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SURI vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SURI vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Propel Opportunities ETF (SURI) 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, SURI achieves a 6.10% return, which is significantly higher than BIL's 1.49% return.


SURI

1D
-1.15%
1M
-2.84%
YTD
6.10%
6M
3.98%
1Y
32.89%
3Y*
6.93%
5Y*
10Y*

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)

SURI vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023
SURI
Simplify Propel Opportunities ETF
6.10%28.32%-13.34%-2.87%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.49%4.15%5.19%4.55%

Correlation

The correlation between SURI and BIL is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

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

-0.09

Correlation (All Time)
Calculated using the full available price history since Feb 9, 2023

-0.09

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Return for Risk

SURI vs. BIL — Risk / Return Rank

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

SURI
SURI Risk / Return Rank: 4545
Overall Rank
SURI Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SURI Sortino Ratio Rank: 4242
Sortino Ratio Rank
SURI Omega Ratio Rank: 3939
Omega Ratio Rank
SURI Calmar Ratio Rank: 5757
Calmar Ratio Rank
SURI Martin Ratio Rank: 4848
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.

SURI vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Propel Opportunities ETF (SURI) 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.


SURIBILDifference
Sharpe ratioReturn per unit of total volatility

-18.25

Sortino ratioReturn per unit of downside risk

-172.06

Omega ratioGain probability vs. loss probability

1.26

87.91

-86.65

Calmar ratioReturn relative to maximum drawdown

2.81

355.35

-352.55

Martin ratioReturn relative to average drawdown

7.91

2,817.77

-2,809.86

SURI vs. BIL - Sharpe Ratio Comparison

The current SURI Sharpe Ratio is 1.46, which is lower than the BIL Sharpe Ratio of 19.71. The chart below compares the historical Sharpe Ratios of SURI 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


SURIBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

19.71

-18.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

13.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

2.78

-2.63

Drawdowns

SURI vs. BIL - Drawdown Comparison

The maximum SURI drawdown since its inception was -47.76%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for SURI and BIL.


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Drawdown Indicators


SURIBILDifference

Max Drawdown

Largest peak-to-trough decline

-47.76%

-0.78%

-46.98%

Max Drawdown (1Y)

Largest decline over 1 year

-11.78%

-0.01%

-11.77%

Max Drawdown (3Y)

Largest decline over 3 years

-47.76%

-0.01%

-47.75%

Max Drawdown (5Y)

Largest decline over 5 years

-0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

-17.46%

0.00%

-17.46%

Average Drawdown

Average peak-to-trough decline

-17.37%

-0.26%

-17.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

0.00%

+4.17%

Volatility

SURI vs. BIL - Volatility Comparison

Simplify Propel Opportunities ETF (SURI) has a higher volatility of 5.89% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that SURI'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


SURIBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.89%

0.05%

+5.84%

Volatility (6M)

Calculated over the trailing 6-month period

14.29%

0.13%

+14.16%

Volatility (1Y)

Calculated over the trailing 1-year period

22.79%

0.20%

+22.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.27%

0.26%

+28.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.27%

0.26%

+28.01%

SURI vs. BIL - Expense Ratio Comparison

SURI has a 2.51% expense ratio, which is higher than BIL's 0.14% expense ratio.


Dividends

SURI vs. BIL - Dividend Comparison

SURI's dividend yield for the trailing twelve months is around 16.04%, more 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%
SURI
Simplify Propel Opportunities ETF
16.04%16.31%21.41%14.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SURI and BIL have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SURI has higher volatility (5.89%) compared to BIL (0.05%). In terms of maximum drawdown, SURI dropped -47.76% vs BIL's -0.78%.

On 3-year performance, SURI leads with 6.93% vs 4.64% 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 3-year period, SURI has performed better with a 6.93% return vs 4.64%. 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 2.51% for SURI.

SURI has the higher dividend yield at 16.04%, compared with 3.86% for BIL.

SURI is categorized as Health & Biotech Equities, while BIL is Government Bonds. They also come from different issuers: Simplify and State Street. Their fees differ too: 2.51% for SURI and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.71 vs 1.46), 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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