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BBIB vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBIB vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders U.S. Treasury Bond 3-10 Year ETF (BBIB) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBIB achieves a -0.38% return, which is significantly lower than BIL's 1.67% return.


BBIB

1D
0.12%
1M
0.32%
YTD
-0.38%
6M
-0.23%
1Y
2.74%
3Y*
3.55%
5Y*
10Y*

BIL

1D
0.01%
1M
0.28%
YTD
1.67%
6M
1.76%
1Y
3.84%
3Y*
4.60%
5Y*
3.45%
10Y*
2.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBIB vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023
BBIB
JPMorgan BetaBuilders U.S. Treasury Bond 3-10 Year ETF
-0.38%7.44%1.28%1.38%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.67%4.15%5.19%3.62%

Correlation

The correlation between BBIB and BIL is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.12

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2023

-0.03

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Return for Risk

BBIB vs. BIL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBIB
BBIB Risk / Return Rank: 2323
Overall Rank
BBIB Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
BBIB Sortino Ratio Rank: 2323
Sortino Ratio Rank
BBIB Omega Ratio Rank: 2121
Omega Ratio Rank
BBIB Calmar Ratio Rank: 2222
Calmar Ratio Rank
BBIB Martin Ratio Rank: 2222
Martin Ratio Rank

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

BBIB vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders U.S. Treasury Bond 3-10 Year ETF (BBIB) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


BBIBBILDifference
Sharpe ratioReturn per unit of total volatility

-18.51

Sortino ratioReturn per unit of downside risk

-171.44

Omega ratioGain probability vs. loss probability

1.14

87.16

-86.02

Calmar ratioReturn relative to maximum drawdown

0.98

352.24

-351.26

Martin ratioReturn relative to average drawdown

2.64

2,793.11

-2,790.47

BBIB vs. BIL - Sharpe Ratio Comparison

The current BBIB Sharpe Ratio is 0.81, which is lower than the BIL Sharpe Ratio of 19.32. The chart below compares the historical Sharpe Ratios of BBIB and BIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BBIB vs. BIL - Drawdown Comparison

The maximum BBIB drawdown since its inception was -6.36%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for BBIB and BIL.


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Drawdown Indicators


BBIBBILDifference

Max Drawdown

Largest peak-to-trough decline

-6.36%

-0.78%

-5.58%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-0.01%

-2.79%

Max Drawdown (3Y)

Largest decline over 3 years

-4.31%

-0.01%

-4.30%

Max Drawdown (5Y)

Largest decline over 5 years

-0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

-2.01%

0.00%

-2.01%

Average Drawdown

Average peak-to-trough decline

-1.68%

-0.26%

-1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

0.00%

+1.04%

Volatility

BBIB vs. BIL - Volatility Comparison

JPMorgan BetaBuilders U.S. Treasury Bond 3-10 Year ETF (BBIB) has a higher volatility of 1.06% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that BBIB's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBIBBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

0.07%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

2.50%

0.14%

+2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

3.39%

0.20%

+3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.73%

0.26%

+4.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.73%

0.26%

+4.47%

BBIB vs. BIL - Expense Ratio Comparison

BBIB has a 0.04% expense ratio, which is lower than BIL's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BBIB vs. BIL - Dividend Comparison

BBIB's dividend yield for the trailing twelve months is around 3.91%, more than BIL's 3.85% yield.


PositionTTM2025202420232022202120202019201820172016
BBIB
JPMorgan BetaBuilders U.S. Treasury Bond 3-10 Year ETF
3.91%3.95%3.76%2.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.85%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%

Frequently Asked Questions


BBIB and BIL have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBIB has higher volatility (1.06%) compared to BIL (0.07%). In terms of maximum drawdown, BBIB dropped -6.36% vs BIL's -0.78%.

On 3-year performance, BIL leads with 4.60% vs 3.55% for BBIB. On fees, BBIB is cheaper at 0.04% per year. On volatility, BIL has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BIL has performed better with a 4.60% return vs 3.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBIB is cheaper with a 0.04% expense ratio, compared with 0.14% for BIL.

BBIB has the higher dividend yield at 3.91%, compared with 3.85% for BIL.

BBIB tracks ICE BofA US Treasury Bond (3-10 Y), while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. They also come from different issuers: JPMorgan and State Street. Their fees differ too: 0.04% for BBIB and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.32 vs 0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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