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VTEI vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTEI vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI) 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, VTEI achieves a 1.12% return, which is significantly lower than BIL's 1.49% return.


VTEI

1D
-0.03%
1M
0.52%
YTD
1.12%
6M
1.55%
1Y
6.26%
3Y*
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)

VTEI vs. BIL - Yearly Performance Comparison


2026 (YTD)20252024
VTEI
Vanguard Intermediate-Term Tax-Exempt Bond ETF
1.12%4.59%1.55%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.49%4.15%4.76%

Correlation

The correlation between VTEI and BIL is -0.13, 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

-0.13

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2024

0.02

The correlation between VTEI and BIL shifts across timeframes, from -0.13 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VTEI vs. BIL — Risk / Return Rank

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

VTEI
VTEI Risk / Return Rank: 7171
Overall Rank
VTEI Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VTEI Sortino Ratio Rank: 8787
Sortino Ratio Rank
VTEI Omega Ratio Rank: 9292
Omega Ratio Rank
VTEI Calmar Ratio Rank: 4848
Calmar Ratio Rank
VTEI Martin Ratio Rank: 4747
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.

VTEI vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI) 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.


VTEIBILDifference
Sharpe ratioReturn per unit of total volatility

-17.06

Sortino ratioReturn per unit of downside risk

-170.14

Omega ratioGain probability vs. loss probability

1.62

87.91

-86.29

Calmar ratioReturn relative to maximum drawdown

2.41

355.35

-352.94

Martin ratioReturn relative to average drawdown

7.90

2,817.77

-2,809.87

VTEI vs. BIL - Sharpe Ratio Comparison

The current VTEI Sharpe Ratio is 2.65, which is lower than the BIL Sharpe Ratio of 19.71. The chart below compares the historical Sharpe Ratios of VTEI 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


VTEIBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

19.71

-17.06

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

1.02

2.78

-1.75

Drawdowns

VTEI vs. BIL - Drawdown Comparison

The maximum VTEI drawdown since its inception was -3.64%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for VTEI and BIL.


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Drawdown Indicators


VTEIBILDifference

Max Drawdown

Largest peak-to-trough decline

-3.64%

-0.78%

-2.86%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

-0.01%

-2.60%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

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

-0.85%

0.00%

-0.85%

Average Drawdown

Average peak-to-trough decline

-0.78%

-0.26%

-0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

0.00%

+0.79%

Volatility

VTEI vs. BIL - Volatility Comparison

Vanguard Intermediate-Term Tax-Exempt Bond ETF (VTEI) has a higher volatility of 0.77% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that VTEI'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


VTEIBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

0.05%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

1.71%

0.13%

+1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

2.37%

0.20%

+2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.04%

0.26%

+2.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.04%

0.26%

+2.78%

VTEI vs. BIL - Expense Ratio Comparison

VTEI has a 0.08% 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%.


Dividends

VTEI vs. BIL - Dividend Comparison

VTEI's dividend yield for the trailing twelve months is around 3.05%, less 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%
VTEI
Vanguard Intermediate-Term Tax-Exempt Bond ETF
3.05%3.00%2.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VTEI and BIL have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTEI has higher volatility (0.77%) compared to BIL (0.05%). In terms of maximum drawdown, VTEI dropped -3.64% vs BIL's -0.78%.

On 1-year performance, VTEI leads with 6.26% vs 3.87% for BIL. On fees, VTEI is cheaper at 0.08% 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 1-year period, VTEI has performed better with a 6.26% return vs 3.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTEI is cheaper with a 0.08% expense ratio, compared with 0.14% for BIL.

BIL has the higher dividend yield at 3.86%, compared with 3.05% for VTEI.

VTEI is categorized as Municipal Bonds, while BIL is Government Bonds. VTEI tracks S&P Intermediate Term National AMT-Free Municipal Bond Index, while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.08% for VTEI and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.71 vs 2.65), 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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