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VBIL vs. BIL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VBIL vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard 0-3 Month Treasury Bill ETF (VBIL) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

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VBIL vs. BIL - Yearly Performance Comparison


Returns By Period

The year-to-date returns for both stocks are quite close, with VBIL having a 0.86% return and BIL slightly lower at 0.85%.


VBIL

1D
0.03%
1M
0.30%
YTD
0.86%
6M
1.88%
1Y
4.04%
3Y*
5Y*
10Y*

BIL

1D
0.00%
1M
0.29%
YTD
0.85%
6M
1.84%
1Y
3.99%
3Y*
4.70%
5Y*
3.27%
10Y*
2.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VBIL vs. BIL - Expense Ratio Comparison

VBIL has a 0.07% expense ratio, which is lower than BIL's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VBIL vs. BIL — Risk / Return Rank

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

VBIL
VBIL Risk / Return Rank: 100100
Overall Rank
VBIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
VBIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
VBIL Omega Ratio Rank: 100100
Omega Ratio Rank
VBIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
VBIL Martin Ratio Rank: 100100
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.

VBIL vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard 0-3 Month Treasury Bill ETF (VBIL) 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.


VBILBILDifference

Sharpe ratio

Return per unit of total volatility

12.70

19.52

-6.81

Sortino ratio

Return per unit of downside risk

29.61

254.04

-224.43

Omega ratio

Gain probability vs. loss probability

12.58

180.28

-167.69

Calmar ratio

Return relative to maximum drawdown

44.01

365.54

-321.53

Martin ratio

Return relative to average drawdown

379.94

4,104.04

-3,724.10

VBIL vs. BIL - Sharpe Ratio Comparison

The current VBIL Sharpe Ratio is 12.70, which is lower than the BIL Sharpe Ratio of 19.52. The chart below compares the historical Sharpe Ratios of VBIL and BIL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VBILBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

12.70

19.52

-6.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

12.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.22

Sharpe Ratio (All Time)

Calculated using the full available price history

13.08

2.72

+10.36

Correlation

The correlation between VBIL and BIL is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VBIL vs. BIL - Dividend Comparison

VBIL's dividend yield for the trailing twelve months is around 3.67%, less than BIL's 4.01% yield.


TTM2025202420232022202120202019201820172016
VBIL
Vanguard 0-3 Month Treasury Bill ETF
3.67%3.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
4.01%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%

Drawdowns

VBIL vs. BIL - Drawdown Comparison

The maximum VBIL drawdown since its inception was -0.09%, smaller than the maximum BIL drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for VBIL and BIL.


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Drawdown Indicators


VBILBILDifference

Max Drawdown

Largest peak-to-trough decline

-0.09%

-0.78%

+0.69%

Max Drawdown (1Y)

Largest decline over 1 year

-0.09%

-0.01%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.26%

+0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.00%

+0.01%

Volatility

VBIL vs. BIL - Volatility Comparison

Vanguard 0-3 Month Treasury Bill ETF (VBIL) has a higher volatility of 0.07% compared to SPDR Barclays 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that VBIL'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


VBILBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.07%

0.05%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

0.16%

0.14%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

0.32%

0.21%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.31%

0.26%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.31%

0.26%

+0.05%