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SHE vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHE vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSGA Gender Diversity Index ETF (SHE) 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, SHE achieves a 19.56% return, which is significantly higher than BIL's 1.49% return. Over the past 10 years, SHE has outperformed BIL with an annualized return of 12.83%, while BIL has yielded a comparatively lower 2.18% annualized return.


SHE

1D
-0.58%
1M
10.08%
YTD
19.56%
6M
21.08%
1Y
31.32%
3Y*
24.28%
5Y*
10.89%
10Y*
12.83%

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)

SHE vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHE
SPDR SSGA Gender Diversity Index ETF
19.56%15.50%23.35%22.37%-21.73%15.17%17.93%23.63%-3.48%19.56%
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%1.74%0.69%

Correlation

The correlation between SHE and BIL is -0.04, 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

-0.04

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

-0.05

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

0.00

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2016

0.00

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Return for Risk

SHE vs. BIL — Risk / Return Rank

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

SHE
SHE Risk / Return Rank: 7474
Overall Rank
SHE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SHE Sortino Ratio Rank: 7575
Sortino Ratio Rank
SHE Omega Ratio Rank: 7070
Omega Ratio Rank
SHE Calmar Ratio Rank: 7373
Calmar Ratio Rank
SHE Martin Ratio Rank: 7777
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.

SHE vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA Gender Diversity Index ETF (SHE) 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.


SHEBILDifference

Sharpe ratio

Return per unit of total volatility

2.43

19.71

-17.28

Sortino ratio

Return per unit of downside risk

3.43

174.16

-170.74

Omega ratio

Gain probability vs. loss probability

1.43

87.91

-86.48

Calmar ratio

Return relative to maximum drawdown

3.68

355.35

-351.67

Martin ratio

Return relative to average drawdown

14.98

2,817.77

-2,802.79

SHE vs. BIL - Sharpe Ratio Comparison

The current SHE Sharpe Ratio is 2.43, which is lower than the BIL Sharpe Ratio of 19.71. The chart below compares the historical Sharpe Ratios of SHE 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


SHEBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

19.71

-17.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

13.16

-12.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

8.52

-7.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

2.78

-2.04

Drawdowns

SHE vs. BIL - Drawdown Comparison

The maximum SHE drawdown since its inception was -35.80%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for SHE and BIL.


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Drawdown Indicators


SHEBILDifference

Max Drawdown

Largest peak-to-trough decline

-35.80%

-0.78%

-35.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.54%

-0.01%

-8.53%

Max Drawdown (3Y)

Largest decline over 3 years

-17.07%

-0.01%

-17.06%

Max Drawdown (5Y)

Largest decline over 5 years

-31.69%

-0.10%

-31.59%

Max Drawdown (10Y)

Largest decline over 10 years

-35.80%

-0.21%

-35.59%

Current Drawdown

Current decline from peak

-0.58%

0.00%

-0.58%

Average Drawdown

Average peak-to-trough decline

-6.30%

-0.26%

-6.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

0.00%

+2.10%

Volatility

SHE vs. BIL - Volatility Comparison

SPDR SSGA Gender Diversity Index ETF (SHE) has a higher volatility of 5.06% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that SHE'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


SHEBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

0.05%

+5.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.29%

0.13%

+10.16%

Volatility (1Y)

Calculated over the trailing 1-year period

12.94%

0.20%

+12.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.22%

0.26%

+16.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

0.26%

+17.78%

SHE vs. BIL - Expense Ratio Comparison

SHE 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

SHE vs. BIL - Dividend Comparison

SHE's dividend yield for the trailing twelve months is around 1.06%, 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%
SHE
SPDR SSGA Gender Diversity Index ETF
1.06%1.18%1.14%1.37%1.54%0.99%1.24%1.91%7.39%5.37%6.41%

Frequently Asked Questions


SHE and BIL have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHE has higher volatility (5.06%) compared to BIL (0.05%). In terms of maximum drawdown, SHE dropped -35.80% vs BIL's -0.78%.

On 10-year performance, SHE leads with 12.83% vs 2.18% 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 10-year period, SHE has performed better with a 12.83% return vs 2.18%. 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 SHE.

BIL has the higher dividend yield at 3.86%, compared with 1.06% for SHE.

SHE is categorized as Large Cap Growth Equities, while BIL is Government Bonds. SHE tracks SSGA Gender Diversity (TR), while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. Their fees differ too: 0.20% for SHE and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.71 vs 2.43), 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.

Portfolio Optimizer

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