PortfoliosLab logoPortfoliosLab logo
BIL vs. BWX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIL vs. BWX - 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 SPDR Bloomberg Barclays International Treasury Bond ETF (BWX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BIL achieves a 1.60% return, which is significantly higher than BWX's -1.69% return. Over the past 10 years, BIL has outperformed BWX with an annualized return of 2.20%, while BWX has yielded a comparatively lower -1.24% 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%

BWX

1D
0.00%
1M
-0.57%
YTD
-1.69%
6M
-1.37%
1Y
-3.77%
3Y*
1.14%
5Y*
-4.44%
10Y*
-1.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIL vs. BWX - 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%
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
-1.69%7.67%-5.93%5.10%-19.72%-8.67%9.50%5.58%-1.85%9.93%

Correlation

The correlation between BIL and BWX is -0.17, 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

-0.17

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

-0.05

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

0.02

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2007

0.01

The correlation between BIL and BWX shifts across timeframes, from -0.17 (1 year) to 0.02 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

BIL vs. BWX — 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

BWX
BWX Risk / Return Rank: 55
Overall Rank
BWX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BWX Sortino Ratio Rank: 55
Sortino Ratio Rank
BWX Omega Ratio Rank: 55
Omega Ratio Rank
BWX Calmar Ratio Rank: 44
Calmar Ratio Rank
BWX Martin Ratio Rank: 44
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. BWX - 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 SPDR Bloomberg Barclays International Treasury Bond ETF (BWX). 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.


BILBWXDifference
Sharpe ratioReturn per unit of total volatility

+20.12

Sortino ratioReturn per unit of downside risk

+175.83

Omega ratioGain probability vs. loss probability

88.41

0.93

+87.48

Calmar ratioReturn relative to maximum drawdown

357.44

-0.61

+358.06

Martin ratioReturn relative to average drawdown

2,834.34

-1.21

+2,835.55

BIL vs. BWX - Sharpe Ratio Comparison

The current BIL Sharpe Ratio is 19.63, which is higher than the BWX Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of BIL and BWX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BIL vs. BWX - Drawdown Comparison

The maximum BIL drawdown since its inception was -0.78%, smaller than the maximum BWX drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for BIL and BWX.


Loading charts...

Drawdown Indicators


BILBWXDifference

Max Drawdown

Largest peak-to-trough decline

-0.78%

-34.05%

+33.27%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-6.16%

+6.15%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-10.22%

+10.21%

Max Drawdown (5Y)

Largest decline over 5 years

-0.09%

-30.95%

+30.86%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

-34.05%

+33.84%

Current Drawdown

Current decline from peak

0.00%

-23.81%

+23.81%

Average Drawdown

Average peak-to-trough decline

-0.26%

-10.06%

+9.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

3.13%

-3.13%

Volatility

BIL vs. BWX - Volatility Comparison

The current volatility for SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) is 0.06%, while SPDR Bloomberg Barclays International Treasury Bond ETF (BWX) has a volatility of 2.49%. This indicates that BIL experiences smaller price fluctuations and is considered to be less risky than BWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BILBWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

2.49%

-2.43%

Volatility (6M)

Calculated over the trailing 6-month period

0.14%

5.91%

-5.77%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

7.78%

-7.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.26%

9.70%

-9.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.26%

8.67%

-8.41%

BIL vs. BWX - Expense Ratio Comparison

BIL has a 0.14% expense ratio, which is lower than BWX's 0.35% expense ratio.


Dividends

BIL vs. BWX - Dividend Comparison

BIL's dividend yield for the trailing twelve months is around 3.86%, more than BWX's 2.37% 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%
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
2.37%2.19%1.99%1.63%1.23%0.93%0.95%1.16%1.07%0.46%0.00%

Frequently Asked Questions


BIL and BWX have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BWX has higher volatility (2.49%) compared to BIL (0.06%). In terms of maximum drawdown, BIL dropped -0.78% vs BWX's -34.05%.

On 10-year performance, BIL leads with 2.20% vs -1.24% for BWX. On fees, BIL is cheaper at 0.14% per year. On volatility, BIL has been the lower-risk option at 0.06%. 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 2.20% return vs -1.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIL is cheaper with a 0.14% expense ratio, compared with 0.35% for BWX.

BIL has the higher dividend yield at 3.86%, compared with 2.37% for BWX.

BIL is categorized as Government Bonds, while BWX is International Government Bonds. BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index, while BWX tracks Bloomberg Global Treasury x US Capped (Inception 8/31/2007). Their fees differ too: 0.14% for BIL and 0.35% for BWX.

BIL currently has the higher Sharpe Ratio (19.63 vs -0.49), 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 BWX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer