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MAKX vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MAKX vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P Kensho Smart Factories ETF (MAKX) 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, MAKX achieves a 37.19% return, which is significantly higher than BIL's 1.69% return.


MAKX

1D
-1.84%
1M
-0.71%
YTD
37.19%
6M
34.30%
1Y
54.03%
3Y*
25.56%
5Y*
10Y*

BIL

1D
0.01%
1M
0.29%
YTD
1.69%
6M
1.74%
1Y
3.85%
3Y*
4.61%
5Y*
3.45%
10Y*
2.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MAKX vs. BIL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MAKX
ProShares S&P Kensho Smart Factories ETF
37.19%21.63%8.27%26.03%-26.41%3.10%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.69%4.15%5.19%4.94%1.40%-0.03%

Correlation

The correlation between MAKX 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 (All Time)
Calculated using the full available price history since Sep 30, 2021

-0.01

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Return for Risk

MAKX vs. BIL — Risk / Return Rank

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

MAKX
MAKX Risk / Return Rank: 6262
Overall Rank
MAKX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
MAKX Sortino Ratio Rank: 5656
Sortino Ratio Rank
MAKX Omega Ratio Rank: 5353
Omega Ratio Rank
MAKX Calmar Ratio Rank: 7575
Calmar Ratio Rank
MAKX Martin Ratio Rank: 6262
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.

MAKX vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P Kensho Smart Factories ETF (MAKX) 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.


MAKXBILDifference
Sharpe ratioReturn per unit of total volatility

-17.65

Sortino ratioReturn per unit of downside risk

-170.80

Omega ratioGain probability vs. loss probability

1.29

87.41

-86.12

Calmar ratioReturn relative to maximum drawdown

3.38

353.28

-349.90

Martin ratioReturn relative to average drawdown

9.85

2,801.36

-2,791.51

MAKX vs. BIL - Sharpe Ratio Comparison

The current MAKX Sharpe Ratio is 1.78, which is lower than the BIL Sharpe Ratio of 19.43. The chart below compares the historical Sharpe Ratios of MAKX 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

MAKX vs. BIL - Drawdown Comparison

The maximum MAKX drawdown since its inception was -40.27%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for MAKX and BIL.


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Drawdown Indicators


MAKXBILDifference

Max Drawdown

Largest peak-to-trough decline

-40.27%

-0.78%

-39.49%

Max Drawdown (1Y)

Largest decline over 1 year

-16.05%

-0.01%

-16.04%

Max Drawdown (3Y)

Largest decline over 3 years

-29.76%

-0.01%

-29.75%

Max Drawdown (5Y)

Largest decline over 5 years

-0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

-8.35%

0.00%

-8.35%

Average Drawdown

Average peak-to-trough decline

-16.47%

-0.26%

-16.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.50%

0.00%

+5.50%

Volatility

MAKX vs. BIL - Volatility Comparison

ProShares S&P Kensho Smart Factories ETF (MAKX) has a higher volatility of 13.80% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that MAKX'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


MAKXBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.80%

0.07%

+13.73%

Volatility (6M)

Calculated over the trailing 6-month period

22.74%

0.14%

+22.60%

Volatility (1Y)

Calculated over the trailing 1-year period

30.61%

0.20%

+30.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.52%

0.26%

+28.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.52%

0.26%

+28.26%

MAKX vs. BIL - Expense Ratio Comparison

MAKX has a 0.58% expense ratio, which is higher than BIL's 0.14% expense ratio.


Dividends

MAKX vs. BIL - Dividend Comparison

MAKX's dividend yield for the trailing twelve months is around 0.11%, less than BIL's 3.85% yield.


PositionTTM2025202420232022202120202019201820172016
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%
MAKX
ProShares S&P Kensho Smart Factories ETF
0.11%0.15%0.24%0.52%0.31%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MAKX 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.

MAKX has higher volatility (13.80%) compared to BIL (0.07%). In terms of maximum drawdown, MAKX dropped -40.27% vs BIL's -0.78%.

On 3-year performance, MAKX leads with 25.56% vs 4.61% 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 3-year period, MAKX has performed better with a 25.56% return vs 4.61%. 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 0.58% for MAKX.

BIL has the higher dividend yield at 3.85%, compared with 0.11% for MAKX.

MAKX is categorized as Technology Equities, while BIL is Government Bonds. MAKX tracks S&P Kensho Smart Factories Index, while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. They also come from different issuers: ProShares and State Street. Their fees differ too: 0.58% for MAKX and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.43 vs 1.78), 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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