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EQIN vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EQIN vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia U.S. Equity Income ETF (EQIN) 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, EQIN achieves a 9.64% return, which is significantly higher than BIL's 1.67% return. Over the past 10 years, EQIN has outperformed BIL with an annualized return of 12.50%, while BIL has yielded a comparatively lower 2.20% annualized return.


EQIN

1D
0.74%
1M
2.08%
YTD
9.64%
6M
8.95%
1Y
18.62%
3Y*
15.26%
5Y*
10.50%
10Y*
12.50%

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)

EQIN vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EQIN
Columbia U.S. Equity Income ETF
9.64%9.37%13.82%11.58%0.66%31.18%0.67%30.67%-12.22%20.05%
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 EQIN and BIL is -0.10, 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

-0.10

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

-0.07

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

-0.05

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2016

-0.02

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Return for Risk

EQIN vs. BIL — Risk / Return Rank

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

EQIN
EQIN Risk / Return Rank: 6363
Overall Rank
EQIN Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
EQIN Sortino Ratio Rank: 6363
Sortino Ratio Rank
EQIN Omega Ratio Rank: 5555
Omega Ratio Rank
EQIN Calmar Ratio Rank: 7474
Calmar Ratio Rank
EQIN Martin Ratio Rank: 6363
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.

EQIN vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia U.S. Equity Income ETF (EQIN) 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.


EQINBILDifference
Sharpe ratioReturn per unit of total volatility

-17.52

Sortino ratioReturn per unit of downside risk

-170.02

Omega ratioGain probability vs. loss probability

1.31

87.16

-85.85

Calmar ratioReturn relative to maximum drawdown

3.46

352.24

-348.79

Martin ratioReturn relative to average drawdown

10.30

2,793.11

-2,782.81

EQIN vs. BIL - Sharpe Ratio Comparison

The current EQIN Sharpe Ratio is 1.80, which is lower than the BIL Sharpe Ratio of 19.32. The chart below compares the historical Sharpe Ratios of EQIN 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

EQIN vs. BIL - Drawdown Comparison

The maximum EQIN drawdown since its inception was -42.16%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for EQIN and BIL.


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Drawdown Indicators


EQINBILDifference

Max Drawdown

Largest peak-to-trough decline

-42.16%

-0.78%

-41.38%

Max Drawdown (1Y)

Largest decline over 1 year

-5.41%

-0.01%

-5.40%

Max Drawdown (3Y)

Largest decline over 3 years

-12.05%

-0.01%

-12.04%

Max Drawdown (5Y)

Largest decline over 5 years

-18.51%

-0.09%

-18.42%

Max Drawdown (10Y)

Largest decline over 10 years

-42.16%

-0.21%

-41.95%

Current Drawdown

Current decline from peak

-0.91%

0.00%

-0.91%

Average Drawdown

Average peak-to-trough decline

-4.87%

-0.26%

-4.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

0.00%

+1.81%

Volatility

EQIN vs. BIL - Volatility Comparison

Columbia U.S. Equity Income ETF (EQIN) has a higher volatility of 2.75% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that EQIN'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


EQINBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

0.07%

+2.68%

Volatility (6M)

Calculated over the trailing 6-month period

7.60%

0.14%

+7.46%

Volatility (1Y)

Calculated over the trailing 1-year period

10.40%

0.20%

+10.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.61%

0.26%

+14.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.59%

0.26%

+18.33%

EQIN vs. BIL - Expense Ratio Comparison

EQIN has a 0.35% expense ratio, which is higher than BIL's 0.14% expense ratio.


Dividends

EQIN vs. BIL - Dividend Comparison

EQIN's dividend yield for the trailing twelve months is around 1.88%, 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%
EQIN
Columbia U.S. Equity Income ETF
1.88%2.05%4.34%2.41%2.71%2.57%2.54%2.70%7.81%11.52%2.44%

Frequently Asked Questions


EQIN and BIL have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EQIN has higher volatility (2.75%) compared to BIL (0.07%). In terms of maximum drawdown, EQIN dropped -42.16% vs BIL's -0.78%.

On 10-year performance, EQIN leads with 12.50% 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, EQIN has performed better with a 12.50% 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 0.35% for EQIN.

BIL has the higher dividend yield at 3.85%, compared with 1.88% for EQIN.

EQIN is categorized as Large Cap Value Equities, while BIL is Government Bonds. They also come from different issuers: Columbia and State Street. Their fees differ too: 0.35% for EQIN and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.32 vs 1.80), 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 EQIN and BIL

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