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BIL vs. INDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIL vs. INDA - 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 MSCI India ETF (INDA). 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 INDA's -10.58% return. Over the past 10 years, BIL has underperformed INDA with an annualized return of 2.20%, while INDA has yielded a comparatively higher 7.09% annualized return.


BIL

1D
0.03%
1M
0.29%
YTD
1.60%
6M
1.76%
1Y
3.85%
3Y*
4.63%
5Y*
3.43%
10Y*
2.20%

INDA

1D
1.13%
1M
-0.06%
YTD
-10.58%
6M
-9.05%
1Y
-10.57%
3Y*
4.51%
5Y*
2.79%
10Y*
7.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIL vs. INDA - 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%
INDA
iShares MSCI India ETF
-10.58%2.68%8.63%17.16%-8.94%21.36%14.83%6.49%-6.67%36.08%

Correlation

The correlation between BIL and INDA is -0.07, 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

-0.07

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

-0.03

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

0.00

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2012

0.00

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Return for Risk

BIL vs. INDA — 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

INDA
INDA Risk / Return Rank: 33
Overall Rank
INDA Sharpe Ratio Rank: 33
Sharpe Ratio Rank
INDA Sortino Ratio Rank: 33
Sortino Ratio Rank
INDA Omega Ratio Rank: 33
Omega Ratio Rank
INDA Calmar Ratio Rank: 44
Calmar Ratio Rank
INDA 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. INDA - 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 MSCI India ETF (INDA). 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.


BILINDADifference
Sharpe ratioReturn per unit of total volatility

+20.43

Sortino ratioReturn per unit of downside risk

+176.26

Omega ratioGain probability vs. loss probability

88.41

0.88

+87.53

Calmar ratioReturn relative to maximum drawdown

357.44

-0.63

+358.08

Martin ratioReturn relative to average drawdown

2,834.34

-1.46

+2,835.80

BIL vs. INDA - Sharpe Ratio Comparison

The current BIL Sharpe Ratio is 19.63, which is higher than the INDA Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of BIL and INDA, 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. INDA - Drawdown Comparison

The maximum BIL drawdown since its inception was -0.78%, smaller than the maximum INDA drawdown of -45.07%. Use the drawdown chart below to compare losses from any high point for BIL and INDA.


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Drawdown Indicators


BILINDADifference

Max Drawdown

Largest peak-to-trough decline

-0.78%

-45.07%

+44.29%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-18.69%

+18.68%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-22.72%

+22.71%

Max Drawdown (5Y)

Largest decline over 5 years

-0.09%

-22.72%

+22.63%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

-45.07%

+44.86%

Current Drawdown

Current decline from peak

0.00%

-17.77%

+17.77%

Average Drawdown

Average peak-to-trough decline

-0.26%

-9.59%

+9.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

8.09%

-8.09%

Volatility

BIL vs. INDA - Volatility Comparison

The current volatility for SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) is 0.06%, while iShares MSCI India ETF (INDA) has a volatility of 4.16%. This indicates that BIL experiences smaller price fluctuations and is considered to be less risky than INDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BILINDADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

4.16%

-4.10%

Volatility (6M)

Calculated over the trailing 6-month period

0.14%

12.77%

-12.63%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

14.79%

-14.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.26%

15.40%

-15.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.26%

21.11%

-20.85%

BIL vs. INDA - Expense Ratio Comparison

BIL has a 0.14% expense ratio, which is lower than INDA's 0.69% expense ratio.


Dividends

BIL vs. INDA - Dividend Comparison

BIL's dividend yield for the trailing twelve months is around 3.86%, while INDA has not paid dividends to shareholders.


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%
INDA
iShares MSCI India ETF
0.00%0.00%0.76%0.16%0.00%6.44%0.27%0.99%0.94%1.09%0.90%1.19%

Frequently Asked Questions


BIL and INDA have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INDA has higher volatility (4.16%) compared to BIL (0.06%). In terms of maximum drawdown, BIL dropped -0.78% vs INDA's -45.07%.

On 10-year performance, INDA leads with 7.09% vs 2.20% for BIL. 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, INDA has performed better with a 7.09% return vs 2.20%. 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 0.69% for INDA.

BIL has the higher dividend yield at 3.86%, compared with 0.00% for INDA.

BIL is categorized as Government Bonds, while INDA is Asia Pacific Equities. BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index, while INDA tracks MSCI India Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.14% for BIL and 0.69% for INDA.

BIL currently has the higher Sharpe Ratio (19.63 vs -0.80), 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 INDA

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