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BIL vs. XAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIL vs. XAR - 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 S&P Aerospace & Defense ETF (XAR). 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 1.53% return, which is significantly lower than XAR's 13.04% return. Over the past 10 years, BIL has underperformed XAR with an annualized return of 2.18%, while XAR has yielded a comparatively higher 17.78% annualized return.


BIL

1D
0.04%
1M
0.28%
YTD
1.53%
6M
1.78%
1Y
3.87%
3Y*
4.64%
5Y*
3.42%
10Y*
2.18%

XAR

1D
-2.80%
1M
2.70%
YTD
13.04%
6M
18.20%
1Y
37.96%
3Y*
33.64%
5Y*
16.19%
10Y*
17.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIL vs. XAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.53%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%
XAR
SPDR S&P Aerospace & Defense ETF
13.04%46.15%23.32%23.79%-5.02%2.31%6.18%39.33%-4.58%33.00%

Correlation

The correlation between BIL and XAR is -0.10, 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

-0.11

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

-0.07

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

-0.02

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

0.01

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2011

0.00

The correlation between BIL and XAR shifts across timeframes, from -0.10 (1 year) to 0.01 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

BIL vs. XAR — 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

XAR
XAR Risk / Return Rank: 4444
Overall Rank
XAR Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XAR Sortino Ratio Rank: 4545
Sortino Ratio Rank
XAR Omega Ratio Rank: 3939
Omega Ratio Rank
XAR Calmar Ratio Rank: 4949
Calmar Ratio Rank
XAR Martin Ratio Rank: 4343
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. XAR - 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 S&P Aerospace & Defense ETF (XAR). 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.


BILXARDifference
Sharpe ratioReturn per unit of total volatility

+18.17

Sortino ratioReturn per unit of downside risk

+173.50

Omega ratioGain probability vs. loss probability

88.66

1.25

+87.41

Calmar ratioReturn relative to maximum drawdown

358.48

2.37

+356.11

Martin ratioReturn relative to average drawdown

2,842.59

6.72

+2,835.87

BIL vs. XAR - Sharpe Ratio Comparison

The current BIL Sharpe Ratio is 19.68, which is higher than the XAR Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of BIL and XAR, 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


BILXARDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

19.68

1.51

+18.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

13.16

0.69

+12.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.52

0.72

+7.80

Sharpe Ratio (All Time)

Calculated using the full available price history

2.78

0.84

+1.94

Drawdowns

BIL vs. XAR - Drawdown Comparison

The maximum BIL drawdown since its inception was -0.78%, smaller than the maximum XAR drawdown of -46.37%. Use the drawdown chart below to compare losses from any high point for BIL and XAR.


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Drawdown Indicators


BILXARDifference

Max Drawdown

Largest peak-to-trough decline

-0.78%

-46.37%

+45.59%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-17.22%

+17.21%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-19.73%

+19.72%

Max Drawdown (5Y)

Largest decline over 5 years

-0.09%

-32.40%

+32.31%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

-46.37%

+46.16%

Current Drawdown

Current decline from peak

0.00%

-6.85%

+6.85%

Average Drawdown

Average peak-to-trough decline

-0.26%

-6.78%

+6.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

6.07%

-6.07%

Volatility

BIL vs. XAR - Volatility Comparison

The current volatility for SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) is 0.06%, while SPDR S&P Aerospace & Defense ETF (XAR) has a volatility of 9.26%. This indicates that BIL experiences smaller price fluctuations and is considered to be less risky than XAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BILXARDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

9.26%

-9.20%

Volatility (6M)

Calculated over the trailing 6-month period

0.14%

22.69%

-22.55%

Volatility (1Y)

Calculated over the trailing 1-year period

0.20%

27.06%

-26.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.26%

23.46%

-23.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.26%

24.64%

-24.38%

BIL vs. XAR - Expense Ratio Comparison

BIL has a 0.14% expense ratio, which is lower than XAR's 0.35% expense ratio.


Dividends

BIL vs. XAR - Dividend Comparison

BIL's dividend yield for the trailing twelve months is around 3.86%, more than XAR's 0.32% 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%
XAR
SPDR S&P Aerospace & Defense ETF
0.32%0.40%0.66%0.54%0.50%0.83%0.63%0.75%1.19%0.76%1.09%2.31%

Frequently Asked Questions


BIL and XAR have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XAR has higher volatility (9.26%) compared to BIL (0.06%). In terms of maximum drawdown, BIL dropped -0.78% vs XAR's -46.37%.

On 10-year performance, XAR leads with 17.78% vs 2.18% 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 10-year period, XAR has performed better with a 17.78% 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 0.35% for XAR.

BIL has the higher dividend yield at 3.86%, compared with 0.32% for XAR.

BIL is categorized as Government Bonds, while XAR is Aerospace & Defense. BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index, while XAR tracks S&P Aerospace & Defense Select Industry Index. Their fees differ too: 0.14% for BIL and 0.35% for XAR.

BIL currently has the higher Sharpe Ratio (19.68 vs 1.51), 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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