Data Source: from January 1972 to August 2022
Consolidated Returns as of 31 Aug 2022
Live Update: Sep 23 2022
Category: Fixed Income
ETF: SPDR Blmbg Barclays 1-3 Mth T-Bill (BIL)
ETF • LIVE PERFORMANCE (USD currency)
0.00%
1 Day
Sep 23 2022
0.16%
Current Month
September 2022

In the last 30 Years, the SPDR Blmbg Barclays 1-3 Mth T-Bill (BIL) ETF obtained a 2.18% compound annual return, with a 0.62% standard deviation.

The ETF is related to the following investment themes:

  • Asset Class: Bond
  • Region: North America
  • Country: U.S.
  • Bond - Duration: Ultra Short-Term

The SPDR Blmbg Barclays 1-3 Mth T-Bill (BIL) ETF is part of the following Lazy Portfolios:

Portfolio Name Author BIL Weight
Edge Select Conservative Merrill Lynch 24.0%
Edge Select Moderately Conservative Merrill Lynch 2.0%
Edge Select Moderate Merrill Lynch 2.0%
Edge Select Moderately Aggressive Merrill Lynch 2.0%
Edge Select Aggressive Merrill Lynch 2.0%
Robo Advisor 90 Betterment 0.6%
Permanent Portfolio Harry Browne 25.0%
Pinwheel 10.0%
Sandwich Portfolio Bob Clyatt 4.0%
7Twelve Portfolio Craig Israelsen 8.3%
Conservative Income Charles Schwab 25.0%
Late Sixties and Beyond Burton Malkiel 10.0%
Late Thirties to Early Forties Burton Malkiel 5.0%
Mid-Fifties Burton Malkiel 5.0%
Mid-Twenties Burton Malkiel 5.0%
Permanent Portfolio with Bitcoin Harry Browne 25.0%
Perfect Portfolio Ben Stein 20.0%

Historical Returns as of Aug 31, 2022

Historical returns and stats of SPDR Blmbg Barclays 1-3 Mth T-Bill (BIL) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

SPDR BLMBG BARCLAYS 1-3 MTH T-BILL (BIL) ETF
Consolidated returns as of 31 Aug 2022
Data Source: from January 1972 to August 2022
Swipe left to see all data
Period Return (%)
as of Aug 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Aug 2022
0.19
0.23
0.00
1 - 0
3M
0.31
-1.00
0.00
3 - 0
6M
0.38
-3.85
-0.01
Apr 2022 - Apr 2022
5 - 1
YTD
0.35
-5.53
-0.02
Feb 2022 - Feb 2022
6 - 2
1Y
0.33
-7.33
0.20
-0.05
Oct 2021 - Feb 2022
8 - 4
67% pos
3Y(*)
0.40
-4.29
0.23
-0.16
Apr 2020 - Feb 2022
22 - 14
61% pos
5Y(*)
0.94
-2.78
0.28
-0.16
Apr 2020 - Feb 2022
46 - 14
77% pos
10Y(*)
0.49
-2.00
0.25
-0.31
Nov 2012 - Dec 2015
86 - 34
72% pos
15Y(*)
0.53
-1.82
0.32
-0.42
Nov 2009 - Dec 2015
128 - 52
71% pos
20Y(*)
1.08
-1.38
0.46
-0.42
Nov 2009 - Dec 2015
188 - 52
78% pos
25Y(*)
1.74
-0.71
0.59
-0.42
Nov 2009 - Dec 2015
248 - 52
83% pos
30Y(*)
2.18
-0.32
0.62
-0.42
Nov 2009 - Dec 2015
308 - 52
86% pos
MAX(*)
01 Jan 1972
4.35
0.36
1.00
-0.42
Nov 2009 - Dec 2015
556 - 52
91% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Aug 2022. Current inflation (annualized) is 1Y: 8.26% , 5Y: 3.82% , 10Y: 2.54% , 30Y: 2.51%

ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Correlations as of Aug 31, 2022

Monthly correlations of SPDR Blmbg Barclays 1-3 Mth T-Bill (BIL) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

SPDR BLMBG BARCLAYS 1-3 MTH T-BILL (BIL) ETF
Monthly correlations as of 31 Aug 2022
Swipe left to see all data
Correlation vs BIL
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
-0.12
-0.24
-0.17
-0.03
-0.03
US Large Cap
SPY
-0.15
-0.23
-0.17
-0.02
-0.02
US Small Cap
IJR
-0.19
-0.30
-0.24
-0.05
-0.05
US REITs
VNQ
-0.22
-0.20
-0.15
-0.01
-0.01
US Technology
QQQ
-0.09
-0.16
-0.11
-0.01
-0.02
Preferred Stocks
PFF
-0.13
-0.20
-0.16
-0.09
-0.08
EAFE Stocks
EFA
-0.27
-0.26
-0.19
-0.04
-0.05
World All Countries
VT
-0.15
-0.26
-0.18
-0.05
-0.05
Emerging Markets
EEM
0.05
-0.20
-0.12
-0.04
-0.04
Europe
VGK
-0.30
-0.27
-0.18
0.00
0.00
Pacific
VPL
-0.17
-0.25
-0.19
-0.09
-0.09
Latin America
FLLA
0.05
-0.20
-0.08
0.00
-0.01
US Total Bond Market
BND
-0.25
0.15
0.09
0.16
0.16
Long Term Treasuries
TLT
-0.20
0.28
0.16
0.06
0.06
TIPS
TIP
-0.51
-0.11
-0.01
0.11
0.12
Investment Grade Bonds
LQD
-0.22
0.01
0.00
0.00
0.01
High Yield Bonds
HYG
-0.31
-0.19
-0.15
-0.03
-0.03
International Bond Market
BNDX
-0.40
0.10
0.00
0.07
0.08
Emerging Market Bonds
EMB
-0.02
-0.10
-0.09
0.07
0.07
Gold
GLD
-0.42
0.03
0.11
-0.01
-0.01
Commodities
DBC
-0.31
-0.43
-0.14
0.03
0.03

Capital Growth as of Aug 31, 2022

An investment of 1000$, since September 1992, now would be worth 1910.52$, with a total return of 91.05% (2.18% annualized).

The Inflation Adjusted Capital now would be 908.91$, with a net total return of -9.11% (-0.32% annualized).
An investment of 1000$, since January 1972, now would be worth 8666.32$, with a total return of 766.63% (4.35% annualized).

The Inflation Adjusted Capital now would be 1202.64$, with a net total return of 20.26% (0.36% annualized).

Drawdowns

Worst drawdowns since September 1992.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-0.42% Nov 2009 Dec 2015 74 Aug 2017 20 94
-0.28% Oct 2008 Nov 2008 2 May 2009 6 8
-0.16% Apr 2020 Feb 2022 23 Jul 2022 5 28
-0.08% Jun 2009 Jul 2009 2 Sep 2009 2 4
-0.07% Apr 2008 Apr 2008 1 May 2008 1 2

Worst drawdowns since January 1972.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-0.42% Nov 2009 Dec 2015 74 Aug 2017 20 94
-0.28% Oct 2008 Nov 2008 2 May 2009 6 8
-0.16% Apr 2020 Feb 2022 23 Jul 2022 5 28
-0.08% Jun 2009 Jul 2009 2 Sep 2009 2 4
-0.07% Apr 2008 Apr 2008 1 May 2008 1 2

Rolling Returns ( more details)

