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UEVM vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UEVM vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Emerging Markets Value Momentum ETF (UEVM) 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, UEVM achieves a 6.12% return, which is significantly higher than BIL's 1.67% return.


UEVM

1D
-2.16%
1M
-0.96%
YTD
6.12%
6M
5.85%
1Y
19.69%
3Y*
17.49%
5Y*
7.30%
10Y*

BIL

1D
0.01%
1M
0.28%
YTD
1.67%
6M
1.76%
1Y
3.84%
3Y*
4.60%
5Y*
3.45%
10Y*
2.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UEVM vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UEVM
VictoryShares Emerging Markets Value Momentum ETF
6.12%22.74%11.92%17.41%-14.60%11.09%3.77%10.71%-16.96%3.04%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.67%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.13%

Correlation

The correlation between UEVM 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

-0.05

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

0.01

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2017

0.01

The correlation between UEVM and BIL shifts across timeframes, from -0.11 (1 year) to 0.01 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

UEVM vs. BIL — Risk / Return Rank

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

UEVM
UEVM Risk / Return Rank: 3939
Overall Rank
UEVM Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
UEVM Sortino Ratio Rank: 3535
Sortino Ratio Rank
UEVM Omega Ratio Rank: 3636
Omega Ratio Rank
UEVM Calmar Ratio Rank: 4343
Calmar Ratio Rank
UEVM Martin Ratio Rank: 4343
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.

UEVM vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Emerging Markets Value Momentum ETF (UEVM) 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.


UEVMBILDifference
Sharpe ratioReturn per unit of total volatility

-18.07

Sortino ratioReturn per unit of downside risk

-170.93

Omega ratioGain probability vs. loss probability

1.23

87.16

-85.93

Calmar ratioReturn relative to maximum drawdown

2.02

352.24

-350.22

Martin ratioReturn relative to average drawdown

6.57

2,793.11

-2,786.53

UEVM vs. BIL - Sharpe Ratio Comparison

The current UEVM Sharpe Ratio is 1.25, which is lower than the BIL Sharpe Ratio of 19.32. The chart below compares the historical Sharpe Ratios of UEVM 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

UEVM vs. BIL - Drawdown Comparison

The maximum UEVM drawdown since its inception was -45.44%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for UEVM and BIL.


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Drawdown Indicators


UEVMBILDifference

Max Drawdown

Largest peak-to-trough decline

-45.44%

-0.78%

-44.66%

Max Drawdown (1Y)

Largest decline over 1 year

-9.79%

-0.01%

-9.78%

Max Drawdown (3Y)

Largest decline over 3 years

-18.88%

-0.01%

-18.87%

Max Drawdown (5Y)

Largest decline over 5 years

-26.73%

-0.09%

-26.64%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

-4.76%

0.00%

-4.76%

Average Drawdown

Average peak-to-trough decline

-11.62%

-0.26%

-11.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

0.00%

+3.00%

Volatility

UEVM vs. BIL - Volatility Comparison

VictoryShares Emerging Markets Value Momentum ETF (UEVM) has a higher volatility of 6.38% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that UEVM'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


UEVMBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.38%

0.07%

+6.31%

Volatility (6M)

Calculated over the trailing 6-month period

13.13%

0.14%

+12.99%

Volatility (1Y)

Calculated over the trailing 1-year period

15.84%

0.20%

+15.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

0.26%

+15.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.42%

0.26%

+18.16%

UEVM vs. BIL - Expense Ratio Comparison

UEVM has a 0.45% expense ratio, which is higher than BIL's 0.14% expense ratio.


Dividends

UEVM vs. BIL - Dividend Comparison

UEVM's dividend yield for the trailing twelve months is around 2.85%, 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%
UEVM
VictoryShares Emerging Markets Value Momentum ETF
2.85%4.02%5.65%4.71%3.46%4.49%2.19%2.79%2.34%0.79%0.00%

Frequently Asked Questions


UEVM 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.

UEVM has higher volatility (6.38%) compared to BIL (0.07%). In terms of maximum drawdown, UEVM dropped -45.44% vs BIL's -0.78%.

On 5-year performance, UEVM leads with 7.30% vs 3.45% 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 5-year period, UEVM has performed better with a 7.30% return vs 3.45%. 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 0.45% for UEVM.

BIL has the higher dividend yield at 3.85%, compared with 2.85% for UEVM.

UEVM is categorized as Momentum, while BIL is Government Bonds. UEVM tracks Nasdaq Victory Emerging Market Value Momentum Index, while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. They also come from different issuers: Victory Capital and State Street. Their fees differ too: 0.45% for UEVM and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.32 vs 1.25), 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 UEVM 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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