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CPII vs. BIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CPII vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ionic Inflation Protection ETF (CPII) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

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CPII vs. BIL - Yearly Performance Comparison


2026 (YTD)2025202420232022
CPII
Ionic Inflation Protection ETF
1.67%2.76%6.05%1.79%1.22%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.85%4.15%5.19%4.94%1.29%

Returns By Period

In the year-to-date period, CPII achieves a 1.67% return, which is significantly higher than BIL's 0.85% return.


CPII

1D
-0.16%
1M
1.19%
YTD
1.67%
6M
0.95%
1Y
2.10%
3Y*
3.99%
5Y*
10Y*

BIL

1D
0.00%
1M
0.29%
YTD
0.85%
6M
1.84%
1Y
3.99%
3Y*
4.70%
5Y*
3.27%
10Y*
2.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CPII vs. BIL - Expense Ratio Comparison

CPII has a 0.74% expense ratio, which is higher than BIL's 0.14% expense ratio.


Return for Risk

CPII vs. BIL — Risk / Return Rank

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

CPII
CPII Risk / Return Rank: 3434
Overall Rank
CPII Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CPII Sortino Ratio Rank: 2727
Sortino Ratio Rank
CPII Omega Ratio Rank: 2626
Omega Ratio Rank
CPII Calmar Ratio Rank: 5353
Calmar Ratio Rank
CPII Martin Ratio Rank: 3333
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.

CPII vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ionic Inflation Protection ETF (CPII) and SPDR Barclays 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.


CPIIBILDifference

Sharpe ratio

Return per unit of total volatility

0.54

19.52

-18.98

Sortino ratio

Return per unit of downside risk

0.79

254.04

-253.25

Omega ratio

Gain probability vs. loss probability

1.11

180.28

-179.17

Calmar ratio

Return relative to maximum drawdown

1.36

365.54

-364.18

Martin ratio

Return relative to average drawdown

3.02

4,104.04

-4,101.02

CPII vs. BIL - Sharpe Ratio Comparison

The current CPII Sharpe Ratio is 0.54, which is lower than the BIL Sharpe Ratio of 19.52. The chart below compares the historical Sharpe Ratios of CPII and BIL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CPIIBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

19.52

-18.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

12.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

2.72

-2.12

Correlation

The correlation between CPII and BIL is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

CPII vs. BIL - Dividend Comparison

CPII's dividend yield for the trailing twelve months is around 4.03%, which matches BIL's 4.01% yield.


TTM2025202420232022202120202019201820172016
CPII
Ionic Inflation Protection ETF
4.03%4.20%5.47%5.86%2.21%0.00%0.00%0.00%0.00%0.00%0.00%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
4.01%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%

Drawdowns

CPII vs. BIL - Drawdown Comparison

The maximum CPII drawdown since its inception was -6.40%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for CPII and BIL.


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Drawdown Indicators


CPIIBILDifference

Max Drawdown

Largest peak-to-trough decline

-6.40%

-0.78%

-5.62%

Max Drawdown (1Y)

Largest decline over 1 year

-1.62%

-0.01%

-1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

-1.06%

0.00%

-1.06%

Average Drawdown

Average peak-to-trough decline

-1.67%

-0.26%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

0.00%

+0.73%

Volatility

CPII vs. BIL - Volatility Comparison

Ionic Inflation Protection ETF (CPII) has a higher volatility of 2.03% compared to SPDR Barclays 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that CPII'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


CPIIBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

0.05%

+1.98%

Volatility (6M)

Calculated over the trailing 6-month period

2.44%

0.14%

+2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

3.92%

0.21%

+3.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.02%

0.26%

+5.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.02%

0.26%

+5.76%