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BIL vs. JPST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIL vs. JPST - 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 JPMorgan Ultra-Short Income ETF (JPST). 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 JPST's 1.50% 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%

JPST

1D
0.02%
1M
0.28%
YTD
1.50%
6M
1.76%
1Y
4.29%
3Y*
5.19%
5Y*
3.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIL vs. JPST - 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%0.50%
JPST
JPMorgan Ultra-Short Income ETF
1.50%4.99%5.58%5.13%1.14%0.11%2.18%3.34%2.23%0.98%

Correlation

The correlation between BIL and JPST is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.20

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

0.25

Correlation (All Time)
Calculated using the full available price history since May 19, 2017

0.18

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Return for Risk

BIL vs. JPST — 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

JPST
JPST Risk / Return Rank: 9999
Overall Rank
JPST Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
JPST Sortino Ratio Rank: 9999
Sortino Ratio Rank
JPST Omega Ratio Rank: 9999
Omega Ratio Rank
JPST Calmar Ratio Rank: 9999
Calmar Ratio Rank
JPST Martin Ratio Rank: 9999
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. JPST - 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 JPMorgan Ultra-Short Income ETF (JPST). 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.


BILJPSTDifference
Sharpe ratioReturn per unit of total volatility

+11.50

Sortino ratioReturn per unit of downside risk

+157.34

Omega ratioGain probability vs. loss probability

88.41

3.97

+84.44

Calmar ratioReturn relative to maximum drawdown

357.44

29.02

+328.42

Martin ratioReturn relative to average drawdown

2,834.34

142.45

+2,691.88

BIL vs. JPST - Sharpe Ratio Comparison

The current BIL Sharpe Ratio is 19.63, which is higher than the JPST Sharpe Ratio of 8.13. The chart below compares the historical Sharpe Ratios of BIL and JPST, 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. JPST - Drawdown Comparison

The maximum BIL drawdown since its inception was -0.78%, smaller than the maximum JPST drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for BIL and JPST.


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Drawdown Indicators


BILJPSTDifference

Max Drawdown

Largest peak-to-trough decline

-0.78%

-3.28%

+2.50%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-0.15%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-0.30%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-0.09%

-0.79%

+0.70%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.26%

-0.08%

-0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.03%

-0.03%

Volatility

BIL vs. JPST - Volatility Comparison

The current volatility for SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) is 0.06%, while JPMorgan Ultra-Short Income ETF (JPST) has a volatility of 0.16%. This indicates that BIL experiences smaller price fluctuations and is considered to be less risky than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BILJPSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

0.16%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

0.14%

0.36%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

0.53%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.26%

0.58%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.26%

0.93%

-0.67%

BIL vs. JPST - Expense Ratio Comparison

BIL has a 0.14% expense ratio, which is lower than JPST's 0.18% expense ratio. Despite the difference, 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. JPST - Dividend Comparison

BIL's dividend yield for the trailing twelve months is around 3.86%, less than JPST's 4.25% 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%
JPST
JPMorgan Ultra-Short Income ETF
4.25%4.43%5.16%4.79%1.83%0.73%1.43%2.69%2.07%0.96%0.00%

Frequently Asked Questions


BIL and JPST have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JPST has higher volatility (0.16%) compared to BIL (0.06%). In terms of maximum drawdown, BIL dropped -0.78% vs JPST's -3.28%.

On 5-year performance, JPST leads with 3.63% vs 3.43% 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 5-year period, JPST has performed better with a 3.63% return vs 3.43%. 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 0.18% for JPST.

JPST has the higher dividend yield at 4.25%, compared with 3.86% for BIL.

BIL is categorized as Government Bonds, while JPST is Ultrashort Bond. They also come from different issuers: State Street and JPMorgan. Their fees differ too: 0.14% for BIL and 0.18% for JPST.

BIL currently has the higher Sharpe Ratio (19.63 vs 8.13), 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 JPST

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