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BIL vs. KSTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIL vs. KSTR - 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 KraneShares SSE STAR Market 50 Index ETF (KSTR). 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 1.92% return, which is significantly lower than KSTR's 40.25% return.


BIL

1D
0.01%
1M
0.30%
6M
1.78%
YTD
1.92%
1Y
3.81%
3Y*
4.58%
5Y*
3.50%
10Y*
2.23%

KSTR

1D
-4.74%
1M
3.16%
6M
23.81%
YTD
40.25%
1Y
91.35%
3Y*
21.62%
5Y*
-0.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIL vs. KSTR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.92%4.15%5.19%4.94%1.40%-0.09%
KSTR
KraneShares SSE STAR Market 50 Index ETF
40.25%42.82%6.12%-17.93%-38.51%-2.01%

Correlation

The correlation between BIL and KSTR is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.17

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

-0.08

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Jan 27, 2021

-0.01

The correlation between BIL and KSTR shifts across timeframes, from -0.17 (1 year) to -0.01 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BIL vs. KSTR — 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

KSTR
KSTR Risk / Return Rank: 8383
Overall Rank
KSTR Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
KSTR Sortino Ratio Rank: 7777
Sortino Ratio Rank
KSTR Omega Ratio Rank: 7878
Omega Ratio Rank
KSTR Calmar Ratio Rank: 9292
Calmar Ratio Rank
KSTR Martin Ratio Rank: 8080
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. KSTR - 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 KraneShares SSE STAR Market 50 Index ETF (KSTR). 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.


BILKSTRDifference
Sharpe ratioReturn per unit of total volatility

+16.81

Sortino ratioReturn per unit of downside risk

+150.39

Omega ratioGain probability vs. loss probability

69.35

1.37

+67.98

Calmar ratioReturn relative to maximum drawdown

349.26

4.75

+344.51

Martin ratioReturn relative to average drawdown

2,476.82

12.14

+2,464.68

BIL vs. KSTR - Sharpe Ratio Comparison

The current BIL Sharpe Ratio is 19.02, which is higher than the KSTR Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of BIL and KSTR, 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. KSTR - Drawdown Comparison

The maximum BIL drawdown since its inception was -0.78%, smaller than the maximum KSTR drawdown of -66.46%. Use the drawdown chart below to compare losses from any high point for BIL and KSTR.


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Drawdown Indicators


BILKSTRDifference

Max Drawdown

Largest peak-to-trough decline

-0.78%

-66.46%

+65.68%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-19.32%

+19.31%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-41.55%

+41.54%

Max Drawdown (5Y)

Largest decline over 5 years

-0.08%

-66.31%

+66.23%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

0.00%

-19.32%

+19.32%

Average Drawdown

Average peak-to-trough decline

-0.26%

-38.10%

+37.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

7.55%

-7.55%

Volatility

BIL vs. KSTR - Volatility Comparison

The current volatility for SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) is 0.07%, while KraneShares SSE STAR Market 50 Index ETF (KSTR) has a volatility of 21.06%. This indicates that BIL experiences smaller price fluctuations and is considered to be less risky than KSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BILKSTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.07%

21.06%

-20.99%

Volatility (6M)

Calculated over the trailing 6-month period

0.14%

33.82%

-33.68%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

41.64%

-41.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.26%

39.43%

-39.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.26%

38.52%

-38.26%

BIL vs. KSTR - Expense Ratio Comparison

BIL has a 0.14% expense ratio, which is lower than KSTR's 0.89% expense ratio.


Dividends

BIL vs. KSTR - Dividend Comparison

BIL's dividend yield for the trailing twelve months is around 3.81%, while KSTR 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%
KSTR
KraneShares SSE STAR Market 50 Index ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BIL and KSTR have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KSTR has higher volatility (21.06%) compared to BIL (0.07%). In terms of maximum drawdown, BIL dropped -0.78% vs KSTR's -66.46%.

On 5-year performance, BIL leads with 3.50% vs -0.29% for KSTR. 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 5-year period, BIL has performed better with a 3.50% return vs -0.29%. 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 0.89% for KSTR.

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

BIL is categorized as Government Bonds, while KSTR is China Equities. BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index, while KSTR tracks SSE Science and Technology Innovation Board 50 Index. They also come from different issuers: State Street and KraneShares. Their fees differ too: 0.14% for BIL and 0.89% for KSTR.

BIL currently has the higher Sharpe Ratio (19.02 vs 2.21), 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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