Summary
BILS
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 3.87% Volatility 0.48% Sharpe -0.36
Official loaded data — not a live quote.

STATE STREET(R) SPDR(R) BLOOMBERG 3-12 MONTH T-BILL ETF

Symbol: BILS

Exchange: NYSE

Sector: N/A

Category: Ultrashort Bond

Inception date: 24/09/2020

Latest date: 16/07/2026

Current price: $99.28

Expense ratio: 0.14%

Assets under management
$3.9B
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

0.29%

Ann. 0.22% (Sharpe / Sortino numerator)

Volatility

1.01%

Sharpe ratio

-3.378

VaR 95%

0.00%

CVaR 95%: -0.06%
Max drawdown: -0.29%
Sortino ratio: N/A
Calmar ratio: 0.77

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

0.88%

Ann. 1.04% (Sharpe / Sortino numerator)

Volatility

0.85%

Sharpe ratio

-3.048

VaR 95%

0.00%

CVaR 95%: -0.04%
Max drawdown: -0.49%
Sortino ratio: -1.048
Calmar ratio: 2.13

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

1.68%

Ann. 2.55% (Sharpe / Sortino numerator)

Volatility

0.63%

Sharpe ratio

-1.723

VaR 95%

0.00%

CVaR 95%: -0.02%
Max drawdown: -0.49%
Sortino ratio: -0.492
Calmar ratio: 5.25

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

3.87%

Ann. 3.46% (Sharpe / Sortino numerator)

Volatility

0.48%

Sharpe ratio

-0.361

VaR 95%

-0.00%

CVaR 95%: -0.05%
Max drawdown: -0.49%
Sortino ratio: -0.109
Calmar ratio: 7.11

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

8.67%

Ann. 4.23% (Sharpe / Sortino numerator)

Volatility

0.39%

Sharpe ratio

1.538

VaR 95%

-0.00%

CVaR 95%: -0.03%
Max drawdown: -0.49%
Sortino ratio: 0.519
Calmar ratio: 8.70

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

14.44%

Ann. 4.51% (Sharpe / Sortino numerator)

Volatility

0.36%

Sharpe ratio

2.420

VaR 95%

-0.01%

CVaR 95%: -0.03%
Max drawdown: -0.49%
Sortino ratio: 0.953
Calmar ratio: 9.28

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.015%

Best day

0.107%

01/08/2025
Worst day

-0.03%

29/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $99.27 $99.28 $99.27 $99.28 513,800
15/07/2026 $99.27 $99.28 $99.26 $99.27 255,900
14/07/2026 $99.25 $99.25 $99.24 $99.24 181,500
13/07/2026 $99.22 $99.23 $99.22 $99.23 313,200
10/07/2026 $99.23 $99.24 $99.22 $99.23 260,200
09/07/2026 $99.19 $99.21 $99.18 $99.21 366,700
08/07/2026 $99.18 $99.18 $99.17 $99.17 221,200
07/07/2026 $99.18 $99.18 $99.17 $99.18 235,500
06/07/2026 $99.17 $99.18 $99.16 $99.18 403,400
02/07/2026 $99.15 $99.17 $99.15 $99.16 311,500