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SPYD vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYD vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD) 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, SPYD achieves a 11.52% return, which is significantly higher than BIL's 1.66% return. Over the past 10 years, SPYD has outperformed BIL with an annualized return of 8.76%, while BIL has yielded a comparatively lower 2.20% annualized return.


SPYD

1D
0.52%
1M
0.07%
YTD
11.52%
6M
11.31%
1Y
17.94%
3Y*
14.80%
5Y*
7.99%
10Y*
8.76%

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)

SPYD vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYD
State Street SPDR Portfolio S&P 500 High Dividend ETF
11.52%4.65%15.34%3.91%-1.17%32.73%-11.64%21.20%-4.89%12.67%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.66%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%

Correlation

The correlation between SPYD and BIL is -0.03, 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

-0.03

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

-0.04

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

-0.04

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2015

-0.00

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Return for Risk

SPYD vs. BIL — Risk / Return Rank

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

SPYD
SPYD Risk / Return Rank: 4646
Overall Rank
SPYD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SPYD Sortino Ratio Rank: 4747
Sortino Ratio Rank
SPYD Omega Ratio Rank: 4141
Omega Ratio Rank
SPYD Calmar Ratio Rank: 5353
Calmar Ratio Rank
SPYD Martin Ratio Rank: 4646
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.

SPYD vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD) 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.


SPYDBILDifference
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

2.55

353.28

-350.73

Martin ratioReturn relative to average drawdown

7.37

2,801.35

-2,793.98

SPYD vs. BIL - Sharpe Ratio Comparison

The current SPYD 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 SPYD 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

SPYD vs. BIL - Drawdown Comparison

The maximum SPYD drawdown since its inception was -46.42%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for SPYD and BIL.


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Drawdown Indicators


SPYDBILDifference

Max Drawdown

Largest peak-to-trough decline

-46.42%

-0.78%

-45.64%

Max Drawdown (1Y)

Largest decline over 1 year

-7.05%

-0.01%

-7.04%

Max Drawdown (3Y)

Largest decline over 3 years

-16.13%

-0.01%

-16.12%

Max Drawdown (5Y)

Largest decline over 5 years

-22.25%

-0.09%

-22.16%

Max Drawdown (10Y)

Largest decline over 10 years

-46.42%

-0.21%

-46.21%

Current Drawdown

Current decline from peak

-2.80%

0.00%

-2.80%

Average Drawdown

Average peak-to-trough decline

-6.15%

-0.26%

-5.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

0.00%

+2.44%

Volatility

SPYD vs. BIL - Volatility Comparison

State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD) has a higher volatility of 3.59% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that SPYD'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


SPYDBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

0.07%

+3.52%

Volatility (6M)

Calculated over the trailing 6-month period

8.02%

0.14%

+7.88%

Volatility (1Y)

Calculated over the trailing 1-year period

11.87%

0.20%

+11.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.07%

0.26%

+15.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.80%

0.26%

+19.54%

SPYD vs. BIL - Expense Ratio Comparison

SPYD has a 0.07% 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

SPYD vs. BIL - Dividend Comparison

SPYD's dividend yield for the trailing twelve months is around 5.36%, more than BIL's 3.85% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
SPYD
State Street SPDR Portfolio S&P 500 High Dividend ETF
5.36%4.52%4.31%4.66%5.01%3.68%4.95%4.42%4.75%4.63%4.34%1.13%

Frequently Asked Questions


SPYD and BIL have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPYD has higher volatility (3.59%) compared to BIL (0.07%). In terms of maximum drawdown, SPYD dropped -46.42% vs BIL's -0.78%.

On 10-year performance, SPYD leads with 8.76% vs 2.20% for BIL. On fees, SPYD is cheaper at 0.07% 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 10-year period, SPYD has performed better with a 8.76% return vs 2.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPYD is cheaper with a 0.07% expense ratio, compared with 0.14% for BIL.

SPYD has the higher dividend yield at 5.36%, compared with 3.85% for BIL.

SPYD is categorized as S&P 500, while BIL is Government Bonds. SPYD tracks S&P 500 High Dividend Index, while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. Their fees differ too: 0.07% for SPYD 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.

Portfolio Optimizer

Find the right allocation for SPYD and BIL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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