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XITK vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XITK vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR FactSet Innovative Technology ETF (XITK) 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, XITK achieves a 13.97% return, which is significantly higher than BIL's 1.49% return. Over the past 10 years, XITK has outperformed BIL with an annualized return of 14.35%, while BIL has yielded a comparatively lower 2.18% annualized return.


XITK

1D
-3.51%
1M
12.45%
YTD
13.97%
6M
14.17%
1Y
11.38%
3Y*
17.58%
5Y*
-0.31%
10Y*
14.35%

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)

XITK vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XITK
SPDR FactSet Innovative Technology ETF
13.97%2.53%19.12%45.87%-47.45%-11.24%90.22%36.98%7.60%36.01%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.49%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%

Correlation

The correlation between XITK and BIL is -0.04, 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

-0.04

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

-0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2016

-0.01

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Return for Risk

XITK vs. BIL — Risk / Return Rank

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

XITK
XITK Risk / Return Rank: 1515
Overall Rank
XITK Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
XITK Sortino Ratio Rank: 1616
Sortino Ratio Rank
XITK Omega Ratio Rank: 1515
Omega Ratio Rank
XITK Calmar Ratio Rank: 1414
Calmar Ratio Rank
XITK Martin Ratio Rank: 1313
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.

XITK vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR FactSet Innovative Technology ETF (XITK) 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.


XITKBILDifference
Sharpe ratioReturn per unit of total volatility

-19.28

Sortino ratioReturn per unit of downside risk

-173.38

Omega ratioGain probability vs. loss probability

1.09

87.91

-86.82

Calmar ratioReturn relative to maximum drawdown

0.41

355.35

-354.95

Martin ratioReturn relative to average drawdown

0.95

2,817.77

-2,816.82

XITK vs. BIL - Sharpe Ratio Comparison

The current XITK Sharpe Ratio is 0.43, which is lower than the BIL Sharpe Ratio of 19.71. The chart below compares the historical Sharpe Ratios of XITK 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


XITKBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

19.71

-19.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

13.16

-13.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

8.52

-8.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

2.78

-2.26

Drawdowns

XITK vs. BIL - Drawdown Comparison

The maximum XITK drawdown since its inception was -65.56%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for XITK and BIL.


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Drawdown Indicators


XITKBILDifference

Max Drawdown

Largest peak-to-trough decline

-65.56%

-0.78%

-64.78%

Max Drawdown (1Y)

Largest decline over 1 year

-28.03%

-0.01%

-28.02%

Max Drawdown (3Y)

Largest decline over 3 years

-28.18%

-0.01%

-28.17%

Max Drawdown (5Y)

Largest decline over 5 years

-61.53%

-0.10%

-61.43%

Max Drawdown (10Y)

Largest decline over 10 years

-65.56%

-0.21%

-65.35%

Current Drawdown

Current decline from peak

-22.29%

0.00%

-22.29%

Average Drawdown

Average peak-to-trough decline

-22.08%

-0.26%

-21.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.96%

0.00%

+11.96%

Volatility

XITK vs. BIL - Volatility Comparison

SPDR FactSet Innovative Technology ETF (XITK) has a higher volatility of 8.59% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that XITK'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


XITKBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.59%

0.05%

+8.54%

Volatility (6M)

Calculated over the trailing 6-month period

21.87%

0.13%

+21.74%

Volatility (1Y)

Calculated over the trailing 1-year period

26.50%

0.20%

+26.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.63%

0.26%

+32.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.57%

0.26%

+29.31%

XITK vs. BIL - Expense Ratio Comparison

XITK has a 0.45% expense ratio, which is higher than BIL's 0.14% expense ratio.


Dividends

XITK vs. BIL - Dividend Comparison

XITK has not paid dividends to shareholders, while BIL's dividend yield for the trailing twelve months is around 3.86%.


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%
XITK
SPDR FactSet Innovative Technology ETF
0.00%0.00%0.00%0.08%0.11%0.00%0.06%0.14%1.50%1.74%1.88%

Frequently Asked Questions


XITK and BIL have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XITK has higher volatility (8.59%) compared to BIL (0.05%). In terms of maximum drawdown, XITK dropped -65.56% vs BIL's -0.78%.

On 10-year performance, XITK leads with 14.35% vs 2.18% for BIL. 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 10-year period, XITK has performed better with a 14.35% return vs 2.18%. 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 0.45% for XITK.

BIL has the higher dividend yield at 3.86%, compared with 0.00% for XITK.

XITK is categorized as Technology Equities, while BIL is Government Bonds. XITK tracks FactSet Innovative Technology Index, while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. Their fees differ too: 0.45% for XITK and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.71 vs 0.43), 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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Find the right allocation for XITK and BIL

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