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BIL vs. GBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIL vs. GBTC - 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 Grayscale Bitcoin Trust ETF (GBTC). 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 1.95% return, which is significantly higher than GBTC's -26.20% return. Over the past 10 years, BIL has underperformed GBTC with an annualized return of 2.23%, while GBTC has yielded a comparatively higher 47.82% annualized return.


BIL

1D
0.01%
1M
0.28%
6M
1.77%
YTD
1.95%
1Y
3.79%
3Y*
4.56%
5Y*
3.51%
10Y*
2.23%
ALL TIME*
1.37%

GBTC

1D
1.49%
1M
3.38%
6M
-32.35%
YTD
-26.20%
1Y
-45.38%
3Y*
36.41%
5Y*
14.15%
10Y*
47.82%
ALL TIME*
55.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIL vs. GBTC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.95%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%
GBTC
Grayscale Bitcoin Trust ETF
-26.20%-7.65%113.81%317.61%-75.80%7.03%290.72%106.56%-82.10%1,787.72%

Correlation

The correlation between BIL and GBTC is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.05

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

0.07

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

0.02

Correlation (All Time)
Calculated using the full available price history since May 4, 2015

0.02

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Return for Risk

BIL vs. GBTC — 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

GBTC
GBTC Risk / Return Rank: 22
Overall Rank
GBTC Sharpe Ratio Rank: 11
Sharpe Ratio Rank
GBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
GBTC Omega Ratio Rank: 22
Omega Ratio Rank
GBTC Calmar Ratio Rank: 22
Calmar Ratio Rank
GBTC Martin Ratio Rank: 22
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. GBTC - 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 Grayscale Bitcoin Trust ETF (GBTC). 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.


BILGBTCDifference
Sharpe ratioReturn per unit of total volatility

+20.23

Sortino ratioReturn per unit of downside risk

+154.23

Omega ratioGain probability vs. loss probability

69.15

0.83

+68.32

Calmar ratioReturn relative to maximum drawdown

348.23

-0.85

+349.07

Martin ratioReturn relative to average drawdown

2,469.46

-1.35

+2,470.81

BIL vs. GBTC - Sharpe Ratio Comparison

The current BIL Sharpe Ratio is 19.20, which is higher than the GBTC Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of BIL and GBTC, 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. GBTC - Drawdown Comparison

The maximum BIL drawdown since its inception was -0.78%, smaller than the maximum GBTC drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for BIL and GBTC.


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Drawdown Indicators


BILGBTCDifference

Max Drawdown

Largest peak-to-trough decline

-0.78%

-89.91%

+89.13%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-53.75%

+53.74%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-53.75%

+53.74%

Max Drawdown (5Y)

Largest decline over 5 years

-0.08%

-85.42%

+85.34%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

-89.91%

+89.70%

Current Drawdown

Current decline from peak

0.00%

-48.75%

+48.75%

Average Drawdown

Average peak-to-trough decline

-0.26%

-43.49%

+43.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

33.67%

-33.67%

Volatility

BIL vs. GBTC - Volatility Comparison

The current volatility for SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) is 0.07%, while Grayscale Bitcoin Trust ETF (GBTC) has a volatility of 10.57%. This indicates that BIL experiences smaller price fluctuations and is considered to be less risky than GBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BILGBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.07%

10.57%

-10.50%

Volatility (6M)

Calculated over the trailing 6-month period

0.14%

34.51%

-34.37%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

44.31%

-44.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.26%

61.77%

-61.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.26%

81.37%

-81.11%

BIL vs. GBTC - Expense Ratio Comparison

BIL has a 0.14% expense ratio, which is lower than GBTC's 1.50% expense ratio.


Dividends

BIL vs. GBTC - Dividend Comparison

BIL's dividend yield for the trailing twelve months is around 3.81%, while GBTC has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.81%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%
GBTC
Grayscale Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.61%0.00%

Frequently Asked Questions


BIL and GBTC have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GBTC has higher volatility (10.57%) compared to BIL (0.07%). In terms of maximum drawdown, BIL dropped -0.78% vs GBTC's -89.91%.

On 10-year performance, GBTC leads with 47.82% vs 2.23% for BIL. On fees, BIL is cheaper at 0.14% per year. On volatility, BIL has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GBTC has performed better with a 47.82% return vs 2.23%. 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 1.50% for GBTC.

BIL has the higher dividend yield at 3.81%, compared with 0.00% for GBTC.

BIL is categorized as Government Bonds, while GBTC is Cryptocurrency. BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index, while GBTC tracks CoinDesk Bitcoin Benchmark Rate Index. They also come from different issuers: State Street and Grayscale. Their fees differ too: 0.14% for BIL and 1.50% for GBTC.

BIL currently has the higher Sharpe Ratio (19.20 vs -1.03), 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 GBTC

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