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BIL vs. EUDG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BIL and EUDG is 0.01, 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.


-0.50.00.51.00.0

Performance

BIL vs. EUDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Barclays 1-3 Month T-Bill ETF (BIL) and WisdomTree Europe Quality Dividend Growth Fund (EUDG). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
2.45%
-7.69%
BIL
EUDG

Key characteristics

Sharpe Ratio

BIL:

20.79

EUDG:

-0.20

Sortino Ratio

BIL:

267.31

EUDG:

-0.19

Omega Ratio

BIL:

155.33

EUDG:

0.98

Calmar Ratio

BIL:

474.12

EUDG:

-0.19

Martin Ratio

BIL:

4,351.82

EUDG:

-0.49

Ulcer Index

BIL:

0.00%

EUDG:

5.15%

Daily Std Dev

BIL:

0.25%

EUDG:

12.65%

Max Drawdown

BIL:

-0.77%

EUDG:

-33.76%

Current Drawdown

BIL:

0.00%

EUDG:

-11.86%

Returns By Period

In the year-to-date period, BIL achieves a 0.09% return, which is significantly lower than EUDG's 1.37% return. Over the past 10 years, BIL has underperformed EUDG with an annualized return of 1.63%, while EUDG has yielded a comparatively higher 5.86% annualized return.


BIL

YTD

0.09%

1M

0.36%

6M

2.46%

1Y

5.17%

5Y*

2.36%

10Y*

1.63%

EUDG

YTD

1.37%

1M

-4.04%

6M

-7.07%

1Y

-1.71%

5Y*

4.29%

10Y*

5.86%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BIL vs. EUDG - Expense Ratio Comparison

BIL has a 0.14% expense ratio, which is lower than EUDG's 0.58% expense ratio.


EUDG
WisdomTree Europe Quality Dividend Growth Fund
Expense ratio chart for EUDG: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for BIL: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

BIL vs. EUDG — Risk-Adjusted Performance Rank

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

BIL
The Risk-Adjusted Performance Rank of BIL is 100100
Overall Rank
The Sharpe Ratio Rank of BIL is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of BIL is 100100
Sortino Ratio Rank
The Omega Ratio Rank of BIL is 100100
Omega Ratio Rank
The Calmar Ratio Rank of BIL is 100100
Calmar Ratio Rank
The Martin Ratio Rank of BIL is 100100
Martin Ratio Rank

EUDG
The Risk-Adjusted Performance Rank of EUDG is 66
Overall Rank
The Sharpe Ratio Rank of EUDG is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of EUDG is 77
Sortino Ratio Rank
The Omega Ratio Rank of EUDG is 77
Omega Ratio Rank
The Calmar Ratio Rank of EUDG is 55
Calmar Ratio Rank
The Martin Ratio Rank of EUDG is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for BIL, currently valued at 20.79, compared to the broader market0.002.004.0020.79-0.20
The chart of Sortino ratio for BIL, currently valued at 267.31, compared to the broader market-2.000.002.004.006.008.0010.0012.00267.31-0.19
The chart of Omega ratio for BIL, currently valued at 155.33, compared to the broader market0.501.001.502.002.503.00155.330.98
The chart of Calmar ratio for BIL, currently valued at 474.12, compared to the broader market0.005.0010.0015.00474.12-0.19
The chart of Martin ratio for BIL, currently valued at 4351.82, compared to the broader market0.0020.0040.0060.0080.00100.004,351.82-0.49
BIL
EUDG

The current BIL Sharpe Ratio is 20.79, which is higher than the EUDG Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of BIL and EUDG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.005.0010.0015.0020.00AugustSeptemberOctoberNovemberDecember2025
20.79
-0.20
BIL
EUDG

Dividends

BIL vs. EUDG - Dividend Comparison

BIL's dividend yield for the trailing twelve months is around 5.02%, more than EUDG's 2.38% yield.


TTM20242023202220212020201920182017201620152014
BIL
SPDR Barclays 1-3 Month T-Bill ETF
5.02%5.03%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
2.38%2.41%2.14%3.08%2.98%1.87%2.30%3.00%1.55%2.49%2.11%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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-11.86%
BIL
EUDG

Volatility

BIL vs. EUDG - Volatility Comparison

The current volatility for SPDR Barclays 1-3 Month T-Bill ETF (BIL) is 0.06%, while WisdomTree Europe Quality Dividend Growth Fund (EUDG) has a volatility of 3.44%. 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.


0.00%1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
0.06%
3.44%
BIL
EUDG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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