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QDIV vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDIV vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Quality Dividend ETF (QDIV) 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, QDIV achieves a 8.21% return, which is significantly higher than BIL's 1.49% return.


QDIV

1D
-0.10%
1M
1.84%
YTD
8.21%
6M
7.70%
1Y
13.84%
3Y*
9.81%
5Y*
6.17%
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)

QDIV vs. BIL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QDIV
Global X S&P 500 Quality Dividend ETF
8.21%3.16%10.62%5.18%-0.50%28.99%0.03%29.00%-12.20%
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%0.92%

Correlation

The correlation between QDIV and BIL is -0.07, 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

-0.07

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

-0.05

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2018

-0.03

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Return for Risk

QDIV vs. BIL — Risk / Return Rank

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

QDIV
QDIV Risk / Return Rank: 3232
Overall Rank
QDIV Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
QDIV Sortino Ratio Rank: 3434
Sortino Ratio Rank
QDIV Omega Ratio Rank: 3030
Omega Ratio Rank
QDIV Calmar Ratio Rank: 3535
Calmar Ratio Rank
QDIV Martin Ratio Rank: 3030
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.

QDIV vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Quality Dividend ETF (QDIV) 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.


QDIVBILDifference
Sharpe ratioReturn per unit of total volatility

-18.53

Sortino ratioReturn per unit of downside risk

-172.33

Omega ratioGain probability vs. loss probability

1.21

87.91

-86.70

Calmar ratioReturn relative to maximum drawdown

1.74

355.35

-353.61

Martin ratioReturn relative to average drawdown

4.51

2,817.77

-2,813.27

QDIV vs. BIL - Sharpe Ratio Comparison

The current QDIV Sharpe Ratio is 1.18, which is lower than the BIL Sharpe Ratio of 19.71. The chart below compares the historical Sharpe Ratios of QDIV 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


QDIVBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

19.71

-18.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

13.16

-12.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

2.78

-2.34

Drawdowns

QDIV vs. BIL - Drawdown Comparison

The maximum QDIV drawdown since its inception was -41.20%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for QDIV and BIL.


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Drawdown Indicators


QDIVBILDifference

Max Drawdown

Largest peak-to-trough decline

-41.20%

-0.78%

-40.42%

Max Drawdown (1Y)

Largest decline over 1 year

-7.97%

-0.01%

-7.96%

Max Drawdown (3Y)

Largest decline over 3 years

-16.81%

-0.01%

-16.80%

Max Drawdown (5Y)

Largest decline over 5 years

-18.52%

-0.10%

-18.42%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

-3.96%

0.00%

-3.96%

Average Drawdown

Average peak-to-trough decline

-5.54%

-0.26%

-5.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

0.00%

+3.08%

Volatility

QDIV vs. BIL - Volatility Comparison

Global X S&P 500 Quality Dividend ETF (QDIV) has a higher volatility of 2.61% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that QDIV'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


QDIVBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

0.05%

+2.56%

Volatility (6M)

Calculated over the trailing 6-month period

8.07%

0.13%

+7.94%

Volatility (1Y)

Calculated over the trailing 1-year period

11.84%

0.20%

+11.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.30%

0.26%

+15.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.42%

0.26%

+19.16%

QDIV vs. BIL - Expense Ratio Comparison

QDIV 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

QDIV vs. BIL - Dividend Comparison

QDIV's dividend yield for the trailing twelve months is around 3.23%, 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%
QDIV
Global X S&P 500 Quality Dividend ETF
3.23%3.13%2.88%3.26%3.02%2.44%3.06%2.84%1.30%0.00%0.00%

Frequently Asked Questions


QDIV and BIL have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QDIV has higher volatility (2.61%) compared to BIL (0.05%). In terms of maximum drawdown, QDIV dropped -41.20% vs BIL's -0.78%.

On 5-year performance, QDIV leads with 6.17% vs 3.41% for BIL. 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, QDIV has performed better with a 6.17% return vs 3.41%. 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 QDIV.

BIL has the higher dividend yield at 3.86%, compared with 3.23% for QDIV.

QDIV is categorized as Dividend, while BIL is Government Bonds. QDIV tracks S&P 500 Quality High Dividend Index, while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. They also come from different issuers: Global X and State Street. Their fees differ too: 0.20% for QDIV and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.71 vs 1.18), 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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