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BIL vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIL vs. IVV - 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 Core S&P 500 ETF (IVV). 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 lower than IVV's 9.08% return. Over the past 10 years, BIL has underperformed IVV with an annualized return of 2.20%, while IVV has yielded a comparatively higher 15.47% 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%

IVV

1D
0.55%
1M
-0.85%
YTD
9.08%
6M
9.43%
1Y
25.77%
3Y*
20.95%
5Y*
13.42%
10Y*
15.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIL vs. IVV - 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%
IVV
iShares Core S&P 500 ETF
9.08%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Correlation

The correlation between BIL and IVV is -0.06, 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

-0.06

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

-0.05

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

-0.01

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

0.00

Correlation (All Time)
Calculated using the full available price history since May 30, 2007

-0.02

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Return for Risk

BIL vs. IVV — 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

IVV
IVV Risk / Return Rank: 7070
Overall Rank
IVV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6969
Sortino Ratio Rank
IVV Omega Ratio Rank: 7171
Omega Ratio Rank
IVV Calmar Ratio Rank: 6363
Calmar Ratio Rank
IVV Martin Ratio Rank: 7676
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. IVV - 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 Core S&P 500 ETF (IVV). 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.


BILIVVDifference
Sharpe ratioReturn per unit of total volatility

+17.63

Sortino ratioReturn per unit of downside risk

+172.47

Omega ratioGain probability vs. loss probability

88.41

1.36

+87.05

Calmar ratioReturn relative to maximum drawdown

357.44

2.76

+354.69

Martin ratioReturn relative to average drawdown

2,834.34

12.43

+2,821.90

BIL vs. IVV - Sharpe Ratio Comparison

The current BIL Sharpe Ratio is 19.63, which is higher than the IVV Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of BIL and IVV, 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. IVV - Drawdown Comparison

The maximum BIL drawdown since its inception was -0.78%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for BIL and IVV.


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Drawdown Indicators


BILIVVDifference

Max Drawdown

Largest peak-to-trough decline

-0.78%

-55.25%

+54.47%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-8.89%

+8.88%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-18.75%

+18.74%

Max Drawdown (5Y)

Largest decline over 5 years

-0.09%

-24.53%

+24.44%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

-33.90%

+33.69%

Current Drawdown

Current decline from peak

0.00%

-2.35%

+2.35%

Average Drawdown

Average peak-to-trough decline

-0.26%

-10.77%

+10.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

1.97%

-1.97%

Volatility

BIL vs. IVV - Volatility Comparison

The current volatility for SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) is 0.06%, while iShares Core S&P 500 ETF (IVV) has a volatility of 4.37%. This indicates that BIL experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BILIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

4.37%

-4.31%

Volatility (6M)

Calculated over the trailing 6-month period

0.14%

9.59%

-9.45%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

12.28%

-12.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.26%

16.95%

-16.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.26%

18.08%

-17.82%

BIL vs. IVV - Expense Ratio Comparison

BIL has a 0.14% expense ratio, which is higher than IVV's 0.03% 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. IVV - Dividend Comparison

BIL's dividend yield for the trailing twelve months is around 3.86%, more than IVV's 1.08% yield.


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%
IVV
iShares Core S&P 500 ETF
1.08%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Frequently Asked Questions


BIL and IVV have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVV has higher volatility (4.37%) compared to BIL (0.06%). In terms of maximum drawdown, BIL dropped -0.78% vs IVV's -55.25%.

On 10-year performance, IVV leads with 15.47% vs 2.20% for BIL. On fees, IVV is cheaper at 0.03% 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, IVV has performed better with a 15.47% return vs 2.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IVV is cheaper with a 0.03% expense ratio, compared with 0.14% for BIL.

BIL has the higher dividend yield at 3.86%, compared with 1.08% for IVV.

BIL is categorized as Government Bonds, while IVV is S&P 500. BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index, while IVV tracks S&P 500 Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.14% for BIL and 0.03% for IVV.

BIL currently has the higher Sharpe Ratio (19.63 vs 2.00), 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 IVV

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