BIL vs. EUDG
Compare and contrast key facts about SPDR Barclays 1-3 Month T-Bill ETF (BIL) and WisdomTree Europe Quality Dividend Growth Fund (EUDG).
BIL and EUDG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BIL is a passively managed fund by State Street that tracks the performance of the Barclays Capital U.S. 1-3 Month Treasury Bill Index. It was launched on May 25, 2007. EUDG is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Europe Quality Dividend Growth Index. It was launched on May 7, 2014. Both BIL and EUDG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIL or EUDG.
Key characteristics
| BIL | EUDG | |
|---|---|---|
| YTD Return | 1.69% | 0.20% |
| 1Y Return | 5.25% | 2.95% |
| 3Y Return (Ann) | 2.65% | 1.48% |
| 5Y Return (Ann) | 1.92% | 7.29% |
| Sharpe Ratio | 19.76 | 0.33 |
| Daily Std Dev | 0.27% | 12.31% |
| Max Drawdown | -0.77% | -33.76% |
| Current Drawdown | 0.00% | -3.48% |
Correlation
The correlation between BIL and EUDG is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BIL vs. EUDG - Performance Comparison
In the year-to-date period, BIL achieves a 1.69% return, which is significantly higher than EUDG's 0.20% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BIL vs. EUDG - Expense Ratio Comparison
BIL has a 0.14% expense ratio, which is lower than EUDG's 0.58% expense ratio.
Risk-Adjusted Performance
BIL vs. EUDG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Barclays 1-3 Month T-Bill ETF (BIL) and WisdomTree Europe Quality Dividend Growth Fund (EUDG). 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.
Dividends
BIL vs. EUDG - Dividend Comparison
BIL's dividend yield for the trailing twelve months is around 5.13%, more than EUDG's 2.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.13% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% |
EUDG WisdomTree Europe Quality Dividend Growth Fund | 2.01% | 2.14% | 3.07% | 2.98% | 1.87% | 2.30% | 3.00% | 1.55% | 2.49% | 2.10% | 0.97% |
Drawdowns
BIL vs. EUDG - Drawdown Comparison
The maximum BIL drawdown since its inception was -0.77%, smaller than the maximum EUDG drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for BIL and EUDG. For additional features, visit the drawdowns tool.
Volatility
BIL vs. EUDG - Volatility Comparison
The current volatility for SPDR Barclays 1-3 Month T-Bill ETF (BIL) is 0.08%, while WisdomTree Europe Quality Dividend Growth Fund (EUDG) has a volatility of 3.40%. This indicates that BIL experiences smaller price fluctuations and is considered to be less risky than EUDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.