PortfoliosLab logoPortfoliosLab logo
CE31.L vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CE31.L vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

CE31.L is traded in GBp, while BIL is traded in USD. To make them comparable, the BIL values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CE31.L achieves a -0.69% return, which is significantly lower than BIL's 1.90% return. Over the past 10 years, CE31.L has underperformed BIL with an annualized return of 1.34%, while BIL has yielded a comparatively higher 2.94% annualized return.


CE31.L

1D
0.18%
1M
0.53%
YTD
-0.69%
6M
-0.65%
1Y
3.69%
3Y*
2.80%
5Y*
0.96%
10Y*
1.34%

BIL

1D
0.00%
1M
1.19%
YTD
1.90%
6M
1.05%
1Y
4.88%
3Y*
2.01%
5Y*
4.53%
10Y*
2.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CE31.L vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CE31.L
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)
-0.69%7.55%-1.61%1.46%1.17%-7.40%5.40%-4.80%0.64%3.54%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.90%-3.27%7.03%-0.30%13.46%0.85%-2.55%-1.85%7.77%-8.02%

Correlation

The correlation between CE31.L and BIL is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.23

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

0.29

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

0.41

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2013

0.39

The correlation between CE31.L and BIL shifts across timeframes, from 0.21 (1 year) to 0.41 (10 years), reflecting how their relationship changes across market environments.

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

CE31.L vs. BIL — Risk / Return Rank

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

CE31.L
CE31.L Risk / Return Rank: 2626
Overall Rank
CE31.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CE31.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
CE31.L Omega Ratio Rank: 2424
Omega Ratio Rank
CE31.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
CE31.L Martin Ratio Rank: 2424
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.

CE31.L vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) 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.


CE31.LBILDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.15

1.13

+0.02

Calmar ratioReturn relative to maximum drawdown

1.40

0.94

+0.45

Martin ratioReturn relative to average drawdown

3.13

2.56

+0.57

CE31.L vs. BIL - Sharpe Ratio Comparison

The current CE31.L Sharpe Ratio is 0.88, which is comparable to the BIL Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of CE31.L 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.


Loading charts...

Sharpe Ratios by Period


CE31.LBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.74

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.53

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.31

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.37

-0.29

Drawdowns

CE31.L vs. BIL - Drawdown Comparison

The maximum CE31.L drawdown since its inception was -18.33%, smaller than the maximum BIL drawdown of -20.05%. Use the drawdown chart below to compare losses from any high point for CE31.L and BIL.


Loading charts...

Drawdown Indicators


CE31.LBILDifference

Max Drawdown

Largest peak-to-trough decline

-18.33%

-20.05%

+1.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.62%

-5.19%

+2.57%

Max Drawdown (3Y)

Largest decline over 3 years

-3.05%

-9.84%

+6.79%

Max Drawdown (5Y)

Largest decline over 5 years

-5.98%

-15.90%

+9.92%

Max Drawdown (10Y)

Largest decline over 10 years

-13.14%

-19.34%

+6.20%

Current Drawdown

Current decline from peak

-3.78%

-6.26%

+2.48%

Average Drawdown

Average peak-to-trough decline

-7.24%

-9.41%

+2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.91%

-0.74%

Volatility

CE31.L vs. BIL - Volatility Comparison

The current volatility for iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) is 1.27%, while SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) has a volatility of 1.78%. This indicates that CE31.L experiences smaller price fluctuations and is considered to be less risky than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CE31.LBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

1.78%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

5.00%

-2.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.18%

6.60%

-2.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.29%

8.56%

-3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.07%

9.49%

-2.42%

CE31.L vs. BIL - Expense Ratio Comparison

CE31.L has a 0.15% expense ratio, which is higher than BIL's 0.14% 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

CE31.L vs. BIL - Dividend Comparison

CE31.L has not paid dividends to shareholders, while BIL's dividend yield for the trailing twelve months is around 3.86%.


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%
CE31.L
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CE31.L and BIL have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BIL is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BIL is cheaper with a 0.14% expense ratio, compared with 0.15% for CE31.L.

CE31.L is categorized as European Government Bonds, while BIL is Government Bonds. CE31.L tracks Bloomberg Euro Agg Govt 1-3 Yr TR EUR, while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.15% for CE31.L and 0.14% for BIL.

Portfolio Optimizer

Find the right allocation for CE31.L and BIL

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