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IJS vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IJS vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P SmallCap 600 Value ETF (IJS) 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, IJS achieves a 18.07% return, which is significantly higher than BIL's 1.56% return. Over the past 10 years, IJS has outperformed BIL with an annualized return of 10.41%, while BIL has yielded a comparatively lower 2.19% annualized return.


IJS

1D
1.81%
1M
5.44%
YTD
18.07%
6M
14.10%
1Y
37.03%
3Y*
14.24%
5Y*
5.96%
10Y*
10.41%

BIL

1D
0.01%
1M
0.28%
YTD
1.56%
6M
1.77%
1Y
3.87%
3Y*
4.63%
5Y*
3.43%
10Y*
2.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJS vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IJS
iShares S&P SmallCap 600 Value ETF
18.07%6.54%7.33%14.68%-11.34%30.53%2.63%24.11%-12.86%11.35%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.56%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%

Correlation

The correlation between IJS and BIL is -0.09, 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

-0.09

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

-0.07

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

-0.03

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

-0.01

Correlation (All Time)
Calculated using the full available price history since May 30, 2007

-0.03

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Return for Risk

IJS vs. BIL — Risk / Return Rank

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

IJS
IJS Risk / Return Rank: 7878
Overall Rank
IJS Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IJS Sortino Ratio Rank: 7878
Sortino Ratio Rank
IJS Omega Ratio Rank: 7171
Omega Ratio Rank
IJS Calmar Ratio Rank: 8686
Calmar Ratio Rank
IJS Martin Ratio Rank: 8181
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.

IJS vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Value ETF (IJS) 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.


IJSBILDifference
Sharpe ratioReturn per unit of total volatility

-17.56

Sortino ratioReturn per unit of downside risk

-171.27

Omega ratioGain probability vs. loss probability

1.35

87.91

-86.56

Calmar ratioReturn relative to maximum drawdown

4.01

355.36

-351.35

Martin ratioReturn relative to average drawdown

13.18

2,817.81

-2,804.62

IJS vs. BIL - Sharpe Ratio Comparison

The current IJS Sharpe Ratio is 2.03, which is lower than the BIL Sharpe Ratio of 19.59. The chart below compares the historical Sharpe Ratios of IJS 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

IJS vs. BIL - Drawdown Comparison

The maximum IJS drawdown since its inception was -60.11%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for IJS and BIL.


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Drawdown Indicators


IJSBILDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-0.78%

-59.33%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-0.01%

-9.27%

Max Drawdown (3Y)

Largest decline over 3 years

-28.65%

-0.01%

-28.64%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

-0.09%

-28.56%

Max Drawdown (10Y)

Largest decline over 10 years

-47.68%

-0.21%

-47.47%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.88%

-0.26%

-9.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

0.00%

+2.82%

Volatility

IJS vs. BIL - Volatility Comparison

iShares S&P SmallCap 600 Value ETF (IJS) has a higher volatility of 4.88% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.06%. This indicates that IJS'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


IJSBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.88%

0.06%

+4.82%

Volatility (6M)

Calculated over the trailing 6-month period

11.82%

0.14%

+11.68%

Volatility (1Y)

Calculated over the trailing 1-year period

18.38%

0.20%

+18.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.00%

0.26%

+21.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.60%

0.26%

+23.34%

IJS vs. BIL - Expense Ratio Comparison

IJS has a 0.25% expense ratio, which is higher than BIL's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IJS vs. BIL - Dividend Comparison

IJS's dividend yield for the trailing twelve months is around 1.26%, 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%
IJS
iShares S&P SmallCap 600 Value ETF
1.26%1.62%1.78%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%

Frequently Asked Questions


IJS and BIL have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IJS has higher volatility (4.88%) compared to BIL (0.06%). In terms of maximum drawdown, IJS dropped -60.11% vs BIL's -0.78%.

On 10-year performance, IJS leads with 10.41% vs 2.19% for BIL. On fees, BIL is cheaper at 0.14% per year. On volatility, BIL has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IJS has performed better with a 10.41% return vs 2.19%. 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 0.25% for IJS.

BIL has the higher dividend yield at 3.86%, compared with 1.26% for IJS.

IJS is categorized as Small Cap Value Equities, while BIL is Government Bonds. IJS tracks S&P SmallCap 600 Value Index, while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.25% for IJS and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.59 vs 2.03), 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 IJS and BIL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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