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BIL vs. LIF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIL vs. LIF - 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 Life360, Inc. (LIF). 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 LIF's -29.45% 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%

LIF

1D
-0.07%
1M
17.44%
YTD
-29.45%
6M
-33.03%
1Y
-25.93%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIL vs. LIF - Yearly Performance Comparison


2026 (YTD)20252024
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.60%4.15%2.89%
LIF
Life360, Inc.
-29.45%55.42%58.73%

Correlation

The correlation between BIL and LIF is -0.02, 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

-0.02

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2024

-0.00

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Return for Risk

BIL vs. LIF — 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

LIF
LIF Risk / Return Rank: 2727
Overall Rank
LIF Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
LIF Sortino Ratio Rank: 2727
Sortino Ratio Rank
LIF Omega Ratio Rank: 2626
Omega Ratio Rank
LIF Calmar Ratio Rank: 2828
Calmar Ratio Rank
LIF Martin Ratio Rank: 3030
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. LIF - 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 Life360, Inc. (LIF). 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.


BILLIFDifference
Sharpe ratioReturn per unit of total volatility

+20.06

Sortino ratioReturn per unit of downside risk

+175.39

Omega ratioGain probability vs. loss probability

88.41

0.97

+87.44

Calmar ratioReturn relative to maximum drawdown

357.44

-0.43

+357.88

Martin ratioReturn relative to average drawdown

2,834.34

-0.70

+2,835.03

BIL vs. LIF - Sharpe Ratio Comparison

The current BIL Sharpe Ratio is 19.63, which is higher than the LIF Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of BIL and LIF, 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. LIF - Drawdown Comparison

The maximum BIL drawdown since its inception was -0.78%, smaller than the maximum LIF drawdown of -65.64%. Use the drawdown chart below to compare losses from any high point for BIL and LIF.


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Drawdown Indicators


BILLIFDifference

Max Drawdown

Largest peak-to-trough decline

-0.78%

-65.64%

+64.86%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-65.64%

+65.63%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

0.00%

-59.19%

+59.19%

Average Drawdown

Average peak-to-trough decline

-0.26%

-21.35%

+21.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

40.82%

-40.82%

Volatility

BIL vs. LIF - Volatility Comparison

The current volatility for SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) is 0.06%, while Life360, Inc. (LIF) has a volatility of 16.67%. This indicates that BIL experiences smaller price fluctuations and is considered to be less risky than LIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BILLIFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

16.67%

-16.61%

Volatility (6M)

Calculated over the trailing 6-month period

0.14%

52.85%

-52.71%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

67.08%

-66.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.26%

62.97%

-62.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.26%

62.97%

-62.71%

Dividends

BIL vs. LIF - Dividend Comparison

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


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%
LIF
Life360, Inc.
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 LIF have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LIF has higher volatility (16.67%) compared to BIL (0.06%). In terms of maximum drawdown, BIL dropped -0.78% vs LIF's -65.64%.

BIL currently has the higher Sharpe Ratio (19.63 vs -0.43), 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.

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