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XSMO vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSMO vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Momentum ETF (XSMO) 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, XSMO achieves a 20.54% return, which is significantly higher than BIL's 1.54% return. Over the past 10 years, XSMO has outperformed BIL with an annualized return of 14.34%, while BIL has yielded a comparatively lower 2.19% annualized return.


XSMO

1D
0.66%
1M
-0.62%
YTD
20.54%
6M
18.72%
1Y
30.63%
3Y*
23.23%
5Y*
10.21%
10Y*
14.34%

BIL

1D
0.01%
1M
0.29%
YTD
1.54%
6M
1.78%
1Y
3.88%
3Y*
4.62%
5Y*
3.42%
10Y*
2.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSMO vs. BIL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XSMO
Invesco S&P SmallCap Momentum ETF
20.54%9.80%17.45%21.55%-15.44%19.24%21.96%28.65%-3.44%23.95%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.54%4.15%5.19%4.94%1.40%-0.10%0.40%2.03%1.74%0.69%

Correlation

The correlation between XSMO and BIL is -0.08, 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

-0.08

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

-0.08

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

-0.03

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

-0.02

Correlation (All Time)
Calculated using the full available price history since May 31, 2007

-0.03

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Return for Risk

XSMO vs. BIL — Risk / Return Rank

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

XSMO
XSMO Risk / Return Rank: 6060
Overall Rank
XSMO Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XSMO Sortino Ratio Rank: 5454
Sortino Ratio Rank
XSMO Omega Ratio Rank: 4949
Omega Ratio Rank
XSMO Calmar Ratio Rank: 7575
Calmar Ratio Rank
XSMO Martin Ratio Rank: 7070
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.

XSMO vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Momentum ETF (XSMO) 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.


XSMOBILDifference
Sharpe ratioReturn per unit of total volatility

-18.02

Sortino ratioReturn per unit of downside risk

-172.32

Omega ratioGain probability vs. loss probability

1.28

88.16

-86.88

Calmar ratioReturn relative to maximum drawdown

3.46

356.40

-352.94

Martin ratioReturn relative to average drawdown

11.75

2,826.06

-2,814.31

XSMO vs. BIL - Sharpe Ratio Comparison

The current XSMO Sharpe Ratio is 1.62, which is lower than the BIL Sharpe Ratio of 19.64. The chart below compares the historical Sharpe Ratios of XSMO 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


XSMOBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

19.64

-18.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

13.23

-12.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

8.57

-7.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

2.78

-2.39

Drawdowns

XSMO vs. BIL - Drawdown Comparison

The maximum XSMO drawdown since its inception was -58.06%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for XSMO and BIL.


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Drawdown Indicators


XSMOBILDifference

Max Drawdown

Largest peak-to-trough decline

-58.06%

-0.78%

-57.28%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-0.01%

-8.88%

Max Drawdown (3Y)

Largest decline over 3 years

-24.76%

-0.01%

-24.75%

Max Drawdown (5Y)

Largest decline over 5 years

-29.62%

-0.09%

-29.53%

Max Drawdown (10Y)

Largest decline over 10 years

-39.39%

-0.21%

-39.18%

Current Drawdown

Current decline from peak

-2.86%

0.00%

-2.86%

Average Drawdown

Average peak-to-trough decline

-11.13%

-0.26%

-10.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

0.00%

+2.61%

Volatility

XSMO vs. BIL - Volatility Comparison

Invesco S&P SmallCap Momentum ETF (XSMO) has a higher volatility of 6.73% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.06%. This indicates that XSMO'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


XSMOBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.73%

0.06%

+6.67%

Volatility (6M)

Calculated over the trailing 6-month period

14.49%

0.14%

+14.35%

Volatility (1Y)

Calculated over the trailing 1-year period

19.01%

0.20%

+18.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.68%

0.26%

+22.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.14%

0.26%

+23.88%

XSMO vs. BIL - Expense Ratio Comparison

XSMO has a 0.36% expense ratio, which is higher than BIL's 0.14% expense ratio.


Dividends

XSMO vs. BIL - Dividend Comparison

XSMO's dividend yield for the trailing twelve months is around 0.54%, less than BIL's 3.86% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
XSMO
Invesco S&P SmallCap Momentum ETF
0.54%0.75%0.63%0.96%1.19%0.30%0.82%0.69%0.66%0.27%0.30%0.35%

Frequently Asked Questions


XSMO and BIL have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XSMO has higher volatility (6.73%) compared to BIL (0.06%). In terms of maximum drawdown, XSMO dropped -58.06% vs BIL's -0.78%.

On 10-year performance, XSMO leads with 14.34% vs 2.19% for BIL. On fees, BIL is cheaper at 0.14% per year. On volatility, BIL has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XSMO has performed better with a 14.34% return vs 2.19%. 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 0.36% for XSMO.

BIL has the higher dividend yield at 3.86%, compared with 0.54% for XSMO.

XSMO is categorized as Momentum, while BIL is Government Bonds. XSMO tracks S&P SmallCap 600 Momentum Index, while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.36% for XSMO and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.64 vs 1.62), 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.

Portfolio Optimizer

Find the right allocation for XSMO and BIL

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