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SPHY vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPHY vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio High Yield Bond ETF (SPHY) 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 stocks are quite close, with SPHY having a 1.54% return and BIL slightly lower at 1.49%. Over the past 10 years, SPHY has outperformed BIL with an annualized return of 5.15%, while BIL has yielded a comparatively lower 2.18% annualized return.


SPHY

1D
-0.21%
1M
0.42%
YTD
1.54%
6M
1.93%
1Y
7.16%
3Y*
8.97%
5Y*
4.39%
10Y*
5.15%

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)

SPHY vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPHY
SPDR Portfolio High Yield Bond ETF
1.54%8.59%8.54%12.81%-10.57%5.61%6.65%13.16%-3.35%7.35%
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 SPHY and BIL is -0.10, 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

-0.10

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

-0.04

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

-0.01

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2012

0.01

The correlation between SPHY and BIL shifts across timeframes, from -0.10 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPHY vs. BIL — Risk / Return Rank

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

SPHY
SPHY Risk / Return Rank: 6262
Overall Rank
SPHY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPHY Sortino Ratio Rank: 6262
Sortino Ratio Rank
SPHY Omega Ratio Rank: 6262
Omega Ratio Rank
SPHY Calmar Ratio Rank: 5959
Calmar Ratio Rank
SPHY Martin Ratio Rank: 7171
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.

SPHY vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio High Yield Bond ETF (SPHY) 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.


SPHYBILDifference
Sharpe ratioReturn per unit of total volatility

-17.75

Sortino ratioReturn per unit of downside risk

-171.18

Omega ratioGain probability vs. loss probability

1.39

87.91

-86.52

Calmar ratioReturn relative to maximum drawdown

2.98

355.35

-352.37

Martin ratioReturn relative to average drawdown

13.52

2,817.77

-2,804.26

SPHY vs. BIL - Sharpe Ratio Comparison

The current SPHY Sharpe Ratio is 1.96, which is lower than the BIL Sharpe Ratio of 19.71. The chart below compares the historical Sharpe Ratios of SPHY 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


SPHYBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

19.71

-17.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

13.16

-12.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

8.52

-7.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

2.78

-2.14

Drawdowns

SPHY vs. BIL - Drawdown Comparison

The maximum SPHY drawdown since its inception was -21.97%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for SPHY and BIL.


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Drawdown Indicators


SPHYBILDifference

Max Drawdown

Largest peak-to-trough decline

-21.97%

-0.78%

-21.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.41%

-0.01%

-2.40%

Max Drawdown (3Y)

Largest decline over 3 years

-4.85%

-0.01%

-4.84%

Max Drawdown (5Y)

Largest decline over 5 years

-15.29%

-0.10%

-15.19%

Max Drawdown (10Y)

Largest decline over 10 years

-21.97%

-0.21%

-21.76%

Current Drawdown

Current decline from peak

-0.22%

0.00%

-0.22%

Average Drawdown

Average peak-to-trough decline

-2.29%

-0.26%

-2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.00%

+0.53%

Volatility

SPHY vs. BIL - Volatility Comparison

SPDR Portfolio High Yield Bond ETF (SPHY) has a higher volatility of 1.14% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that SPHY'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


SPHYBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

0.05%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

0.13%

+2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

3.68%

0.20%

+3.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.17%

0.26%

+6.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.89%

0.26%

+7.63%

SPHY vs. BIL - Expense Ratio Comparison

SPHY has a 0.05% 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%.


Dividends

SPHY vs. BIL - Dividend Comparison

SPHY's dividend yield for the trailing twelve months is around 7.27%, more than BIL's 3.86% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
SPHY
SPDR Portfolio High Yield Bond ETF
7.27%7.38%7.80%7.30%6.47%5.13%5.63%5.73%4.09%4.41%4.27%4.29%

Frequently Asked Questions


SPHY and BIL have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPHY has higher volatility (1.14%) compared to BIL (0.05%). In terms of maximum drawdown, SPHY dropped -21.97% vs BIL's -0.78%.

On 10-year performance, SPHY leads with 5.15% vs 2.18% for BIL. On fees, SPHY is cheaper at 0.05% 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, SPHY has performed better with a 5.15% return vs 2.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPHY is cheaper with a 0.05% expense ratio, compared with 0.14% for BIL.

SPHY has the higher dividend yield at 7.27%, compared with 3.86% for BIL.

SPHY is categorized as High Yield Bonds, while BIL is Government Bonds. SPHY tracks ICE BofA US High Yield Index, while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. Their fees differ too: 0.05% for SPHY and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.71 vs 1.96), 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

Find the right allocation for SPHY and BIL

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