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ILF vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ILF vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Latin American 40 ETF (ILF) 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, ILF achieves a 13.05% return, which is significantly higher than BIL's 1.66% return. Over the past 10 years, ILF has outperformed BIL with an annualized return of 8.49%, while BIL has yielded a comparatively lower 2.20% annualized return.


ILF

1D
0.27%
1M
-1.45%
YTD
13.05%
6M
14.29%
1Y
40.46%
3Y*
13.51%
5Y*
9.00%
10Y*
8.49%

BIL

1D
0.00%
1M
0.27%
YTD
1.66%
6M
1.75%
1Y
3.85%
3Y*
4.60%
5Y*
3.45%
10Y*
2.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ILF vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ILF
iShares Latin American 40 ETF
13.05%52.65%-23.11%33.14%9.81%-13.59%-11.71%13.77%-6.85%26.33%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.66%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%

Correlation

The correlation between ILF and BIL is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.16

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

-0.09

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

-0.01

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

-0.02

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

-0.02

The correlation between ILF and BIL shifts across timeframes, from -0.16 (1 year) to -0.01 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ILF vs. BIL — Risk / Return Rank

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

ILF
ILF Risk / Return Rank: 5454
Overall Rank
ILF Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ILF Sortino Ratio Rank: 5252
Sortino Ratio Rank
ILF Omega Ratio Rank: 5151
Omega Ratio Rank
ILF Calmar Ratio Rank: 6161
Calmar Ratio Rank
ILF Martin Ratio Rank: 5151
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.

ILF vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Latin American 40 ETF (ILF) 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.


ILFBILDifference
Sharpe ratioReturn per unit of total volatility

-17.54

Sortino ratioReturn per unit of downside risk

-170.72

Omega ratioGain probability vs. loss probability

1.31

87.41

-86.10

Calmar ratioReturn relative to maximum drawdown

2.92

353.28

-350.37

Martin ratioReturn relative to average drawdown

8.56

2,801.35

-2,792.79

ILF vs. BIL - Sharpe Ratio Comparison

The current ILF Sharpe Ratio is 1.83, which is lower than the BIL Sharpe Ratio of 19.37. The chart below compares the historical Sharpe Ratios of ILF 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

ILF vs. BIL - Drawdown Comparison

The maximum ILF drawdown since its inception was -67.48%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for ILF and BIL.


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Drawdown Indicators


ILFBILDifference

Max Drawdown

Largest peak-to-trough decline

-67.48%

-0.78%

-66.70%

Max Drawdown (1Y)

Largest decline over 1 year

-13.94%

-0.01%

-13.93%

Max Drawdown (3Y)

Largest decline over 3 years

-23.97%

-0.01%

-23.96%

Max Drawdown (5Y)

Largest decline over 5 years

-29.71%

-0.09%

-29.62%

Max Drawdown (10Y)

Largest decline over 10 years

-57.79%

-0.21%

-57.58%

Current Drawdown

Current decline from peak

-9.65%

0.00%

-9.65%

Average Drawdown

Average peak-to-trough decline

-23.91%

-0.26%

-23.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.74%

0.00%

+4.74%

Volatility

ILF vs. BIL - Volatility Comparison

iShares Latin American 40 ETF (ILF) has a higher volatility of 6.44% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that ILF'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


ILFBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

0.07%

+6.37%

Volatility (6M)

Calculated over the trailing 6-month period

18.33%

0.14%

+18.19%

Volatility (1Y)

Calculated over the trailing 1-year period

22.25%

0.20%

+22.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.28%

0.26%

+23.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.40%

0.26%

+28.14%

ILF vs. BIL - Expense Ratio Comparison

ILF has a 0.48% expense ratio, which is higher than BIL's 0.14% expense ratio.


Dividends

ILF vs. BIL - Dividend Comparison

ILF's dividend yield for the trailing twelve months is around 3.47%, less than BIL's 3.85% yield.


PositionTTM20252024202320222021202020192018201720162015
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.85%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%
ILF
iShares Latin American 40 ETF
3.47%4.39%7.44%4.61%12.72%8.47%1.88%3.09%3.12%1.80%1.59%3.25%

Frequently Asked Questions


ILF and BIL have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ILF has higher volatility (6.44%) compared to BIL (0.07%). In terms of maximum drawdown, ILF dropped -67.48% vs BIL's -0.78%.

On 10-year performance, ILF leads with 8.49% vs 2.20% for BIL. On fees, BIL is cheaper at 0.14% per year. On volatility, BIL has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ILF has performed better with a 8.49% return vs 2.20%. 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 0.48% for ILF.

BIL has the higher dividend yield at 3.85%, compared with 3.47% for ILF.

ILF is categorized as Latin America Equities, while BIL is Government Bonds. ILF tracks S&P Latin America 40 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: 0.48% for ILF and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.37 vs 1.83), 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 ILF and BIL

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