SPDR Blmbg Barclays 1-3 Mth T-Bill (BIL) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
4.46 15.22
Dec 1980 - Nov 1981
-0.15
Oct 2014 - Sep 2015
14.07%
2 Years
4.49 13.49
Sep 1980 - Aug 1982
-0.11
Nov 2013 - Oct 2015
12.14%
3 Years
4.51 12.62
Aug 1979 - Jul 1982
-0.10
Nov 2012 - Oct 2015
11.17%
5 Years
4.53 11.14
Nov 1979 - Oct 1984
-0.08
Nov 2010 - Oct 2015
7.65%
7 Years
4.58 10.49
Aug 1978 - Jul 1985
-0.05
Oct 2008 - Sep 2015
4.19%
10 Years
4.62 9.20
Nov 1977 - Oct 1987
0.16
Oct 2008 - Sep 2018
0.00%
15 Years
4.59 8.33
Nov 1976 - Oct 1991
0.53
Sep 2007 - Aug 2022
0.00%
20 Years
4.56 7.73
Jul 1972 - Jun 1992
1.08
Aug 2002 - Jul 2022
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the SPDR Blmbg Barclays 1-3 Mth T-Bill (BIL) ETF: Rolling Returns page.

Seasonality

SPDR Blmbg Barclays 1-3 Mth T-Bill (BIL) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.35
96%
0.33
92%
0.36
90%
0.37
88%
0.36
94%
0.35
88%
0.36
92%
0.36
98%
0.37
92%
0.37
88%
0.34
86%
0.37
92%
Best
Year
1.0
1981
1.1
1981
1.2
1980
1.3
1980
1.2
1981
1.3
1981
1.2
1981
1.3
1981
1.2
1981
1.2
1981
1.1
1981
1.3
1980
Worst
Year
0.0
2015
0.0
2022
0.0
2014
-0.1
2008
0.0
2015
0.0
2012
-0.1
2009
0.0
2021
0.0
2015
-0.2
2008
-0.1
2008
0.0
2015
Statistics calculated for the period Jan 1972 - Aug 2022

