Summary
BIL
Prices · period metrics · 12M
NAV as of 03/09/2026
02/04/2025 → 02/04/2026
Return 3.40% Volatility 0.44% Sharpe -0.42
Official loaded data — not a live quote.

STATE STREET(R) SPDR(R) BLOOMBERG 1-3 MONTH T-BILL ETF

Symbol: BIL

Exchange: NYSE

Sector: N/A

Category: Ultrashort Bond

Inception date: 25/05/2007

Latest date: 03/09/2026

Current price: $91.42

Expense ratio: 0.14%

Assets under management
$46.8B
0.01% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.00%

Ann. 0.36% (Sharpe / Sortino numerator)

Volatility

0.98%

Sharpe ratio

-3.327

VaR 95%

-0.01%

CVaR 95%: -0.14%
Max drawdown: -0.28%
Sortino ratio: -1.092
Calmar ratio: 1.30

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

0.60%

Ann. 1.22% (Sharpe / Sortino numerator)

Volatility

0.80%

Sharpe ratio

-3.009

VaR 95%

0.00%

CVaR 95%: -0.03%
Max drawdown: -0.45%
Sortino ratio: -1.044
Calmar ratio: 2.71

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.50%

Ann. 2.62% (Sharpe / Sortino numerator)

Volatility

0.59%

Sharpe ratio

-1.728

VaR 95%

0.00%

CVaR 95%: -0.02%
Max drawdown: -0.45%
Sortino ratio: -0.440
Calmar ratio: 5.80

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

3.40%

Ann. 3.45% (Sharpe / Sortino numerator)

Volatility

0.44%

Sharpe ratio

-0.418

VaR 95%

0.00%

CVaR 95%: -0.01%
Max drawdown: -0.45%
Sortino ratio: -0.080
Calmar ratio: 7.63

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.67%

Ann. 4.17% (Sharpe / Sortino numerator)

Volatility

0.36%

Sharpe ratio

1.518

VaR 95%

0.00%

CVaR 95%: -0.01%
Max drawdown: -0.45%
Sortino ratio: 0.279
Calmar ratio: 9.24

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

13.42%

Ann. 4.54% (Sharpe / Sortino numerator)

Volatility

0.33%

Sharpe ratio

2.734

VaR 95%

0.00%

CVaR 95%: -0.00%
Max drawdown: -0.45%
Sortino ratio: 0.591
Calmar ratio: 10.06

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/09/2025 - 03/09/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.013%

Best day

0.044%

02/07/2026
Worst day

-0.295%

24/08/2026
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $91.41 $91.42 $91.40 $91.42 10,052,400
02/09/2026 $91.40 $91.40 $91.39 $91.40 8,971,300
01/09/2026 $91.40 $91.40 $91.39 $91.39 15,247,200
31/08/2026 $91.66 $91.67 $91.66 $91.66 13,829,300
28/08/2026 $91.66 $91.66 $91.65 $91.65 7,214,300
27/08/2026 $91.63 $91.64 $91.63 $91.63 7,762,000
26/08/2026 $91.62 $91.63 $91.62 $91.63 7,363,500
25/08/2026 $91.61 $91.62 $91.61 $91.62 7,515,700
24/08/2026 $91.61 $91.61 $91.60 $91.61 6,038,500
21/08/2026 $91.59 $91.60 $91.59 $91.60 7,324,100