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BIL vs. IBTJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIL vs. IBTJ - 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 iShares iBonds Dec 2029 Term Treasury ETF (IBTJ). 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 1.60% return, which is significantly higher than IBTJ's 0.04% return.


BIL

1D
0.03%
1M
0.27%
YTD
1.60%
6M
1.76%
1Y
3.85%
3Y*
4.63%
5Y*
3.43%
10Y*
2.20%

IBTJ

1D
-0.09%
1M
0.36%
YTD
0.04%
6M
0.37%
1Y
3.40%
3Y*
3.81%
5Y*
-0.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIL vs. IBTJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.60%4.15%5.19%4.94%1.40%-0.10%0.15%
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
0.04%6.89%1.82%4.49%-12.45%-3.57%4.03%

Correlation

The correlation between BIL and IBTJ 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

0.00

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

0.05

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2020

0.03

The correlation between BIL and IBTJ shifts across timeframes, from -0.08 (1 year) to 0.05 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BIL vs. IBTJ — 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

IBTJ
IBTJ Risk / Return Rank: 4545
Overall Rank
IBTJ Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IBTJ Sortino Ratio Rank: 5050
Sortino Ratio Rank
IBTJ Omega Ratio Rank: 4444
Omega Ratio Rank
IBTJ Calmar Ratio Rank: 4646
Calmar Ratio Rank
IBTJ Martin Ratio Rank: 3939
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. IBTJ - 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 iShares iBonds Dec 2029 Term Treasury ETF (IBTJ). 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.


BILIBTJDifference
Sharpe ratioReturn per unit of total volatility

+18.24

Sortino ratioReturn per unit of downside risk

+172.99

Omega ratioGain probability vs. loss probability

88.41

1.25

+87.16

Calmar ratioReturn relative to maximum drawdown

357.44

2.02

+355.42

Martin ratioReturn relative to average drawdown

2,834.34

5.49

+2,828.84

BIL vs. IBTJ - Sharpe Ratio Comparison

The current BIL Sharpe Ratio is 19.63, which is higher than the IBTJ Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of BIL and IBTJ, 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. IBTJ - Drawdown Comparison

The maximum BIL drawdown since its inception was -0.78%, smaller than the maximum IBTJ drawdown of -20.19%. Use the drawdown chart below to compare losses from any high point for BIL and IBTJ.


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Drawdown Indicators


BILIBTJDifference

Max Drawdown

Largest peak-to-trough decline

-0.78%

-20.19%

+19.41%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-1.62%

+1.61%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-4.43%

+4.42%

Max Drawdown (5Y)

Largest decline over 5 years

-0.09%

-17.21%

+17.12%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

0.00%

-6.17%

+6.17%

Average Drawdown

Average peak-to-trough decline

-0.26%

-9.71%

+9.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.59%

-0.59%

Volatility

BIL vs. IBTJ - Volatility Comparison

The current volatility for SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) is 0.06%, while iShares iBonds Dec 2029 Term Treasury ETF (IBTJ) has a volatility of 0.69%. This indicates that BIL experiences smaller price fluctuations and is considered to be less risky than IBTJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BILIBTJDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

0.69%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

0.14%

1.58%

-1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

2.36%

-2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.26%

5.73%

-5.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.26%

5.98%

-5.72%

BIL vs. IBTJ - Expense Ratio Comparison

BIL has a 0.14% expense ratio, which is higher than IBTJ's 0.07% 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. IBTJ - Dividend Comparison

BIL's dividend yield for the trailing twelve months is around 3.86%, more than IBTJ's 3.80% 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%
IBTJ
iShares iBonds Dec 2029 Term Treasury ETF
3.80%3.78%3.95%3.48%1.86%0.74%0.61%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BIL and IBTJ 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.

IBTJ has higher volatility (0.69%) compared to BIL (0.06%). In terms of maximum drawdown, BIL dropped -0.78% vs IBTJ's -20.19%.

On 5-year performance, BIL leads with 3.43% vs -0.15% for IBTJ. On fees, IBTJ is cheaper at 0.07% 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 5-year period, BIL has performed better with a 3.43% return vs -0.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBTJ is cheaper with a 0.07% expense ratio, compared with 0.14% for BIL.

BIL has the higher dividend yield at 3.86%, compared with 3.80% for IBTJ.

BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index, while IBTJ tracks ICE 2029 Maturity US Treasury Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.14% for BIL and 0.07% for IBTJ.

BIL currently has the higher Sharpe Ratio (19.63 vs 1.39), 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

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