PortfoliosLab logoPortfoliosLab logo
MBB vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MBB vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MBS Bond ETF (MBB) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MBB achieves a 1.01% return, which is significantly lower than BIL's 1.56% return. Over the past 10 years, MBB has underperformed BIL with an annualized return of 1.33%, while BIL has yielded a comparatively higher 2.19% annualized return.


MBB

1D
0.65%
1M
0.67%
YTD
1.01%
6M
1.29%
1Y
6.49%
3Y*
4.43%
5Y*
0.41%
10Y*
1.33%

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)

MBB vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MBB
iShares MBS Bond ETF
1.01%8.38%1.31%5.01%-11.74%-1.43%4.08%6.18%0.82%2.49%
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 MBB and BIL is -0.14, 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

-0.14

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

-0.04

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

0.04

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

0.05

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

0.04

The correlation between MBB and BIL shifts across timeframes, from -0.14 (1 year) to 0.05 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MBB vs. BIL — Risk / Return Rank

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

MBB
MBB Risk / Return Rank: 5151
Overall Rank
MBB Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
MBB Sortino Ratio Rank: 5353
Sortino Ratio Rank
MBB Omega Ratio Rank: 5050
Omega Ratio Rank
MBB Calmar Ratio Rank: 5353
Calmar Ratio Rank
MBB Martin Ratio Rank: 5050
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.

MBB vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MBS Bond ETF (MBB) 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.


MBBBILDifference
Sharpe ratioReturn per unit of total volatility

-18.13

Sortino ratioReturn per unit of downside risk

-172.01

Omega ratioGain probability vs. loss probability

1.26

87.91

-86.65

Calmar ratioReturn relative to maximum drawdown

2.21

355.36

-353.15

Martin ratioReturn relative to average drawdown

7.06

2,817.81

-2,810.74

MBB vs. BIL - Sharpe Ratio Comparison

The current MBB Sharpe Ratio is 1.46, which is lower than the BIL Sharpe Ratio of 19.59. The chart below compares the historical Sharpe Ratios of MBB 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.


Loading charts...

Drawdowns

MBB vs. BIL - Drawdown Comparison

The maximum MBB drawdown since its inception was -17.64%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for MBB and BIL.


Loading charts...

Drawdown Indicators


MBBBILDifference

Max Drawdown

Largest peak-to-trough decline

-17.64%

-0.78%

-16.86%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-0.01%

-2.93%

Max Drawdown (3Y)

Largest decline over 3 years

-7.68%

-0.01%

-7.67%

Max Drawdown (5Y)

Largest decline over 5 years

-17.19%

-0.09%

-17.10%

Max Drawdown (10Y)

Largest decline over 10 years

-17.64%

-0.21%

-17.43%

Current Drawdown

Current decline from peak

-1.09%

0.00%

-1.09%

Average Drawdown

Average peak-to-trough decline

-2.35%

-0.26%

-2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.00%

+0.92%

Volatility

MBB vs. BIL - Volatility Comparison

iShares MBS Bond ETF (MBB) has a higher volatility of 1.57% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.06%. This indicates that MBB'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.


Loading charts...

Volatility by Period


MBBBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

0.06%

+1.51%

Volatility (6M)

Calculated over the trailing 6-month period

3.31%

0.14%

+3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

4.47%

0.20%

+4.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.82%

0.26%

+6.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.31%

0.26%

+5.05%

MBB vs. BIL - Expense Ratio Comparison

MBB has a 0.06% expense ratio, which is lower than BIL's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

MBB vs. BIL - Dividend Comparison

MBB's dividend yield for the trailing twelve months is around 4.26%, more 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%
MBB
iShares MBS Bond ETF
4.26%4.21%3.94%3.40%2.31%1.05%2.10%2.77%2.64%2.23%2.58%2.66%

Frequently Asked Questions


MBB and BIL have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MBB has higher volatility (1.57%) compared to BIL (0.06%). In terms of maximum drawdown, MBB dropped -17.64% vs BIL's -0.78%.

On 10-year performance, BIL leads with 2.19% vs 1.33% for MBB. On fees, MBB is cheaper at 0.06% 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, BIL has performed better with a 2.19% return vs 1.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MBB is cheaper with a 0.06% expense ratio, compared with 0.14% for BIL.

MBB has the higher dividend yield at 4.26%, compared with 3.86% for BIL.

MBB is categorized as Mortgage Backed Securities, while BIL is Government Bonds. MBB tracks Barclays Capital U.S. MBS 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: 0.06% for MBB and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.59 vs 1.46), 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 MBB 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.

Open Portfolio Optimizer