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GAL vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GAL vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSgA Global Allocation ETF (GAL) 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, GAL achieves a 8.72% return, which is significantly higher than BIL's 1.49% return. Over the past 10 years, GAL has outperformed BIL with an annualized return of 8.23%, while BIL has yielded a comparatively lower 2.18% annualized return.


GAL

1D
-0.57%
1M
2.59%
YTD
8.72%
6M
9.29%
1Y
20.19%
3Y*
14.04%
5Y*
6.96%
10Y*
8.23%

BIL

1D
0.02%
1M
0.28%
YTD
1.49%
6M
1.77%
1Y
3.87%
3Y*
4.64%
5Y*
3.41%
10Y*
2.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GAL vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GAL
SPDR SSgA Global Allocation ETF
8.72%15.95%9.85%13.32%-13.41%12.23%9.33%19.59%-7.71%18.67%
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 GAL and BIL is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

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

-0.06

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

0.00

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

0.01

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2012

0.02

The correlation between GAL and BIL shifts across timeframes, from -0.10 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GAL vs. BIL — Risk / Return Rank

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

GAL
GAL Risk / Return Rank: 7070
Overall Rank
GAL Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
GAL Sortino Ratio Rank: 7272
Sortino Ratio Rank
GAL Omega Ratio Rank: 7171
Omega Ratio Rank
GAL Calmar Ratio Rank: 6565
Calmar Ratio Rank
GAL Martin Ratio Rank: 7373
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.

GAL vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSgA Global Allocation ETF (GAL) 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.


GALBILDifference
Sharpe ratioReturn per unit of total volatility

-17.39

Sortino ratioReturn per unit of downside risk

-170.87

Omega ratioGain probability vs. loss probability

1.43

87.91

-86.47

Calmar ratioReturn relative to maximum drawdown

3.24

355.35

-352.12

Martin ratioReturn relative to average drawdown

13.83

2,817.77

-2,803.95

GAL vs. BIL - Sharpe Ratio Comparison

The current GAL Sharpe Ratio is 2.32, which is lower than the BIL Sharpe Ratio of 19.71. The chart below compares the historical Sharpe Ratios of GAL 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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Sharpe Ratios by Period


GALBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

19.71

-17.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

13.16

-12.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

8.52

-7.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

2.78

-2.08

Drawdowns

GAL vs. BIL - Drawdown Comparison

The maximum GAL drawdown since its inception was -28.31%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for GAL and BIL.


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Drawdown Indicators


GALBILDifference

Max Drawdown

Largest peak-to-trough decline

-28.31%

-0.78%

-27.53%

Max Drawdown (1Y)

Largest decline over 1 year

-6.27%

-0.01%

-6.26%

Max Drawdown (3Y)

Largest decline over 3 years

-9.12%

-0.01%

-9.11%

Max Drawdown (5Y)

Largest decline over 5 years

-21.14%

-0.10%

-21.04%

Max Drawdown (10Y)

Largest decline over 10 years

-28.31%

-0.21%

-28.10%

Current Drawdown

Current decline from peak

-0.57%

0.00%

-0.57%

Average Drawdown

Average peak-to-trough decline

-3.74%

-0.26%

-3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

0.00%

+1.46%

Volatility

GAL vs. BIL - Volatility Comparison

SPDR SSgA Global Allocation ETF (GAL) has a higher volatility of 2.66% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that GAL'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


GALBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

0.05%

+2.61%

Volatility (6M)

Calculated over the trailing 6-month period

7.01%

0.13%

+6.88%

Volatility (1Y)

Calculated over the trailing 1-year period

8.73%

0.20%

+8.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.43%

0.26%

+10.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.37%

0.26%

+11.11%

GAL vs. BIL - Expense Ratio Comparison

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


Dividends

GAL vs. BIL - Dividend Comparison

GAL's dividend yield for the trailing twelve months is around 3.13%, less than BIL's 3.86% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
GAL
SPDR SSgA Global Allocation ETF
3.13%3.47%2.99%2.56%6.19%4.05%2.14%2.96%2.43%2.26%2.43%3.10%

Frequently Asked Questions


GAL 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.

GAL has higher volatility (2.66%) compared to BIL (0.05%). In terms of maximum drawdown, GAL dropped -28.31% vs BIL's -0.78%.

On 10-year performance, GAL leads with 8.23% vs 2.18% for BIL. On fees, BIL is cheaper at 0.14% per year. On volatility, BIL has been the lower-risk option at 0.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GAL has performed better with a 8.23% return vs 2.18%. 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 GAL.

BIL has the higher dividend yield at 3.86%, compared with 3.13% for GAL.

GAL is categorized as Diversified Portfolio, while BIL is Government Bonds. Their fees differ too: 0.35% for GAL and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.71 vs 2.32), 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.

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