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SCHQ vs. BIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHQ vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Long-Term U.S. Treasury ETF (SCHQ) 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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SCHQ vs. BIL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SCHQ
Schwab Long-Term U.S. Treasury ETF
-0.06%5.50%-6.44%3.43%-29.44%-4.86%17.73%-4.02%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.85%4.15%5.19%4.94%1.40%-0.10%0.40%0.32%

Returns By Period

In the year-to-date period, SCHQ achieves a -0.06% return, which is significantly lower than BIL's 0.85% return.


SCHQ

1D
-0.03%
1M
-3.98%
YTD
-0.06%
6M
-0.50%
1Y
0.41%
3Y*
-1.56%
5Y*
-4.81%
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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SCHQ vs. BIL - Expense Ratio Comparison

SCHQ has a 0.03% 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%.


Return for Risk

SCHQ vs. BIL — Risk / Return Rank

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

SCHQ
SCHQ Risk / Return Rank: 1313
Overall Rank
SCHQ Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SCHQ Sortino Ratio Rank: 1212
Sortino Ratio Rank
SCHQ Omega Ratio Rank: 1212
Omega Ratio Rank
SCHQ Calmar Ratio Rank: 1515
Calmar Ratio Rank
SCHQ Martin Ratio Rank: 1515
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.

SCHQ vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Long-Term U.S. Treasury ETF (SCHQ) 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.


SCHQBILDifference

Sharpe ratio

Return per unit of total volatility

0.04

19.52

-19.48

Sortino ratio

Return per unit of downside risk

0.12

254.04

-253.92

Omega ratio

Gain probability vs. loss probability

1.02

180.28

-179.26

Calmar ratio

Return relative to maximum drawdown

0.14

365.54

-365.40

Martin ratio

Return relative to average drawdown

0.31

4,104.04

-4,103.73

SCHQ vs. BIL - Sharpe Ratio Comparison

The current SCHQ Sharpe Ratio is 0.04, which is lower than the BIL Sharpe Ratio of 19.52. The chart below compares the historical Sharpe Ratios of SCHQ 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


SCHQBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.04

19.52

-19.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

12.54

-12.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.22

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.25

2.72

-2.97

Correlation

The correlation between SCHQ and BIL is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SCHQ vs. BIL - Dividend Comparison

SCHQ's dividend yield for the trailing twelve months is around 4.63%, more than BIL's 4.01% yield.


TTM2025202420232022202120202019201820172016
SCHQ
Schwab Long-Term U.S. Treasury ETF
4.63%4.54%4.58%3.79%2.88%1.69%1.51%0.44%0.00%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

SCHQ vs. BIL - Drawdown Comparison

The maximum SCHQ drawdown since its inception was -46.13%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for SCHQ and BIL.


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Drawdown Indicators


SCHQBILDifference

Max Drawdown

Largest peak-to-trough decline

-46.13%

-0.78%

-45.35%

Max Drawdown (1Y)

Largest decline over 1 year

-8.46%

-0.01%

-8.45%

Max Drawdown (5Y)

Largest decline over 5 years

-40.93%

-0.12%

-40.81%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

-36.58%

0.00%

-36.58%

Average Drawdown

Average peak-to-trough decline

-26.08%

-0.26%

-25.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.87%

0.00%

+3.87%

Volatility

SCHQ vs. BIL - Volatility Comparison

Schwab Long-Term U.S. Treasury ETF (SCHQ) has a higher volatility of 3.46% compared to SPDR Barclays 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that SCHQ'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


SCHQBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

0.05%

+3.41%

Volatility (6M)

Calculated over the trailing 6-month period

5.99%

0.14%

+5.85%

Volatility (1Y)

Calculated over the trailing 1-year period

10.39%

0.21%

+10.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.56%

0.26%

+14.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.49%

0.26%

+15.23%