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USD vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USD vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Semiconductors (USD) 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, USD achieves a 69.08% return, which is significantly higher than BIL's 1.53% return. Over the past 10 years, USD has outperformed BIL with an annualized return of 58.18%, while BIL has yielded a comparatively lower 2.18% annualized return.


USD

1D
-16.84%
1M
-6.95%
YTD
69.08%
6M
62.79%
1Y
196.23%
3Y*
111.77%
5Y*
61.72%
10Y*
58.18%

BIL

1D
0.04%
1M
0.28%
YTD
1.53%
6M
1.78%
1Y
3.87%
3Y*
4.64%
5Y*
3.42%
10Y*
2.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD
ProShares Ultra Semiconductors
69.08%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.53%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%

Correlation

The correlation between USD and BIL is -0.10, 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

-0.10

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

-0.03

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

0.02

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

0.01

Correlation (All Time)
Calculated using the full available price history since May 31, 2007

0.01

The correlation between USD and BIL shifts across timeframes, from -0.10 (1 year) to 0.02 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

USD vs. BIL — Risk / Return Rank

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

USD
USD Risk / Return Rank: 8181
Overall Rank
USD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
USD Sortino Ratio Rank: 6666
Sortino Ratio Rank
USD Omega Ratio Rank: 7171
Omega Ratio Rank
USD Calmar Ratio Rank: 9292
Calmar Ratio Rank
USD Martin Ratio Rank: 8686
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.

USD vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (USD) 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.


USDBILDifference
Sharpe ratioReturn per unit of total volatility

-16.58

Sortino ratioReturn per unit of downside risk

-172.68

Omega ratioGain probability vs. loss probability

1.41

88.66

-87.25

Calmar ratioReturn relative to maximum drawdown

6.21

358.48

-352.27

Martin ratioReturn relative to average drawdown

17.82

2,842.59

-2,824.77

USD vs. BIL - Sharpe Ratio Comparison

The current USD Sharpe Ratio is 3.10, which is lower than the BIL Sharpe Ratio of 19.68. The chart below compares the historical Sharpe Ratios of USD 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


USDBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.10

19.68

-16.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

13.16

-12.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

8.52

-7.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

2.78

-2.32

Drawdowns

USD vs. BIL - Drawdown Comparison

The maximum USD drawdown since its inception was -88.63%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for USD and BIL.


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Drawdown Indicators


USDBILDifference

Max Drawdown

Largest peak-to-trough decline

-88.63%

-0.78%

-87.85%

Max Drawdown (1Y)

Largest decline over 1 year

-31.80%

-0.01%

-31.79%

Max Drawdown (3Y)

Largest decline over 3 years

-64.46%

-0.01%

-64.45%

Max Drawdown (5Y)

Largest decline over 5 years

-77.85%

-0.09%

-77.76%

Max Drawdown (10Y)

Largest decline over 10 years

-77.85%

-0.21%

-77.64%

Current Drawdown

Current decline from peak

-21.89%

0.00%

-21.89%

Average Drawdown

Average peak-to-trough decline

-32.34%

-0.26%

-32.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.06%

0.00%

+11.06%

Volatility

USD vs. BIL - Volatility Comparison

ProShares Ultra Semiconductors (USD) has a higher volatility of 27.63% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.06%. This indicates that USD'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


USDBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.63%

0.06%

+27.57%

Volatility (6M)

Calculated over the trailing 6-month period

50.45%

0.14%

+50.31%

Volatility (1Y)

Calculated over the trailing 1-year period

63.70%

0.20%

+63.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.91%

0.26%

+76.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.45%

0.26%

+69.19%

USD vs. BIL - Expense Ratio Comparison

USD has a 0.95% expense ratio, which is higher than BIL's 0.14% expense ratio.


Dividends

USD vs. BIL - Dividend Comparison

USD's dividend yield for the trailing twelve months is around 0.27%, less 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%
USD
ProShares Ultra Semiconductors
0.27%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%

Frequently Asked Questions


USD 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.

USD has higher volatility (27.63%) compared to BIL (0.06%). In terms of maximum drawdown, USD dropped -88.63% vs BIL's -0.78%.

On 10-year performance, USD leads with 58.18% vs 2.18% for BIL. On fees, BIL is cheaper at 0.14% per year. On volatility, BIL has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, USD has performed better with a 58.18% return vs 2.18%. 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 0.95% for USD.

BIL has the higher dividend yield at 3.86%, compared with 0.27% for USD.

USD is categorized as Leveraged Equities, while BIL is Government Bonds. USD tracks Dow Jones U.S. Semiconductors Index (200%), while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. They also come from different issuers: ProShares and State Street. Their fees differ too: 0.95% for USD and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.68 vs 3.10), 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 USD 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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