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MMKT vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MMKT vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Texas Capital Government Money Market ETF (MMKT) 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

The year-to-date returns for both investments are quite close, with MMKT having a 1.44% return and BIL slightly higher at 1.49%.


MMKT

1D
0.01%
1M
0.28%
YTD
1.44%
6M
1.76%
1Y
3.81%
3Y*
5Y*
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)

MMKT vs. BIL - Yearly Performance Comparison


2026 (YTD)20252024
MMKT
Texas Capital Government Money Market ETF
1.44%4.13%1.21%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.49%4.15%1.22%

Correlation

The correlation between MMKT and BIL is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2024

0.17

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Return for Risk

MMKT vs. BIL — Risk / Return Rank

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

MMKT
MMKT Risk / Return Rank: 100100
Overall Rank
MMKT Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MMKT Sortino Ratio Rank: 100100
Sortino Ratio Rank
MMKT Omega Ratio Rank: 100100
Omega Ratio Rank
MMKT Calmar Ratio Rank: 100100
Calmar Ratio Rank
MMKT Martin Ratio Rank: 100100
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.

MMKT vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Texas Capital Government Money Market ETF (MMKT) 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.


MMKTBILDifference
Sharpe ratioReturn per unit of total volatility

-3.22

Sortino ratioReturn per unit of downside risk

-111.56

Omega ratioGain probability vs. loss probability

15.14

87.91

-72.77

Calmar ratioReturn relative to maximum drawdown

153.44

355.35

-201.92

Martin ratioReturn relative to average drawdown

910.67

2,817.77

-1,907.10

MMKT vs. BIL - Sharpe Ratio Comparison

The current MMKT Sharpe Ratio is 16.49, which is comparable to the BIL Sharpe Ratio of 19.71. The chart below compares the historical Sharpe Ratios of MMKT 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


MMKTBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

16.49

19.71

-3.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

13.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.52

Sharpe Ratio (All Time)

Calculated using the full available price history

17.60

2.78

+14.83

Drawdowns

MMKT vs. BIL - Drawdown Comparison

The maximum MMKT drawdown since its inception was -0.04%, smaller than the maximum BIL drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for MMKT and BIL.


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Drawdown Indicators


MMKTBILDifference

Max Drawdown

Largest peak-to-trough decline

-0.04%

-0.78%

+0.74%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-0.01%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.00%

-0.26%

+0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

0.00%

0.00%

Volatility

MMKT vs. BIL - Volatility Comparison

Texas Capital Government Money Market ETF (MMKT) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) have volatilities of 0.05% and 0.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MMKTBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

0.05%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

0.13%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

0.23%

0.20%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.23%

0.26%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.23%

0.26%

-0.03%

MMKT vs. BIL - Expense Ratio Comparison

MMKT 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

MMKT vs. BIL - Dividend Comparison

MMKT's dividend yield for the trailing twelve months is around 3.73%, 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%
MMKT
Texas Capital Government Money Market ETF
3.73%3.98%1.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MMKT and BIL have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BIL has higher volatility (0.05%) compared to MMKT (0.05%). In terms of maximum drawdown, MMKT dropped -0.04% vs BIL's -0.78%.

On 1-year performance, BIL leads with 3.87% vs 3.81% for MMKT. On fees, BIL is cheaper at 0.14% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BIL has performed better with a 3.87% return vs 3.81%. 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 MMKT.

BIL has the higher dividend yield at 3.86%, compared with 3.73% for MMKT.

MMKT is categorized as Money Market, while BIL is Government Bonds. They also come from different issuers: Texas Capital and State Street. Their fees differ too: 0.20% for MMKT and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.71 vs 16.49), 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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