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BILS vs. SHV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BILS vs. SHV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg 3-12 Month T-Bill ETF (BILS) and iShares 0-1 Year Treasury Bond ETF (SHV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with BILS having a 1.40% return and SHV slightly higher at 1.42%.


BILS

1D
-0.01%
1M
0.28%
YTD
1.40%
6M
1.73%
1Y
3.90%
3Y*
4.66%
5Y*
3.29%
10Y*

SHV

1D
0.00%
1M
0.27%
YTD
1.42%
6M
1.75%
1Y
3.90%
3Y*
4.64%
5Y*
3.31%
10Y*
2.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BILS vs. SHV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BILS
SPDR Bloomberg 3-12 Month T-Bill ETF
1.40%4.23%5.17%4.92%0.90%-0.08%0.00%
SHV
iShares 0-1 Year Treasury Bond ETF
1.42%4.21%5.12%5.04%0.94%-0.10%0.01%

Correlation

The correlation between BILS and SHV is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

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

0.60

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

0.68

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2020

0.69

The correlation between BILS and SHV shifts across timeframes, from 0.58 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BILS vs. SHV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BILS
BILS Risk / Return Rank: 100100
Overall Rank
BILS Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BILS Sortino Ratio Rank: 100100
Sortino Ratio Rank
BILS Omega Ratio Rank: 100100
Omega Ratio Rank
BILS Calmar Ratio Rank: 100100
Calmar Ratio Rank
BILS Martin Ratio Rank: 100100
Martin Ratio Rank

SHV
SHV Risk / Return Rank: 100100
Overall Rank
SHV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SHV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SHV Omega Ratio Rank: 100100
Omega Ratio Rank
SHV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SHV 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.

BILS vs. SHV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg 3-12 Month T-Bill ETF (BILS) and iShares 0-1 Year Treasury Bond ETF (SHV). 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.


BILSSHVDifference
Sharpe ratioReturn per unit of total volatility

-2.70

Sortino ratioReturn per unit of downside risk

-48.72

Omega ratioGain probability vs. loss probability

42.08

53.77

-11.69

Calmar ratioReturn relative to maximum drawdown

129.91

431.38

-301.48

Martin ratioReturn relative to average drawdown

1,442.41

2,419.80

-977.39

BILS vs. SHV - Sharpe Ratio Comparison

The current BILS Sharpe Ratio is 16.80, which is comparable to the SHV Sharpe Ratio of 19.49. The chart below compares the historical Sharpe Ratios of BILS and SHV, 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


BILSSHVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

16.80

19.49

-2.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

10.79

11.56

-0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.09

Sharpe Ratio (All Time)

Calculated using the full available price history

9.79

4.50

+5.30

Drawdowns

BILS vs. SHV - Drawdown Comparison

The maximum BILS drawdown since its inception was -0.41%, smaller than the maximum SHV drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for BILS and SHV.


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Drawdown Indicators


BILSSHVDifference

Max Drawdown

Largest peak-to-trough decline

-0.41%

-0.45%

+0.04%

Max Drawdown (1Y)

Largest decline over 1 year

-0.03%

-0.01%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-0.04%

-0.03%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-0.38%

-0.40%

+0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-0.45%

Current Drawdown

Current decline from peak

-0.01%

0.00%

-0.01%

Average Drawdown

Average peak-to-trough decline

-0.04%

-0.03%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.00%

0.00%

Volatility

BILS vs. SHV - Volatility Comparison

SPDR Bloomberg 3-12 Month T-Bill ETF (BILS) has a higher volatility of 0.06% compared to iShares 0-1 Year Treasury Bond ETF (SHV) at 0.05%. This indicates that BILS's price experiences larger fluctuations and is considered to be riskier than SHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BILSSHVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

0.05%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

0.14%

0.12%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

0.23%

0.20%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.31%

0.29%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.30%

0.28%

+0.02%

BILS vs. SHV - Expense Ratio Comparison

BILS has a 0.14% expense ratio, which is lower than SHV'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

BILS vs. SHV - Dividend Comparison

BILS's dividend yield for the trailing twelve months is around 3.81%, which matches SHV's 3.83% yield.


PositionTTM20252024202320222021202020192018201720162015
BILS
SPDR Bloomberg 3-12 Month T-Bill ETF
3.81%4.08%5.01%4.98%1.61%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHV
iShares 0-1 Year Treasury Bond ETF
3.83%4.09%5.02%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%

Frequently Asked Questions


BILS and SHV have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BILS has higher volatility (0.06%) compared to SHV (0.05%). In terms of maximum drawdown, BILS dropped -0.41% vs SHV's -0.45%.

On 5-year performance, SHV leads with 3.31% vs 3.29% for BILS. On fees, BILS 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 5-year period, SHV has performed better with a 3.31% return vs 3.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BILS is cheaper with a 0.14% expense ratio, compared with 0.15% for SHV.

SHV has the higher dividend yield at 3.83%, compared with 3.81% for BILS.

BILS is categorized as Ultrashort Bond, while SHV is Government Bonds. BILS tracks Bloomberg 3-12 Month U.S. Treasury Bill Index, while SHV tracks ICE Short US Treasury Securities Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.14% for BILS and 0.15% for SHV.

SHV currently has the higher Sharpe Ratio (19.49 vs 16.80), 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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