Summary
BILS
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 3.62% Volatility 0.48% Sharpe -0.36
Official loaded data — not a live quote.

SPDR BLOOMBERG 3-12 MONTH T-BILL ETF

Symbol: BILS

Exchange: NYSE

Sector: N/A

Category: Ultrashort Bond

Inception date: 24/09/2020

Latest date: 02/06/2026

Current price: $99.16

Expense ratio: 0.14%

Assets under management
$4.0B
0.01% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

-0.02%

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

0.56%

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

1.45%

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

3.62%

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

7.68%

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

13.31%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.014%

Best day

0.107%

01/08/2025
Worst day

-0.283%

26/05/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $99.15 $99.16 $99.15 $99.16 337,900
01/06/2026 $99.14 $99.14 $99.13 $99.14 389,400
29/05/2026 $99.43 $99.44 $99.43 $99.44 361,000
28/05/2026 $99.40 $99.41 $99.40 $99.41 296,100
27/05/2026 $99.40 $99.40 $99.39 $99.39 334,300
26/05/2026 $99.39 $99.39 $99.38 $99.39 338,400
22/05/2026 $99.37 $99.38 $99.37 $99.37 452,200
21/05/2026 $99.34 $99.35 $99.34 $99.34 300,200
20/05/2026 $99.33 $99.34 $99.33 $99.33 294,600
19/05/2026 $99.32 $99.33 $99.32 $99.33 426,600