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BIL vs. SPTS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIL vs. SPTS - 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 SPDR Portfolio Short Term Treasury ETF (SPTS). 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 1.49% return, which is significantly higher than SPTS's 0.45% return. Over the past 10 years, BIL has outperformed SPTS with an annualized return of 2.18%, while SPTS has yielded a comparatively lower 1.67% annualized return.


BIL

1D
0.02%
1M
0.28%
YTD
1.49%
6M
1.77%
1Y
3.87%
3Y*
4.64%
5Y*
3.41%
10Y*
2.18%

SPTS

1D
-0.07%
1M
0.05%
YTD
0.45%
6M
0.77%
1Y
3.45%
3Y*
4.18%
5Y*
1.81%
10Y*
1.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIL vs. SPTS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.49%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%
SPTS
SPDR Portfolio Short Term Treasury ETF
0.45%5.05%4.20%4.27%-3.86%-0.72%3.23%3.56%1.08%0.59%

Correlation

The correlation between BIL and SPTS 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

0.08

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

0.13

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

0.10

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2011

0.08

The correlation between BIL and SPTS shifts across timeframes, from -0.07 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BIL vs. SPTS — 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

SPTS
SPTS Risk / Return Rank: 8484
Overall Rank
SPTS Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SPTS Sortino Ratio Rank: 9191
Sortino Ratio Rank
SPTS Omega Ratio Rank: 8787
Omega Ratio Rank
SPTS Calmar Ratio Rank: 7979
Calmar Ratio Rank
SPTS Martin Ratio Rank: 8282
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. SPTS - 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 SPDR Portfolio Short Term Treasury ETF (SPTS). 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.


BILSPTSDifference
Sharpe ratioReturn per unit of total volatility

+17.08

Sortino ratioReturn per unit of downside risk

+169.70

Omega ratioGain probability vs. loss probability

87.91

1.55

+86.36

Calmar ratioReturn relative to maximum drawdown

355.35

4.13

+351.23

Martin ratioReturn relative to average drawdown

2,817.77

16.52

+2,801.25

BIL vs. SPTS - Sharpe Ratio Comparison

The current BIL Sharpe Ratio is 19.71, which is higher than the SPTS Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of BIL and SPTS, 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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Sharpe Ratios by Period


BILSPTSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

19.71

2.63

+17.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

13.16

0.92

+12.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.52

0.98

+7.54

Sharpe Ratio (All Time)

Calculated using the full available price history

2.78

0.49

+2.29

Drawdowns

BIL vs. SPTS - Drawdown Comparison

The maximum BIL drawdown since its inception was -0.78%, smaller than the maximum SPTS drawdown of -5.83%. Use the drawdown chart below to compare losses from any high point for BIL and SPTS.


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Drawdown Indicators


BILSPTSDifference

Max Drawdown

Largest peak-to-trough decline

-0.78%

-5.83%

+5.05%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-0.84%

+0.83%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-0.96%

+0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-0.10%

-5.71%

+5.61%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

-5.71%

+5.50%

Current Drawdown

Current decline from peak

0.00%

-0.28%

+0.28%

Average Drawdown

Average peak-to-trough decline

-0.26%

-1.72%

+1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.21%

-0.21%

Volatility

BIL vs. SPTS - Volatility Comparison

The current volatility for SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) is 0.05%, while SPDR Portfolio Short Term Treasury ETF (SPTS) has a volatility of 0.34%. This indicates that BIL experiences smaller price fluctuations and is considered to be less risky than SPTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BILSPTSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

0.34%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

0.86%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

1.32%

-1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.26%

1.98%

-1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.26%

1.72%

-1.46%

BIL vs. SPTS - Expense Ratio Comparison

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

BIL's dividend yield for the trailing twelve months is around 3.86%, less than SPTS's 3.91% 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%
SPTS
SPDR Portfolio Short Term Treasury ETF
3.91%3.99%4.25%3.61%1.27%0.19%0.70%2.21%2.04%1.20%0.95%0.83%

Frequently Asked Questions


BIL and SPTS 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.

SPTS has higher volatility (0.34%) compared to BIL (0.05%). In terms of maximum drawdown, BIL dropped -0.78% vs SPTS's -5.83%.

On 10-year performance, BIL leads with 2.18% vs 1.67% for SPTS. On fees, SPTS is cheaper at 0.03% per year. On volatility, BIL has been the lower-risk option at 0.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BIL has performed better with a 2.18% return vs 1.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

SPTS has the higher dividend yield at 3.91%, compared with 3.86% for BIL.

BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index, while SPTS tracks Bloomberg U.S. Treasury 1-3 Year Index. Their fees differ too: 0.14% for BIL and 0.03% for SPTS.

BIL currently has the higher Sharpe Ratio (19.71 vs 2.63), 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 SPTS

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