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SNPD vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNPD vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) 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, SNPD achieves a 9.90% return, which is significantly higher than BIL's 1.66% return.


SNPD

1D
-0.38%
1M
1.55%
YTD
9.90%
6M
9.28%
1Y
16.80%
3Y*
9.24%
5Y*
10Y*

BIL

1D
0.00%
1M
0.27%
YTD
1.66%
6M
1.75%
1Y
3.85%
3Y*
4.60%
5Y*
3.45%
10Y*
2.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNPD vs. BIL - Yearly Performance Comparison


2026 (YTD)2025202420232022
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
9.90%6.66%5.41%2.68%3.49%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.66%4.15%5.19%4.94%0.58%

Correlation

The correlation between SNPD 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 (All Time)
Calculated using the full available price history since Nov 9, 2022

-0.05

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Return for Risk

SNPD vs. BIL — Risk / Return Rank

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

SNPD
SNPD Risk / Return Rank: 4242
Overall Rank
SNPD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SNPD Sortino Ratio Rank: 4747
Sortino Ratio Rank
SNPD Omega Ratio Rank: 4040
Omega Ratio Rank
SNPD Calmar Ratio Rank: 4040
Calmar Ratio Rank
SNPD Martin Ratio Rank: 3838
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.

SNPD vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SNPDBILDifference
Sharpe ratioReturn per unit of total volatility

-17.85

Sortino ratioReturn per unit of downside risk

-170.89

Omega ratioGain probability vs. loss probability

1.26

87.41

-86.15

Calmar ratioReturn relative to maximum drawdown

1.94

353.28

-351.34

Martin ratioReturn relative to average drawdown

5.77

2,801.35

-2,795.58

SNPD vs. BIL - Sharpe Ratio Comparison

The current SNPD Sharpe Ratio is 1.52, which is lower than the BIL Sharpe Ratio of 19.37. The chart below compares the historical Sharpe Ratios of SNPD 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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Drawdowns

SNPD vs. BIL - Drawdown Comparison

The maximum SNPD drawdown since its inception was -15.80%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for SNPD and BIL.


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Drawdown Indicators


SNPDBILDifference

Max Drawdown

Largest peak-to-trough decline

-15.80%

-0.78%

-15.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-0.01%

-8.67%

Max Drawdown (3Y)

Largest decline over 3 years

-15.80%

-0.01%

-15.79%

Max Drawdown (5Y)

Largest decline over 5 years

-0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

-1.69%

0.00%

-1.69%

Average Drawdown

Average peak-to-trough decline

-3.91%

-0.26%

-3.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

0.00%

+2.92%

Volatility

SNPD vs. BIL - Volatility Comparison

Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) has a higher volatility of 3.11% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that SNPD'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


SNPDBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.11%

0.07%

+3.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.16%

0.14%

+8.02%

Volatility (1Y)

Calculated over the trailing 1-year period

11.15%

0.20%

+10.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.12%

0.26%

+12.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.12%

0.26%

+12.86%

SNPD vs. BIL - Expense Ratio Comparison

SNPD has a 0.15% 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

SNPD vs. BIL - Dividend Comparison

SNPD's dividend yield for the trailing twelve months is around 3.30%, less than BIL's 3.85% yield.


PositionTTM2025202420232022202120202019201820172016
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.85%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF
3.30%3.10%2.78%2.63%0.57%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SNPD 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.

SNPD has higher volatility (3.11%) compared to BIL (0.07%). In terms of maximum drawdown, SNPD dropped -15.80% vs BIL's -0.78%.

On 3-year performance, SNPD leads with 9.24% vs 4.60% for BIL. On fees, BIL is cheaper at 0.14% per year. On volatility, BIL has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SNPD has performed better with a 9.24% return vs 4.60%. 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 0.15% for SNPD.

BIL has the higher dividend yield at 3.85%, compared with 3.30% for SNPD.

SNPD is categorized as Mid Cap Value Equities, while BIL is Government Bonds. SNPD tracks S&P ESG High Yield Dividend Aristocrats Index, while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.15% for SNPD and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.37 vs 1.52), 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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