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KOMP vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KOMP vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Kensho New Economies Composite ETF (KOMP) 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, KOMP achieves a 23.59% return, which is significantly higher than BIL's 1.49% return.


KOMP

1D
-2.06%
1M
11.27%
YTD
23.59%
6M
21.48%
1Y
46.75%
3Y*
21.79%
5Y*
3.36%
10Y*

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)

KOMP vs. BIL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
KOMP
SPDR S&P Kensho New Economies Composite ETF
23.59%19.74%10.05%20.09%-32.21%3.67%61.28%37.12%-10.32%
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%0.41%

Correlation

The correlation between KOMP and BIL is -0.08, 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

-0.08

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

-0.07

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2018

-0.01

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Return for Risk

KOMP vs. BIL — Risk / Return Rank

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

KOMP
KOMP Risk / Return Rank: 5757
Overall Rank
KOMP Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
KOMP Sortino Ratio Rank: 5555
Sortino Ratio Rank
KOMP Omega Ratio Rank: 5353
Omega Ratio Rank
KOMP Calmar Ratio Rank: 6161
Calmar Ratio Rank
KOMP Martin Ratio Rank: 5656
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.

KOMP vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho New Economies Composite ETF (KOMP) 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.


KOMPBILDifference
Sharpe ratioReturn per unit of total volatility

-17.68

Sortino ratioReturn per unit of downside risk

-171.49

Omega ratioGain probability vs. loss probability

1.33

87.91

-86.57

Calmar ratioReturn relative to maximum drawdown

3.03

355.35

-352.32

Martin ratioReturn relative to average drawdown

9.86

2,817.77

-2,807.91

KOMP vs. BIL - Sharpe Ratio Comparison

The current KOMP Sharpe Ratio is 2.03, which is lower than the BIL Sharpe Ratio of 19.71. The chart below compares the historical Sharpe Ratios of KOMP 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


KOMPBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

19.71

-17.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

13.16

-13.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

2.78

-2.25

Drawdowns

KOMP vs. BIL - Drawdown Comparison

The maximum KOMP drawdown since its inception was -50.06%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for KOMP and BIL.


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Drawdown Indicators


KOMPBILDifference

Max Drawdown

Largest peak-to-trough decline

-50.06%

-0.78%

-49.28%

Max Drawdown (1Y)

Largest decline over 1 year

-15.50%

-0.01%

-15.49%

Max Drawdown (3Y)

Largest decline over 3 years

-24.93%

-0.01%

-24.92%

Max Drawdown (5Y)

Largest decline over 5 years

-45.38%

-0.10%

-45.28%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

-2.06%

0.00%

-2.06%

Average Drawdown

Average peak-to-trough decline

-21.69%

-0.26%

-21.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.75%

0.00%

+4.75%

Volatility

KOMP vs. BIL - Volatility Comparison

SPDR S&P Kensho New Economies Composite ETF (KOMP) has a higher volatility of 7.43% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that KOMP'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


KOMPBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

0.05%

+7.38%

Volatility (6M)

Calculated over the trailing 6-month period

17.95%

0.13%

+17.82%

Volatility (1Y)

Calculated over the trailing 1-year period

23.15%

0.20%

+22.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.78%

0.26%

+24.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.02%

0.26%

+26.76%

KOMP vs. BIL - Expense Ratio Comparison

KOMP has a 0.20% 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

KOMP vs. BIL - Dividend Comparison

KOMP's dividend yield for the trailing twelve months is around 1.43%, less than BIL's 3.86% yield.


PositionTTM2025202420232022202120202019201820172016
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%
KOMP
SPDR S&P Kensho New Economies Composite ETF
1.43%1.84%1.04%1.27%1.47%1.44%0.69%0.81%0.13%0.00%0.00%

Frequently Asked Questions


KOMP and BIL have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KOMP has higher volatility (7.43%) compared to BIL (0.05%). In terms of maximum drawdown, KOMP dropped -50.06% vs BIL's -0.78%.

On 5-year performance, BIL leads with 3.41% vs 3.36% for KOMP. 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 5-year period, BIL has performed better with a 3.41% return vs 3.36%. 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 0.20% for KOMP.

BIL has the higher dividend yield at 3.86%, compared with 1.43% for KOMP.

KOMP is categorized as Mid Cap Growth Equities, while BIL is Government Bonds. KOMP tracks S&P Kensho New Economies Composite Index, while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. Their fees differ too: 0.20% for KOMP and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.71 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

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