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SCUS vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCUS vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Ultra-Short Income ETF (SCUS) 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 SCUS having a 1.43% return and BIL slightly higher at 1.49%.


SCUS

1D
-0.02%
1M
0.37%
YTD
1.43%
6M
1.78%
1Y
4.17%
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)

SCUS vs. BIL - Yearly Performance Comparison


2026 (YTD)20252024
SCUS
Schwab Ultra-Short Income ETF
1.43%4.51%2.06%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.49%4.15%1.87%

Correlation

The correlation between SCUS and BIL is 0.02, 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

0.02

Correlation (All Time)
Calculated using the full available price history since Aug 14, 2024

0.12

The correlation between SCUS and BIL shifts across timeframes, from 0.02 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SCUS vs. BIL — Risk / Return Rank

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

SCUS
SCUS Risk / Return Rank: 9999
Overall Rank
SCUS Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SCUS Sortino Ratio Rank: 9999
Sortino Ratio Rank
SCUS Omega Ratio Rank: 9999
Omega Ratio Rank
SCUS Calmar Ratio Rank: 9999
Calmar Ratio Rank
SCUS Martin Ratio Rank: 9999
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.

SCUS vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Ultra-Short Income ETF (SCUS) 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.


SCUSBILDifference
Sharpe ratioReturn per unit of total volatility

-13.43

Sortino ratioReturn per unit of downside risk

-161.59

Omega ratioGain probability vs. loss probability

2.76

87.91

-85.15

Calmar ratioReturn relative to maximum drawdown

25.13

355.35

-330.23

Martin ratioReturn relative to average drawdown

111.55

2,817.77

-2,706.23

SCUS vs. BIL - Sharpe Ratio Comparison

The current SCUS Sharpe Ratio is 6.28, which is lower than the BIL Sharpe Ratio of 19.71. The chart below compares the historical Sharpe Ratios of SCUS 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


SCUSBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.28

19.71

-13.43

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

6.42

2.78

+3.64

Drawdowns

SCUS vs. BIL - Drawdown Comparison

The maximum SCUS drawdown since its inception was -0.17%, smaller than the maximum BIL drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for SCUS and BIL.


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Drawdown Indicators


SCUSBILDifference

Max Drawdown

Largest peak-to-trough decline

-0.17%

-0.78%

+0.61%

Max Drawdown (1Y)

Largest decline over 1 year

-0.17%

-0.01%

-0.16%

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

-0.02%

0.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-0.02%

-0.26%

+0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

0.00%

+0.04%

Volatility

SCUS vs. BIL - Volatility Comparison

Schwab Ultra-Short Income ETF (SCUS) has a higher volatility of 0.20% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that SCUS'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


SCUSBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.20%

0.05%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

0.47%

0.13%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

0.67%

0.20%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.70%

0.26%

+0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.70%

0.26%

+0.44%

SCUS vs. BIL - Expense Ratio Comparison

Both SCUS and BIL have an expense ratio of 0.14%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SCUS vs. BIL - Dividend Comparison

SCUS's dividend yield for the trailing twelve months is around 3.91%, more 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%
SCUS
Schwab Ultra-Short Income ETF
3.91%4.17%1.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SCUS and BIL have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCUS has higher volatility (0.20%) compared to BIL (0.05%). In terms of maximum drawdown, SCUS dropped -0.17% vs BIL's -0.78%.

On 1-year performance, SCUS leads with 4.17% vs 3.87% for BIL. Both ETFs have the same 0.14% expense ratio. 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 1-year period, SCUS has performed better with a 4.17% return vs 3.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCUS and BIL have the same expense ratio: 0.14% per year.

SCUS has the higher dividend yield at 3.91%, compared with 3.86% for BIL.

SCUS is categorized as Ultrashort Bond, while BIL is Government Bonds. They also come from different issuers: Charles Schwab and State Street.

BIL currently has the higher Sharpe Ratio (19.71 vs 6.28), 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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