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XBIL vs. BIL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XBIL and BIL is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

XBIL vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Treasury 6 Month Bill ETF (XBIL) 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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Key characteristics

Sharpe Ratio

XBIL:

12.91

BIL:

20.77

Sortino Ratio

XBIL:

46.41

BIL:

250.17

Omega Ratio

XBIL:

10.75

BIL:

145.44

Calmar Ratio

XBIL:

70.60

BIL:

441.43

Martin Ratio

XBIL:

597.19

BIL:

4,066.20

Ulcer Index

XBIL:

0.01%

BIL:

0.00%

Daily Std Dev

XBIL:

0.38%

BIL:

0.23%

Max Drawdown

XBIL:

-0.08%

BIL:

-0.77%

Current Drawdown

XBIL:

0.00%

BIL:

0.00%

Returns By Period

The year-to-date returns for both investments are quite close, with XBIL having a 1.44% return and BIL slightly higher at 1.48%.


XBIL

YTD

1.44%

1M

0.31%

6M

2.11%

1Y

4.88%

5Y*

N/A

10Y*

N/A

BIL

YTD

1.48%

1M

0.35%

6M

2.11%

1Y

4.76%

5Y*

2.57%

10Y*

1.77%

*Annualized

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XBIL vs. BIL - Expense Ratio Comparison

XBIL 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%.


Risk-Adjusted Performance

XBIL vs. BIL — Risk-Adjusted Performance Rank

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

XBIL
The Risk-Adjusted Performance Rank of XBIL is 100100
Overall Rank
The Sharpe Ratio Rank of XBIL is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of XBIL is 100100
Sortino Ratio Rank
The Omega Ratio Rank of XBIL is 100100
Omega Ratio Rank
The Calmar Ratio Rank of XBIL is 100100
Calmar Ratio Rank
The Martin Ratio Rank of XBIL is 100100
Martin Ratio Rank

BIL
The Risk-Adjusted Performance Rank of BIL is 100100
Overall Rank
The Sharpe Ratio Rank of BIL is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of BIL is 100100
Sortino Ratio Rank
The Omega Ratio Rank of BIL is 100100
Omega Ratio Rank
The Calmar Ratio Rank of BIL is 100100
Calmar Ratio Rank
The Martin Ratio Rank of BIL is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XBIL vs. BIL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 6 Month Bill ETF (XBIL) 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.


The current XBIL Sharpe Ratio is 12.91, which is lower than the BIL Sharpe Ratio of 20.77. The chart below compares the historical Sharpe Ratios of XBIL 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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Dividends

XBIL vs. BIL - Dividend Comparison

XBIL's dividend yield for the trailing twelve months is around 4.56%, less than BIL's 4.69% yield.


TTM202420232022202120202019201820172016
XBIL
US Treasury 6 Month Bill ETF
4.56%4.89%4.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
4.69%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%

Drawdowns

XBIL vs. BIL - Drawdown Comparison

The maximum XBIL drawdown since its inception was -0.08%, smaller than the maximum BIL drawdown of -0.77%. Use the drawdown chart below to compare losses from any high point for XBIL and BIL. For additional features, visit the drawdowns tool.


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Volatility

XBIL vs. BIL - Volatility Comparison

US Treasury 6 Month Bill ETF (XBIL) has a higher volatility of 0.08% compared to SPDR Barclays 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that XBIL'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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