Monthly/Yearly Returns

SPDR Blmbg Barclays 1-3 Mth T-Bill (BIL) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
556 Positive Months (91%) - 52 Negative Months (9%)
Jan 1972 - Aug 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
+0.35 -5.53 0.0 0.0 0.0 0.0 0.0 0.1 0.0 0.2
2021
-0.10 -6.67 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2020
+0.40 -0.95 0.1 0.1 0.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2019
+2.03 -0.25 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.1 0.1
2018
+1.74 -0.17 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.2 0.2
2017
+0.69 -1.39 0.0 0.1 0.0 0.1 0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.1
2016
+0.11 -1.93 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2015
-0.13 -0.85 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2014
-0.07 -0.82 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2013
-0.09 -1.57 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2012
-0.04 -1.75 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2011
-0.04 -2.92 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2010
-0.04 -1.52 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2009
+0.27 -2.39 0.2 0.0 0.0 0.1 0.0 0.0 -0.1 0.1 0.0 0.0 0.0 0.0
2008
+1.59 +1.49 0.4 0.2 0.2 -0.1 0.1 0.2 0.2 0.1 0.5 -0.2 -0.1 0.0
2007
+4.67 +0.56 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.3 0.3 0.3 0.3
2006
+4.81 +2.22 0.4 0.3 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4
2005
+2.98 -0.42 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.3 0.3 0.3 0.3 0.3
2004
+1.19 -2.00 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.2
2003
+1.02 -0.84 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1
2002
+1.63 -0.73 0.1 0.1 0.1 0.2 0.1 0.1 0.2 0.1 0.1 0.1 0.1 0.1
2001
+3.82 +2.24 0.5 0.4 0.4 0.4 0.3 0.3 0.3 0.3 0.3 0.2 0.2 0.2
2000
+5.88 +2.41 0.4 0.4 0.5 0.5 0.5 0.4 0.5 0.5 0.5 0.6 0.5 0.5
1999
+4.69 +1.95 0.4 0.4 0.4 0.4 0.3 0.4 0.4 0.4 0.4 0.4 0.4 0.4
1998
+4.85 +3.19 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.5 0.3 0.3 0.4
1997
+5.25 +3.49 0.5 0.4 0.4 0.4 0.5 0.4 0.4 0.4 0.4 0.4 0.4 0.5
1996
+5.20 +1.82 0.4 0.4 0.4 0.5 0.4 0.4 0.5 0.4 0.4 0.4 0.4 0.5
1995
+5.60 +2.98 0.4 0.4 0.5 0.4 0.5 0.5 0.4 0.5 0.4 0.5 0.4 0.5
1994
+3.90 +1.19 0.3 0.2 0.3 0.3 0.3 0.3 0.3 0.4 0.4 0.4 0.4 0.4
1993
+2.90 +0.15 0.2 0.2 0.3 0.2 0.2 0.2 0.2 0.3 0.3 0.2 0.2 0.2
1992
+3.51 +0.59 0.3 0.3 0.3 0.3 0.3 0.3 0.3 0.3 0.3 0.2 0.2 0.3
1991
+5.60 +2.46 0.5 0.5 0.4 0.5 0.5 0.4 0.5 0.5 0.5 0.4 0.4 0.4
1990
+7.84 +1.63 0.6 0.6 0.6 0.7 0.7 0.6 0.7 0.7 0.6 0.7 0.6 0.6
1989
+8.38 +3.56 0.6 0.6 0.7 0.7 0.8 0.7 0.7 0.7 0.7 0.7 0.7 0.6
1988
+6.36 +1.86 0.3 0.5 0.4 0.5 0.5 0.5 0.5 0.6 0.6 0.6 0.6 0.6
1987
+5.47 +0.99 0.4 0.4 0.5 0.4 0.4 0.5 0.5 0.5 0.5 0.6 0.3 0.4
1986
+6.16 +5.00 0.6 0.5 0.6 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.4 0.5
1985
+7.72 +3.78 0.6 0.6 0.6 0.7 0.7 0.6 0.6 0.6 0.6 0.6 0.6 0.7
1984
+9.84 +5.66 0.8 0.7 0.7 0.8 0.8 0.8 0.8 0.8 0.9 1.0 0.7 0.6
1983
+8.80 +4.82 0.7 0.6 0.6 0.7 0.7 0.7 0.7 0.8 0.8 0.8 0.7 0.7
1982
+10.53 +6.46 0.8 0.9 1.0 1.1 1.1 1.0 1.1 0.8 0.5 0.6 0.6 0.7
1981
+14.72 +5.32 1.0 1.1 1.2 1.1 1.2 1.3 1.2 1.3 1.2 1.2 1.1 0.9
1980
+11.26 -1.12 0.8 0.9 1.2 1.3 0.8 0.6 0.5 0.6 0.8 0.9 1.0 1.3
1979
+10.38 -2.57 0.8 0.7 0.8 0.8 0.8 0.8 0.8 0.8 0.8 0.9 1.0 1.0
1978
+7.20 -1.67 0.5 0.5 0.5 0.5 0.5 0.5 0.6 0.6 0.6 0.7 0.7 0.8
1977
+5.13 -1.48 0.4 0.3 0.4 0.4 0.4 0.4 0.4 0.4 0.4 0.5 0.5 0.5
1976
+5.08 +0.21 0.5 0.3 0.4 0.4 0.4 0.4 0.5 0.4 0.4 0.4 0.4 0.4
1975
+5.80 -1.06 0.6 0.4 0.4 0.4 0.4 0.4 0.5 0.5 0.5 0.6 0.4 0.5
1974
+8.01 -3.85 0.6 0.6 0.6 0.8 0.7 0.6 0.7 0.6 0.8 0.5 0.5 0.7
1973
+6.93 -1.63 0.4 0.4 0.5 0.5 0.5 0.5 0.6 0.7 0.7 0.6 0.6 0.6
1972
+3.84 +0.42 0.3 0.2 0.3 0.3 0.3 0.3 0.3 0.3 0.3 0.4 0.4 0.4

ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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