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

Performance

EEMX vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI Emerging Markets Fossil Fuel Free ETF (EEMX) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EEMX achieves a 27.49% return, which is significantly higher than BIL's 1.49% return.


EEMX

1D
-1.13%
1M
6.59%
YTD
27.49%
6M
30.63%
1Y
54.54%
3Y*
24.62%
5Y*
7.82%
10Y*

BIL

1D
0.00%
1M
0.27%
YTD
1.49%
6M
1.76%
1Y
3.87%
3Y*
4.64%
5Y*
3.41%
10Y*
2.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EEMX vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EEMX
SPDR MSCI Emerging Markets Fossil Fuel Free ETF
27.49%35.23%7.22%9.80%-19.75%-3.57%19.55%18.56%-16.76%38.46%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.49%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%

Correlation

The correlation between EEMX and BIL is -0.11, 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

-0.11

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

-0.04

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

0.03

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2016

0.02

The correlation between EEMX and BIL shifts across timeframes, from -0.11 (1 year) to 0.03 (5 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

EEMX vs. BIL — Risk / Return Rank

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

EEMX
EEMX Risk / Return Rank: 8080
Overall Rank
EEMX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EEMX Sortino Ratio Rank: 7878
Sortino Ratio Rank
EEMX Omega Ratio Rank: 8181
Omega Ratio Rank
EEMX Calmar Ratio Rank: 7878
Calmar Ratio Rank
EEMX Martin Ratio Rank: 8080
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.

EEMX vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Emerging Markets Fossil Fuel Free ETF (EEMX) 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.


EEMXBILDifference
Sharpe ratioReturn per unit of total volatility

-17.07

Sortino ratioReturn per unit of downside risk

-170.73

Omega ratioGain probability vs. loss probability

1.48

87.91

-86.43

Calmar ratioReturn relative to maximum drawdown

3.95

355.35

-351.41

Martin ratioReturn relative to average drawdown

15.59

2,817.77

-2,802.18

EEMX vs. BIL - Sharpe Ratio Comparison

The current EEMX Sharpe Ratio is 2.64, which is lower than the BIL Sharpe Ratio of 19.71. The chart below compares the historical Sharpe Ratios of EEMX 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


EEMXBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

19.71

-17.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

13.15

-12.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

2.78

-2.30

Drawdowns

EEMX vs. BIL - Drawdown Comparison

The maximum EEMX drawdown since its inception was -39.90%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for EEMX and BIL.


Loading charts...

Drawdown Indicators


EEMXBILDifference

Max Drawdown

Largest peak-to-trough decline

-39.90%

-0.78%

-39.12%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

-0.01%

-13.88%

Max Drawdown (3Y)

Largest decline over 3 years

-17.64%

-0.01%

-17.63%

Max Drawdown (5Y)

Largest decline over 5 years

-37.08%

-0.10%

-36.98%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

-2.43%

0.00%

-2.43%

Average Drawdown

Average peak-to-trough decline

-14.73%

-0.26%

-14.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

0.00%

+3.51%

Volatility

EEMX vs. BIL - Volatility Comparison

SPDR MSCI Emerging Markets Fossil Fuel Free ETF (EEMX) has a higher volatility of 8.86% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.06%. This indicates that EEMX'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.


Loading charts...

Volatility by Period


EEMXBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.86%

0.06%

+8.80%

Volatility (6M)

Calculated over the trailing 6-month period

18.24%

0.13%

+18.11%

Volatility (1Y)

Calculated over the trailing 1-year period

20.78%

0.20%

+20.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.15%

0.26%

+18.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.22%

0.26%

+19.96%

EEMX vs. BIL - Expense Ratio Comparison

EEMX has a 0.30% expense ratio, which is higher than BIL's 0.14% expense ratio.


Dividends

EEMX vs. BIL - Dividend Comparison

EEMX's dividend yield for the trailing twelve months is around 1.77%, less than BIL's 3.86% yield.


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%
EEMX
SPDR MSCI Emerging Markets Fossil Fuel Free ETF
1.77%2.28%2.26%2.20%2.38%1.72%1.42%2.57%2.41%2.45%0.15%

Frequently Asked Questions


EEMX and BIL have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EEMX has higher volatility (8.86%) compared to BIL (0.06%). In terms of maximum drawdown, EEMX dropped -39.90% vs BIL's -0.78%.

On 5-year performance, EEMX leads with 7.82% vs 3.41% for BIL. On fees, BIL is cheaper at 0.14% per year. On volatility, BIL has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EEMX has performed better with a 7.82% return vs 3.41%. 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 0.30% for EEMX.

BIL has the higher dividend yield at 3.86%, compared with 1.77% for EEMX.

EEMX is categorized as Asia Pacific Equities, while BIL is Government Bonds. EEMX tracks MSCI Emerging Markets ex Fossil Fuels Index, while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. Their fees differ too: 0.30% for EEMX and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.71 vs 2.64), 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

Find the right allocation for EEMX 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