PortfoliosLab logoPortfoliosLab logo
BIL vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIL vs. USFR - 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 WisdomTree Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BIL achieves a 1.49% return, which is significantly lower than USFR's 1.60% return. Over the past 10 years, BIL has underperformed USFR with an annualized return of 2.18%, while USFR has yielded a comparatively higher 2.47% 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%

USFR

1D
0.02%
1M
0.29%
YTD
1.60%
6M
1.98%
1Y
4.03%
3Y*
4.76%
5Y*
3.66%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIL vs. USFR - 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%
USFR
WisdomTree Floating Rate Treasury Fund
1.60%4.23%5.47%5.18%1.98%-0.03%0.56%2.02%2.01%1.03%

Correlation

The correlation between BIL and USFR is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.26

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

0.29

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

0.20

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2014

0.20

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BIL vs. USFR — 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

USFR
USFR Risk / Return Rank: 100100
Overall Rank
USFR Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
USFR Sortino Ratio Rank: 100100
Sortino Ratio Rank
USFR Omega Ratio Rank: 100100
Omega Ratio Rank
USFR Calmar Ratio Rank: 100100
Calmar Ratio Rank
USFR Martin Ratio Rank: 100100
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. USFR - 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 WisdomTree Floating Rate Treasury Fund (USFR). 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.


BILUSFRDifference
Sharpe ratioReturn per unit of total volatility

+4.60

Sortino ratioReturn per unit of downside risk

+123.52

Omega ratioGain probability vs. loss probability

87.91

13.43

+74.48

Calmar ratioReturn relative to maximum drawdown

355.35

203.42

+151.93

Martin ratioReturn relative to average drawdown

2,817.77

787.84

+2,029.94

BIL vs. USFR - Sharpe Ratio Comparison

The current BIL Sharpe Ratio is 19.71, which is higher than the USFR Sharpe Ratio of 15.11. The chart below compares the historical Sharpe Ratios of BIL and USFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


BILUSFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

19.71

15.11

+4.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

13.16

9.26

+3.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.52

3.07

+5.45

Sharpe Ratio (All Time)

Calculated using the full available price history

2.78

1.60

+1.17

Drawdowns

BIL vs. USFR - Drawdown Comparison

The maximum BIL drawdown since its inception was -0.78%, smaller than the maximum USFR drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for BIL and USFR.


Loading charts...

Drawdown Indicators


BILUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-0.78%

-1.36%

+0.58%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-0.02%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-0.06%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-0.10%

-0.18%

+0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

-0.80%

+0.59%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.26%

-0.16%

-0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.01%

-0.01%

Volatility

BIL vs. USFR - Volatility Comparison

The current volatility for SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) is 0.05%, while WisdomTree Floating Rate Treasury Fund (USFR) has a volatility of 0.06%. This indicates that BIL experiences smaller price fluctuations and is considered to be less risky than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BILUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

0.06%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

0.18%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

0.27%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.26%

0.40%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.26%

0.81%

-0.55%

BIL vs. USFR - Expense Ratio Comparison

BIL has a 0.14% expense ratio, which is lower than USFR's 0.15% 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. USFR - Dividend Comparison

BIL's dividend yield for the trailing twelve months is around 3.86%, less than USFR's 3.91% 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%
USFR
WisdomTree Floating Rate Treasury Fund
3.91%4.15%5.17%5.12%1.78%0.01%0.40%2.08%1.67%1.03%0.29%

Frequently Asked Questions


BIL and USFR have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USFR has higher volatility (0.06%) compared to BIL (0.05%). In terms of maximum drawdown, BIL dropped -0.78% vs USFR's -1.36%.

On 10-year performance, USFR leads with 2.47% vs 2.18% for BIL. On fees, BIL is cheaper at 0.14% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, USFR has performed better with a 2.47% return vs 2.18%. 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 0.15% for USFR.

USFR 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 USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: State Street and WisdomTree. Their fees differ too: 0.14% for BIL and 0.15% for USFR.

BIL currently has the higher Sharpe Ratio (19.71 vs 15.11), 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 USFR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer