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CNXT vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNXT vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors ChinaAMC SME-ChiNext ETF (CNXT) 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, CNXT achieves a 36.42% return, which is significantly higher than BIL's 1.67% return. Over the past 10 years, CNXT has outperformed BIL with an annualized return of 7.44%, while BIL has yielded a comparatively lower 2.20% annualized return.


CNXT

1D
-4.05%
1M
7.53%
YTD
36.42%
6M
34.79%
1Y
122.39%
3Y*
28.78%
5Y*
4.73%
10Y*
7.44%

BIL

1D
0.01%
1M
0.28%
YTD
1.67%
6M
1.76%
1Y
3.84%
3Y*
4.60%
5Y*
3.45%
10Y*
2.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNXT vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNXT
VanEck Vectors ChinaAMC SME-ChiNext ETF
36.42%59.31%12.42%-21.47%-35.58%8.78%63.30%42.66%-39.48%20.19%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.67%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%

Correlation

The correlation between CNXT and BIL is -0.15, 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

-0.15

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2014

-0.01

The correlation between CNXT and BIL shifts across timeframes, from -0.15 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CNXT vs. BIL — Risk / Return Rank

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

CNXT
CNXT Risk / Return Rank: 9494
Overall Rank
CNXT Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CNXT Sortino Ratio Rank: 9393
Sortino Ratio Rank
CNXT Omega Ratio Rank: 9090
Omega Ratio Rank
CNXT Calmar Ratio Rank: 9797
Calmar Ratio Rank
CNXT Martin Ratio Rank: 9595
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.

CNXT vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors ChinaAMC SME-ChiNext ETF (CNXT) 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.


CNXTBILDifference
Sharpe ratioReturn per unit of total volatility

-15.51

Sortino ratioReturn per unit of downside risk

-168.29

Omega ratioGain probability vs. loss probability

1.56

87.16

-85.61

Calmar ratioReturn relative to maximum drawdown

10.08

352.24

-342.16

Martin ratioReturn relative to average drawdown

29.76

2,793.11

-2,763.35

CNXT vs. BIL - Sharpe Ratio Comparison

The current CNXT Sharpe Ratio is 3.81, which is lower than the BIL Sharpe Ratio of 19.32. The chart below compares the historical Sharpe Ratios of CNXT 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

CNXT vs. BIL - Drawdown Comparison

The maximum CNXT drawdown since its inception was -68.98%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for CNXT and BIL.


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Drawdown Indicators


CNXTBILDifference

Max Drawdown

Largest peak-to-trough decline

-68.98%

-0.78%

-68.20%

Max Drawdown (1Y)

Largest decline over 1 year

-12.21%

-0.01%

-12.20%

Max Drawdown (3Y)

Largest decline over 3 years

-48.60%

-0.01%

-48.59%

Max Drawdown (5Y)

Largest decline over 5 years

-61.21%

-0.09%

-61.12%

Max Drawdown (10Y)

Largest decline over 10 years

-63.30%

-0.21%

-63.09%

Current Drawdown

Current decline from peak

-4.05%

0.00%

-4.05%

Average Drawdown

Average peak-to-trough decline

-42.76%

-0.26%

-42.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.13%

0.00%

+4.13%

Volatility

CNXT vs. BIL - Volatility Comparison

VanEck Vectors ChinaAMC SME-ChiNext ETF (CNXT) has a higher volatility of 12.58% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that CNXT'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


CNXTBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.58%

0.07%

+12.51%

Volatility (6M)

Calculated over the trailing 6-month period

22.32%

0.14%

+22.18%

Volatility (1Y)

Calculated over the trailing 1-year period

32.27%

0.20%

+32.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.52%

0.26%

+35.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.77%

0.26%

+31.51%

CNXT vs. BIL - Expense Ratio Comparison

CNXT has a 0.65% expense ratio, which is higher than BIL's 0.14% expense ratio.


Dividends

CNXT vs. BIL - Dividend Comparison

CNXT's dividend yield for the trailing twelve months is around 0.13%, 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%
CNXT
VanEck Vectors ChinaAMC SME-ChiNext ETF
0.13%0.18%0.15%0.00%0.00%9.22%0.01%0.45%0.00%0.19%0.00%

Frequently Asked Questions


CNXT and BIL have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CNXT has higher volatility (12.58%) compared to BIL (0.07%). In terms of maximum drawdown, CNXT dropped -68.98% vs BIL's -0.78%.

On 10-year performance, CNXT leads with 7.44% vs 2.20% for BIL. 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 10-year period, CNXT has performed better with a 7.44% return vs 2.20%. 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 0.65% for CNXT.

BIL has the higher dividend yield at 3.85%, compared with 0.13% for CNXT.

CNXT is categorized as China Equities, while BIL is Government Bonds. CNXT tracks SME-ChiNext 100 Index, while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. They also come from different issuers: VanEck and State Street. Their fees differ too: 0.65% for CNXT and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.32 vs 3.81), 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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