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BIL vs. 4GLD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIL vs. 4GLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) and Xetra-Gold (4GLD.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BIL is traded in USD, while 4GLD.DE is traded in EUR. To make them comparable, the 4GLD.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BIL achieves a 1.60% return, which is significantly higher than 4GLD.DE's -4.13% return. Over the past 10 years, BIL has underperformed 4GLD.DE with an annualized return of 2.20%, while 4GLD.DE has yielded a comparatively higher 12.64% annualized return.


BIL

1D
0.03%
1M
0.32%
YTD
1.60%
6M
1.76%
1Y
3.89%
3Y*
4.63%
5Y*
3.43%
10Y*
2.20%

4GLD.DE

1D
2.82%
1M
-10.21%
YTD
-4.13%
6M
-2.05%
1Y
24.35%
3Y*
29.42%
5Y*
17.54%
10Y*
12.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIL vs. 4GLD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.60%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%
4GLD.DE
Xetra-Gold
-4.13%68.58%26.88%12.78%0.68%-3.06%23.04%18.91%-1.62%12.24%

Correlation

The correlation between BIL and 4GLD.DE is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.00

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

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2009

0.00

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Return for Risk

BIL vs. 4GLD.DE — Risk / Return Rank

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

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

4GLD.DE
4GLD.DE Risk / Return Rank: 3030
Overall Rank
4GLD.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
4GLD.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
4GLD.DE Omega Ratio Rank: 3434
Omega Ratio Rank
4GLD.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
4GLD.DE Martin Ratio Rank: 2828
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.

BIL vs. 4GLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) and Xetra-Gold (4GLD.DE). 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.


BIL4GLD.DEDifference
Sharpe ratioReturn per unit of total volatility

+18.66

Sortino ratioReturn per unit of downside risk

+173.80

Omega ratioGain probability vs. loss probability

88.41

1.19

+87.22

Calmar ratioReturn relative to maximum drawdown

357.44

1.08

+356.37

Martin ratioReturn relative to average drawdown

2,834.34

3.28

+2,831.06

BIL vs. 4GLD.DE - Sharpe Ratio Comparison

The current BIL Sharpe Ratio is 19.63, which is higher than the 4GLD.DE Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of BIL and 4GLD.DE, 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

BIL vs. 4GLD.DE - Drawdown Comparison

The maximum BIL drawdown since its inception was -0.78%, smaller than the maximum 4GLD.DE drawdown of -44.26%. Use the drawdown chart below to compare losses from any high point for BIL and 4GLD.DE.


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Drawdown Indicators


BIL4GLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-0.78%

-44.26%

+43.48%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-22.52%

+22.51%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-22.52%

+22.51%

Max Drawdown (5Y)

Largest decline over 5 years

-0.09%

-22.52%

+22.43%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

-22.52%

+22.31%

Current Drawdown

Current decline from peak

0.00%

-20.33%

+20.33%

Average Drawdown

Average peak-to-trough decline

-0.26%

-17.59%

+17.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

7.40%

-7.40%

Volatility

BIL vs. 4GLD.DE - Volatility Comparison

The current volatility for SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) is 0.06%, while Xetra-Gold (4GLD.DE) has a volatility of 7.56%. This indicates that BIL experiences smaller price fluctuations and is considered to be less risky than 4GLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIL4GLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

7.56%

-7.50%

Volatility (6M)

Calculated over the trailing 6-month period

0.14%

21.74%

-21.60%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

24.91%

-24.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.26%

17.59%

-17.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.26%

15.77%

-15.51%

BIL vs. 4GLD.DE - Expense Ratio Comparison

BIL has a 0.14% expense ratio, which is higher than 4GLD.DE's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BIL vs. 4GLD.DE - Dividend Comparison

BIL's dividend yield for the trailing twelve months is around 3.86%, while 4GLD.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
4GLD.DE
Xetra-Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.86%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%

Frequently Asked Questions


BIL and 4GLD.DE have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 4GLD.DE is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

4GLD.DE is cheaper with a 0.00% expense ratio, compared with 0.14% for BIL.

BIL is categorized as Government Bonds, while 4GLD.DE is Gold. BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index, while 4GLD.DE tracks LBMA Gold Price. They also come from different issuers: State Street and Deutsche Börse Commodities. Their fees differ too: 0.14% for BIL and 0.00% for 4GLD.DE.

Portfolio Optimizer

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