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XIDV vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XIDV vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin International Dividend Booster Index ETF (XIDV) 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, XIDV achieves a 12.22% return, which is significantly higher than BIL's 1.66% return.


XIDV

1D
0.04%
1M
-0.26%
YTD
12.22%
6M
12.95%
1Y
29.55%
3Y*
5Y*
10Y*

BIL

1D
0.00%
1M
0.27%
YTD
1.66%
6M
1.75%
1Y
3.85%
3Y*
4.60%
5Y*
3.45%
10Y*
2.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIDV vs. BIL - Yearly Performance Comparison


Correlation

The correlation between XIDV and BIL is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.07

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2025

-0.07

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Return for Risk

XIDV vs. BIL — Risk / Return Rank

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

XIDV
XIDV Risk / Return Rank: 7575
Overall Rank
XIDV Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XIDV Sortino Ratio Rank: 7676
Sortino Ratio Rank
XIDV Omega Ratio Rank: 7676
Omega Ratio Rank
XIDV Calmar Ratio Rank: 7373
Calmar Ratio Rank
XIDV Martin Ratio Rank: 7272
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.

XIDV vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Dividend Booster Index ETF (XIDV) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XIDVBILDifference
Sharpe ratioReturn per unit of total volatility

-17.00

Sortino ratioReturn per unit of downside risk

-169.94

Omega ratioGain probability vs. loss probability

1.43

87.41

-85.98

Calmar ratioReturn relative to maximum drawdown

3.60

353.28

-349.69

Martin ratioReturn relative to average drawdown

12.96

2,801.35

-2,788.39

XIDV vs. BIL - Sharpe Ratio Comparison

The current XIDV Sharpe Ratio is 2.37, which is lower than the BIL Sharpe Ratio of 19.37. The chart below compares the historical Sharpe Ratios of XIDV 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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Drawdowns

XIDV vs. BIL - Drawdown Comparison

The maximum XIDV drawdown since its inception was -12.15%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for XIDV and BIL.


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Drawdown Indicators


XIDVBILDifference

Max Drawdown

Largest peak-to-trough decline

-12.15%

-0.78%

-11.37%

Max Drawdown (1Y)

Largest decline over 1 year

-8.25%

-0.01%

-8.24%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

-1.65%

0.00%

-1.65%

Average Drawdown

Average peak-to-trough decline

-1.40%

-0.26%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

0.00%

+2.29%

Volatility

XIDV vs. BIL - Volatility Comparison

Franklin International Dividend Booster Index ETF (XIDV) has a higher volatility of 3.78% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.07%. This indicates that XIDV'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


XIDVBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

0.07%

+3.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.32%

0.14%

+10.18%

Volatility (1Y)

Calculated over the trailing 1-year period

12.55%

0.20%

+12.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.77%

0.26%

+14.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.77%

0.26%

+14.51%

XIDV vs. BIL - Expense Ratio Comparison

XIDV has a 0.19% 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

XIDV vs. BIL - Dividend Comparison

XIDV's dividend yield for the trailing twelve months is around 1.86%, less than BIL's 3.85% yield.


PositionTTM2025202420232022202120202019201820172016
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.85%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%
XIDV
Franklin International Dividend Booster Index ETF
1.86%4.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XIDV and BIL have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XIDV has higher volatility (3.78%) compared to BIL (0.07%). In terms of maximum drawdown, XIDV dropped -12.15% vs BIL's -0.78%.

On 1-year performance, XIDV leads with 29.55% vs 3.85% for BIL. On fees, BIL is cheaper at 0.14% per year. On volatility, BIL has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XIDV has performed better with a 29.55% return vs 3.85%. 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 0.19% for XIDV.

BIL has the higher dividend yield at 3.85%, compared with 1.86% for XIDV.

XIDV is categorized as Foreign Large Cap Equities, while BIL is Government Bonds. XIDV tracks VettaFi New Frontier International Dividend Select Index, while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. They also come from different issuers: Franklin Templeton and State Street. Their fees differ too: 0.19% for XIDV and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.37 vs 2.37), 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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