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BIL vs. BSV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIL vs. BSV - 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 Vanguard Short-Term Bond Index Fund ETF Shares (BSV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BIL achieves a 1.49% return, which is significantly higher than BSV's 0.29% return. Over the past 10 years, BIL has outperformed BSV with an annualized return of 2.18%, while BSV has yielded a comparatively lower 1.95% annualized return.


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%

BSV

1D
-0.08%
1M
0.06%
YTD
0.29%
6M
0.52%
1Y
3.68%
3Y*
4.41%
5Y*
1.62%
10Y*
1.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIL vs. BSV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.49%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.29%6.00%3.78%4.90%-5.49%-1.09%4.70%4.98%1.34%1.20%

Correlation

The correlation between BIL and BSV is -0.08, 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

-0.08

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

0.02

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

0.09

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

0.07

Correlation (All Time)
Calculated using the full available price history since May 31, 2007

0.07

The correlation between BIL and BSV shifts across timeframes, from -0.08 (1 year) to 0.09 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BIL vs. BSV — 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

BSV
BSV Risk / Return Rank: 6161
Overall Rank
BSV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 7171
Sortino Ratio Rank
BSV Omega Ratio Rank: 6363
Omega Ratio Rank
BSV Calmar Ratio Rank: 5757
Calmar Ratio Rank
BSV Martin Ratio Rank: 5757
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. BSV - 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 Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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.


BILBSVDifference
Sharpe ratioReturn per unit of total volatility

+17.66

Sortino ratioReturn per unit of downside risk

+170.87

Omega ratioGain probability vs. loss probability

87.91

1.39

+86.52

Calmar ratioReturn relative to maximum drawdown

355.35

2.87

+352.48

Martin ratioReturn relative to average drawdown

2,817.77

10.07

+2,807.70

BIL vs. BSV - Sharpe Ratio Comparison

The current BIL Sharpe Ratio is 19.71, which is higher than the BSV Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of BIL and BSV, 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


BILBSVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

19.71

2.05

+17.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

13.16

0.60

+12.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.52

0.83

+7.70

Sharpe Ratio (All Time)

Calculated using the full available price history

2.78

0.85

+1.92

Drawdowns

BIL vs. BSV - Drawdown Comparison

The maximum BIL drawdown since its inception was -0.78%, smaller than the maximum BSV drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for BIL and BSV.


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Drawdown Indicators


BILBSVDifference

Max Drawdown

Largest peak-to-trough decline

-0.78%

-8.54%

+7.76%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-1.29%

+1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-1.53%

+1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-0.10%

-8.54%

+8.44%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

-8.54%

+8.33%

Current Drawdown

Current decline from peak

0.00%

-0.63%

+0.63%

Average Drawdown

Average peak-to-trough decline

-0.26%

-0.97%

+0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.37%

-0.37%

Volatility

BIL vs. BSV - Volatility Comparison

The current volatility for SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) is 0.05%, while Vanguard Short-Term Bond Index Fund ETF Shares (BSV) has a volatility of 0.52%. This indicates that BIL experiences smaller price fluctuations and is considered to be less risky than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BILBSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

0.52%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

1.26%

-1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

1.81%

-1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.26%

2.72%

-2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.26%

2.37%

-2.11%

BIL vs. BSV - Expense Ratio Comparison

BIL has a 0.14% expense ratio, which is higher than BSV's 0.03% 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. BSV - Dividend Comparison

BIL's dividend yield for the trailing twelve months is around 3.86%, less than BSV's 4.00% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
4.00%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%

Frequently Asked Questions


BIL and BSV have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSV has higher volatility (0.52%) compared to BIL (0.05%). In terms of maximum drawdown, BIL dropped -0.78% vs BSV's -8.54%.

On 10-year performance, BIL leads with 2.18% vs 1.95% for BSV. On fees, BSV is cheaper at 0.03% per year. On volatility, BIL has been the lower-risk option at 0.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BIL has performed better with a 2.18% return vs 1.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSV is cheaper with a 0.03% expense ratio, compared with 0.14% for BIL.

BSV has the higher dividend yield at 4.00%, compared with 3.86% for BIL.

BIL is categorized as Government Bonds, while BSV is Short-Term Bond. BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index, while BSV tracks Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.14% for BIL and 0.03% for BSV.

BIL currently has the higher Sharpe Ratio (19.71 vs 2.05), 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.

Portfolio Optimizer

Find the right allocation for BIL and BSV

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