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BLCN vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BLCN vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Siren ETF Trust Siren Nasdaq NexGen Economy ETF (BLCN) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BLCN achieves a 12.69% return, which is significantly higher than BIL's 1.66% return.


BLCN

1D
1.09%
1M
9.96%
YTD
12.69%
6M
9.05%
1Y
25.80%
3Y*
9.95%
5Y*
-9.28%
10Y*

BIL

1D
0.00%
1M
0.27%
YTD
1.66%
6M
1.75%
1Y
3.85%
3Y*
4.60%
5Y*
3.45%
10Y*
2.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BLCN vs. BIL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BLCN
Siren ETF Trust Siren Nasdaq NexGen Economy ETF
12.69%-3.69%5.62%21.09%-51.76%4.86%60.60%33.94%-18.99%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.66%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.68%

Correlation

The correlation between BLCN and BIL is -0.09, 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

-0.09

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

-0.07

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2018

-0.02

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Return for Risk

BLCN vs. BIL — Risk / Return Rank

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

BLCN
BLCN Risk / Return Rank: 2020
Overall Rank
BLCN Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BLCN Sortino Ratio Rank: 2222
Sortino Ratio Rank
BLCN Omega Ratio Rank: 2121
Omega Ratio Rank
BLCN Calmar Ratio Rank: 2020
Calmar Ratio Rank
BLCN Martin Ratio Rank: 1717
Martin Ratio Rank

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
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.

BLCN vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Siren ETF Trust Siren Nasdaq NexGen Economy ETF (BLCN) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). 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.


BLCNBILDifference
Sharpe ratioReturn per unit of total volatility

-18.66

Sortino ratioReturn per unit of downside risk

-171.96

Omega ratioGain probability vs. loss probability

1.15

87.41

-86.27

Calmar ratioReturn relative to maximum drawdown

0.88

353.28

-352.40

Martin ratioReturn relative to average drawdown

1.85

2,801.35

-2,799.50

BLCN vs. BIL - Sharpe Ratio Comparison

The current BLCN Sharpe Ratio is 0.71, which is lower than the BIL Sharpe Ratio of 19.37. The chart below compares the historical Sharpe Ratios of BLCN and BIL, 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

BLCN vs. BIL - Drawdown Comparison

The maximum BLCN drawdown since its inception was -67.51%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for BLCN and BIL.


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Drawdown Indicators


BLCNBILDifference

Max Drawdown

Largest peak-to-trough decline

-67.51%

-0.78%

-66.73%

Max Drawdown (1Y)

Largest decline over 1 year

-29.53%

-0.01%

-29.52%

Max Drawdown (3Y)

Largest decline over 3 years

-45.26%

-0.01%

-45.25%

Max Drawdown (5Y)

Largest decline over 5 years

-67.51%

-0.09%

-67.42%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

-45.31%

0.00%

-45.31%

Average Drawdown

Average peak-to-trough decline

-30.37%

-0.26%

-30.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.96%

0.00%

+13.96%

Volatility

BLCN vs. BIL - Volatility Comparison

Siren ETF Trust Siren Nasdaq NexGen Economy ETF (BLCN) has a higher volatility of 13.86% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that BLCN's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLCNBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.86%

0.07%

+13.79%

Volatility (6M)

Calculated over the trailing 6-month period

27.35%

0.14%

+27.21%

Volatility (1Y)

Calculated over the trailing 1-year period

36.78%

0.20%

+36.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.18%

0.26%

+34.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.30%

0.26%

+31.04%

BLCN vs. BIL - Expense Ratio Comparison

BLCN has a 0.68% expense ratio, which is higher than BIL's 0.14% expense ratio.


Dividends

BLCN vs. BIL - Dividend Comparison

BLCN's dividend yield for the trailing twelve months is around 2.67%, less than BIL's 3.85% yield.


PositionTTM2025202420232022202120202019201820172016
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.85%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%
BLCN
Siren ETF Trust Siren Nasdaq NexGen Economy ETF
2.67%3.01%0.67%0.54%1.28%0.56%0.58%1.45%1.16%0.00%0.00%

Frequently Asked Questions


BLCN and BIL have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BLCN has higher volatility (13.86%) compared to BIL (0.07%). In terms of maximum drawdown, BLCN dropped -67.51% vs BIL's -0.78%.

On 5-year performance, BIL leads with 3.45% vs -9.28% for BLCN. On fees, BIL is cheaper at 0.14% per year. On volatility, BIL has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BIL has performed better with a 3.45% return vs -9.28%. 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 0.68% for BLCN.

BIL has the higher dividend yield at 3.85%, compared with 2.67% for BLCN.

BLCN is categorized as Large Cap Blend Equities, while BIL is Government Bonds. BLCN tracks Siren NASDAQ Blockchain Economy Index, while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. They also come from different issuers: SRN Advisors and State Street. Their fees differ too: 0.68% for BLCN and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.37 vs 0.71), 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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