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BIL vs. BILZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIL vs. BILZ - 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 PIMCO Ultra Short Government Active Exchange-Traded Fund (BILZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with BIL having a 1.49% return and BILZ slightly lower at 1.47%.


BIL

1D
0.02%
1M
0.28%
YTD
1.49%
6M
1.77%
1Y
3.87%
3Y*
4.64%
5Y*
3.41%
10Y*
2.18%

BILZ

1D
0.00%
1M
0.28%
YTD
1.47%
6M
1.76%
1Y
3.91%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIL vs. BILZ - Yearly Performance Comparison


2026 (YTD)202520242023
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.49%4.15%5.19%2.76%
BILZ
PIMCO Ultra Short Government Active Exchange-Traded Fund
1.47%4.21%5.25%2.33%

Correlation

The correlation between BIL and BILZ is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2023

0.48

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Return for Risk

BIL vs. BILZ — 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

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

BIL vs. BILZ - 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 PIMCO Ultra Short Government Active Exchange-Traded Fund (BILZ). 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.


BILBILZDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+48.91

Omega ratioGain probability vs. loss probability

87.91

53.31

+34.60

Calmar ratioReturn relative to maximum drawdown

355.35

198.55

+156.81

Martin ratioReturn relative to average drawdown

2,817.77

2,000.92

+816.85

BIL vs. BILZ - Sharpe Ratio Comparison

The current BIL Sharpe Ratio is 19.71, which is comparable to the BILZ Sharpe Ratio of 19.09. The chart below compares the historical Sharpe Ratios of BIL and BILZ, 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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Sharpe Ratios by Period


BILBILZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

19.71

19.09

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

13.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.52

Sharpe Ratio (All Time)

Calculated using the full available price history

2.78

10.48

-7.70

Drawdowns

BIL vs. BILZ - Drawdown Comparison

The maximum BIL drawdown since its inception was -0.78%, which is greater than BILZ's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for BIL and BILZ.


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Drawdown Indicators


BILBILZDifference

Max Drawdown

Largest peak-to-trough decline

-0.78%

-0.52%

-0.26%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-0.02%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.26%

-0.01%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.00%

0.00%

Volatility

BIL vs. BILZ - Volatility Comparison

The current volatility for SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) is 0.05%, while PIMCO Ultra Short Government Active Exchange-Traded Fund (BILZ) has a volatility of 0.07%. This indicates that BIL experiences smaller price fluctuations and is considered to be less risky than BILZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BILBILZDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

0.07%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

0.14%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

0.21%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.26%

0.43%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.26%

0.43%

-0.17%

BIL vs. BILZ - Expense Ratio Comparison

Both BIL and BILZ have an expense ratio of 0.14%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

BIL vs. BILZ - Dividend Comparison

BIL's dividend yield for the trailing twelve months is around 3.86%, less than BILZ's 4.07% yield.


PositionTTM2025202420232022202120202019201820172016
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%
BILZ
PIMCO Ultra Short Government Active Exchange-Traded Fund
4.07%4.19%4.95%2.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BIL and BILZ have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BILZ has higher volatility (0.07%) compared to BIL (0.05%). In terms of maximum drawdown, BIL dropped -0.78% vs BILZ's -0.52%.

On 1-year performance, BILZ leads with 3.91% vs 3.87% for BIL. Both ETFs have the same 0.14% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BILZ has performed better with a 3.91% return vs 3.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIL and BILZ have the same expense ratio: 0.14% per year.

BILZ has the higher dividend yield at 4.07%, compared with 3.86% for BIL.

BIL is categorized as Government Bonds, while BILZ is Ultrashort Bond. They also come from different issuers: State Street and PIMCO.

BIL currently has the higher Sharpe Ratio (19.71 vs 19.09), 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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