STOT vs. BIL
Compare and contrast key facts about SPDR DoubleLine Short Duration Total Return Tactical ETF (STOT) and SPDR Barclays 1-3 Month T-Bill ETF (BIL).
STOT and BIL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. STOT is an actively managed fund by State Street. It was launched on Apr 13, 2016. BIL is a passively managed fund by State Street that tracks the performance of the Barclays Capital U.S. 1-3 Month Treasury Bill Index. It was launched on May 25, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STOT or BIL.
Performance
STOT vs. BIL - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with STOT having a 4.68% return and BIL slightly lower at 4.67%.
STOT
4.68%
0.26%
3.21%
6.26%
1.96%
N/A
BIL
4.67%
0.38%
2.49%
5.22%
2.28%
1.56%
Key characteristics
| STOT | BIL | |
|---|---|---|
| Sharpe Ratio | 4.27 | 20.32 |
| Sortino Ratio | 6.92 | 271.85 |
| Omega Ratio | 2.01 | 157.95 |
| Calmar Ratio | 8.74 | 480.75 |
| Martin Ratio | 32.62 | 4,427.45 |
| Ulcer Index | 0.19% | 0.00% |
| Daily Std Dev | 1.47% | 0.26% |
| Max Drawdown | -6.07% | -0.77% |
| Current Drawdown | -0.25% | 0.00% |
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STOT vs. BIL - Expense Ratio Comparison
STOT has a 0.45% expense ratio, which is higher than BIL's 0.14% expense ratio.
Correlation
The correlation between STOT and BIL is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
STOT vs. BIL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR DoubleLine Short Duration Total Return Tactical ETF (STOT) and SPDR Barclays 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.
Dividends
STOT vs. BIL - Dividend Comparison
STOT's dividend yield for the trailing twelve months is around 5.07%, less than BIL's 5.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
STOT SPDR DoubleLine Short Duration Total Return Tactical ETF | 5.07% | 4.53% | 2.53% | 1.77% | 1.66% | 2.61% | 2.50% | 1.95% | 2.07% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.15% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% |
Drawdowns
STOT vs. BIL - Drawdown Comparison
The maximum STOT drawdown since its inception was -6.07%, which is greater than BIL's maximum drawdown of -0.77%. Use the drawdown chart below to compare losses from any high point for STOT and BIL. For additional features, visit the drawdowns tool.
Volatility
STOT vs. BIL - Volatility Comparison
SPDR DoubleLine Short Duration Total Return Tactical ETF (STOT) has a higher volatility of 0.44% compared to SPDR Barclays 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that STOT'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.