41%, occurring on Jun 14, 2022. Recovery took 74 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-0.41%Jun 2022
1y 4mo3mo 17d
1y 7moFeb 2021 - Sep 2022
Bear market2022
-0.08%Oct 2022
8d8d
16dOct 2022 - Oct 2022
2023 pullback2023
-0.07%Mar 2023
1d2d
3dMar 2023 - Mar 2023
2024 pullback2024
-0.04%Feb 2024
0s5d
5dFeb 2024 - Feb 2024
2023 pullback2023
-0.04%Apr 2023
0s3d
3dApr 2023 - Apr 2023

Drawdown Indicators


BILSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-0.41%

-56.78%

+56.37%

Max Drawdown (1Y)

Largest decline over 1 year

-0.03%

-9.10%

+9.07%

Max Drawdown (3Y)

Largest decline over 3 years

-0.04%

-18.90%

+18.86%

Max Drawdown (5Y)

Largest decline over 5 years

-0.37%

-25.43%

+25.06%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-3.21%

+3.21%

Average Drawdown

Average peak-to-trough decline

-0.04%

-10.71%

+10.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.04%

-2.04%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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