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

Correlation

The correlation between BIL and EUDG is -0.60. 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.


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.

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Key characteristics

Daily Std Dev

BIL:

0.22%

EUDG:

8.99%

Max Drawdown

BIL:

0.00%

EUDG:

-1.58%

Current Drawdown

BIL:

0.00%

EUDG:

-1.19%

Returns By Period


BIL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

EUDG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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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 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 4848
Overall Rank
The Sharpe Ratio Rank of EUDG is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of EUDG is 5050
Sortino Ratio Rank
The Omega Ratio Rank of EUDG is 4646
Omega Ratio Rank
The Calmar Ratio Rank of EUDG is 6161
Calmar Ratio Rank
The Martin Ratio Rank of EUDG is 4343
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.



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Dividends

BIL vs. EUDG - Dividend Comparison

BIL's dividend yield for the trailing twelve months is around 4.69%, more than EUDG's 2.13% yield.


TTM20242023202220212020201920182017201620152014
BIL
SPDR Barclays 1-3 Month T-Bill ETF
4.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EUDG
WisdomTree Europe Quality Dividend Growth Fund
2.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BIL vs. EUDG - Drawdown Comparison

The maximum BIL drawdown since its inception was 0.00%, smaller than the maximum EUDG drawdown of -1.58%. Use the drawdown chart below to compare losses from any high point for BIL and EUDG. For additional features, visit the drawdowns tool.


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Volatility

BIL vs. EUDG - Volatility Comparison


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