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ROKT vs. BIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ROKT vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Kensho Final Frontiers ETF (ROKT) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

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ROKT vs. BIL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ROKT
SPDR S&P Kensho Final Frontiers ETF
16.96%50.56%27.89%14.41%-0.81%4.63%7.99%40.90%-13.20%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.85%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%0.41%

Returns By Period

In the year-to-date period, ROKT achieves a 16.96% return, which is significantly higher than BIL's 0.85% return.


ROKT

1D
4.44%
1M
-4.02%
YTD
16.96%
6M
30.61%
1Y
87.29%
3Y*
35.37%
5Y*
20.32%
10Y*

BIL

1D
0.00%
1M
0.29%
YTD
0.85%
6M
1.84%
1Y
3.99%
3Y*
4.70%
5Y*
3.27%
10Y*
2.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ROKT vs. BIL - Expense Ratio Comparison

ROKT has a 0.45% expense ratio, which is higher than BIL's 0.14% expense ratio.


Return for Risk

ROKT vs. BIL — Risk / Return Rank

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

ROKT
ROKT Risk / Return Rank: 9797
Overall Rank
ROKT Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ROKT Sortino Ratio Rank: 9797
Sortino Ratio Rank
ROKT Omega Ratio Rank: 9696
Omega Ratio Rank
ROKT Calmar Ratio Rank: 9898
Calmar Ratio Rank
ROKT Martin Ratio Rank: 9898
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.

ROKT vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho Final Frontiers ETF (ROKT) and SPDR Barclays 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.


ROKTBILDifference

Sharpe ratio

Return per unit of total volatility

3.00

19.52

-16.51

Sortino ratio

Return per unit of downside risk

3.66

254.04

-250.38

Omega ratio

Gain probability vs. loss probability

1.50

180.28

-178.78

Calmar ratio

Return relative to maximum drawdown

6.48

365.54

-359.06

Martin ratio

Return relative to average drawdown

24.82

4,104.04

-4,079.22

ROKT vs. BIL - Sharpe Ratio Comparison

The current ROKT Sharpe Ratio is 3.00, which is lower than the BIL Sharpe Ratio of 19.52. The chart below compares the historical Sharpe Ratios of ROKT and BIL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ROKTBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.00

19.52

-16.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

12.54

-11.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

2.72

-1.97

Correlation

The correlation between ROKT and BIL is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ROKT vs. BIL - Dividend Comparison

ROKT's dividend yield for the trailing twelve months is around 0.34%, less than BIL's 4.01% yield.


TTM2025202420232022202120202019201820172016
ROKT
SPDR S&P Kensho Final Frontiers ETF
0.34%0.41%0.57%0.62%0.54%1.79%0.48%0.74%0.16%0.00%0.00%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
4.01%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%

Drawdowns

ROKT vs. BIL - Drawdown Comparison

The maximum ROKT drawdown since its inception was -43.16%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for ROKT and BIL.


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Drawdown Indicators


ROKTBILDifference

Max Drawdown

Largest peak-to-trough decline

-43.16%

-0.78%

-42.38%

Max Drawdown (1Y)

Largest decline over 1 year

-13.36%

-0.01%

-13.35%

Max Drawdown (5Y)

Largest decline over 5 years

-23.46%

-0.12%

-23.34%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

-7.46%

0.00%

-7.46%

Average Drawdown

Average peak-to-trough decline

-6.86%

-0.26%

-6.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

0.00%

+3.49%

Volatility

ROKT vs. BIL - Volatility Comparison

SPDR S&P Kensho Final Frontiers ETF (ROKT) has a higher volatility of 10.58% compared to SPDR Barclays 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that ROKT'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


ROKTBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.58%

0.05%

+10.53%

Volatility (6M)

Calculated over the trailing 6-month period

22.67%

0.14%

+22.53%

Volatility (1Y)

Calculated over the trailing 1-year period

29.22%

0.21%

+29.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.87%

0.26%

+21.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.78%

0.26%

+24.52%