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UTEN vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UTEN vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Treasury 10 Year Note ETF (UTEN) 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, UTEN achieves a -0.69% return, which is significantly lower than BIL's 1.49% return.


UTEN

1D
-0.26%
1M
0.01%
YTD
-0.69%
6M
-1.30%
1Y
4.26%
3Y*
1.86%
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)

UTEN vs. BIL - Yearly Performance Comparison


2026 (YTD)2025202420232022
UTEN
US Treasury 10 Year Note ETF
-0.69%7.82%-1.67%3.18%-7.79%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.49%4.15%5.19%4.94%1.19%

Correlation

The correlation between UTEN and BIL is -0.17, 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

-0.17

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2022

-0.00

The correlation between UTEN and BIL shifts across timeframes, from -0.17 (1 year) to -0.00 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UTEN vs. BIL — Risk / Return Rank

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

UTEN
UTEN Risk / Return Rank: 2222
Overall Rank
UTEN Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
UTEN Sortino Ratio Rank: 2222
Sortino Ratio Rank
UTEN Omega Ratio Rank: 2121
Omega Ratio Rank
UTEN Calmar Ratio Rank: 2121
Calmar Ratio Rank
UTEN Martin Ratio Rank: 2323
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.

UTEN vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 10 Year Note ETF (UTEN) 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.


UTENBILDifference
Sharpe ratioReturn per unit of total volatility

-18.89

Sortino ratioReturn per unit of downside risk

-172.94

Omega ratioGain probability vs. loss probability

1.14

87.91

-86.77

Calmar ratioReturn relative to maximum drawdown

0.94

355.35

-354.42

Martin ratioReturn relative to average drawdown

2.82

2,817.77

-2,814.95

UTEN vs. BIL - Sharpe Ratio Comparison

The current UTEN Sharpe Ratio is 0.82, which is lower than the BIL Sharpe Ratio of 19.71. The chart below compares the historical Sharpe Ratios of UTEN 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


UTENBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

19.71

-18.89

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

0.01

2.78

-2.77

Drawdowns

UTEN vs. BIL - Drawdown Comparison

The maximum UTEN drawdown since its inception was -13.36%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for UTEN and BIL.


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Drawdown Indicators


UTENBILDifference

Max Drawdown

Largest peak-to-trough decline

-13.36%

-0.78%

-12.58%

Max Drawdown (1Y)

Largest decline over 1 year

-4.57%

-0.01%

-4.56%

Max Drawdown (3Y)

Largest decline over 3 years

-8.60%

-0.01%

-8.59%

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

-3.05%

0.00%

-3.05%

Average Drawdown

Average peak-to-trough decline

-4.82%

-0.26%

-4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

0.00%

+1.51%

Volatility

UTEN vs. BIL - Volatility Comparison

US Treasury 10 Year Note ETF (UTEN) has a higher volatility of 1.71% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that UTEN'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


UTENBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

0.05%

+1.66%

Volatility (6M)

Calculated over the trailing 6-month period

3.65%

0.13%

+3.52%

Volatility (1Y)

Calculated over the trailing 1-year period

5.24%

0.20%

+5.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.05%

0.26%

+7.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.05%

0.26%

+7.79%

UTEN vs. BIL - Expense Ratio Comparison

UTEN has a 0.15% expense ratio, which is higher than BIL's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

UTEN vs. BIL - Dividend Comparison

UTEN's dividend yield for the trailing twelve months is around 4.05%, 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%
UTEN
US Treasury 10 Year Note ETF
4.05%4.11%4.13%3.62%1.39%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UTEN and BIL have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UTEN has higher volatility (1.71%) compared to BIL (0.05%). In terms of maximum drawdown, UTEN dropped -13.36% vs BIL's -0.78%.

On 3-year performance, BIL leads with 4.64% vs 1.86% for UTEN. 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, BIL has performed better with a 4.64% return vs 1.86%. 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 0.15% for UTEN.

UTEN has the higher dividend yield at 4.05%, compared with 3.86% for BIL.

UTEN tracks ICE BofA Current 10 Year US Treasury Index - Benchmark TR Gross, while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. They also come from different issuers: US Benchmark Series and State Street. Their fees differ too: 0.15% for UTEN and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.71 vs 0.82), 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.

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