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BIL vs. BSV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BIL and BSV is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

BIL vs. BSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Barclays 1-3 Month T-Bill ETF (BIL) and Vanguard Short-Term Bond ETF (BSV). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
2.46%
2.44%
BIL
BSV

Key characteristics

Sharpe Ratio

BIL:

20.41

BSV:

1.66

Sortino Ratio

BIL:

269.64

BSV:

2.44

Omega Ratio

BIL:

156.68

BSV:

1.31

Calmar Ratio

BIL:

478.35

BSV:

1.40

Martin Ratio

BIL:

4,390.64

BSV:

5.92

Ulcer Index

BIL:

0.00%

BSV:

0.67%

Daily Std Dev

BIL:

0.26%

BSV:

2.40%

Max Drawdown

BIL:

-0.77%

BSV:

-8.54%

Current Drawdown

BIL:

0.00%

BSV:

-1.19%

Returns By Period

In the year-to-date period, BIL achieves a 5.04% return, which is significantly higher than BSV's 3.43% return. Both investments have delivered pretty close results over the past 10 years, with BIL having a 1.60% annualized return and BSV not far behind at 1.59%.


BIL

YTD

5.04%

1M

0.37%

6M

2.50%

1Y

5.21%

5Y*

2.32%

10Y*

1.60%

BSV

YTD

3.43%

1M

0.09%

6M

2.47%

1Y

3.76%

5Y*

1.26%

10Y*

1.59%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BIL vs. BSV - Expense Ratio Comparison

BIL has a 0.14% expense ratio, which is higher than BSV's 0.04% 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%.


BIL
SPDR Barclays 1-3 Month T-Bill ETF
Expense ratio chart for BIL: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
Expense ratio chart for BSV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

BIL vs. BSV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Barclays 1-3 Month T-Bill ETF (BIL) and Vanguard Short-Term Bond ETF (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.


Sharpe ratio
The chart of Sharpe ratio for BIL, currently valued at 20.41, compared to the broader market0.002.004.0020.411.66
The chart of Sortino ratio for BIL, currently valued at 269.64, compared to the broader market-2.000.002.004.006.008.0010.00269.642.44
The chart of Omega ratio for BIL, currently valued at 156.68, compared to the broader market0.501.001.502.002.503.00156.681.31
The chart of Calmar ratio for BIL, currently valued at 478.35, compared to the broader market0.005.0010.0015.00478.351.40
The chart of Martin ratio for BIL, currently valued at 4390.64, compared to the broader market0.0020.0040.0060.0080.00100.004,390.645.92
BIL
BSV

The current BIL Sharpe Ratio is 20.41, which is higher than the BSV Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of BIL and BSV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.005.0010.0015.0020.00JulyAugustSeptemberOctoberNovemberDecember
20.41
1.66
BIL
BSV

Dividends

BIL vs. BSV - Dividend Comparison

BIL's dividend yield for the trailing twelve months is around 5.04%, more than BSV's 3.32% yield.


TTM20232022202120202019201820172016201520142013
BIL
SPDR Barclays 1-3 Month T-Bill ETF
5.04%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%0.00%0.00%
BSV
Vanguard Short-Term Bond ETF
3.32%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.49%1.40%1.45%1.48%

Drawdowns

BIL vs. BSV - Drawdown Comparison

The maximum BIL drawdown since its inception was -0.77%, 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. For additional features, visit the drawdowns tool.


-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-1.19%
BIL
BSV

Volatility

BIL vs. BSV - Volatility Comparison

The current volatility for SPDR Barclays 1-3 Month T-Bill ETF (BIL) is 0.05%, while Vanguard Short-Term Bond ETF (BSV) has a volatility of 0.56%. 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.


0.00%0.20%0.40%0.60%0.80%1.00%JulyAugustSeptemberOctoberNovemberDecember
0.05%
0.56%
BIL
BSV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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