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State Street SPDR Bloomberg 3-12 Month T-Bill ETF BILS
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BILS | Replication |
|---|---|---|
| Annualized growth | 3.6% | 3.7% |
| Annualized volatility | 0.3% | 0.3% |
| Sharpe ratio | 11.09 | 13.16 |
| Maximum drawdown | 0.3% | 0.1% |
| Replication fit (R²) | 0.80 · Tracking error 0.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model BILS’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BIL | FI · Ultra-Short | 46.8% |
| USFR | FI · Floating Rate Notes | 46.3% |
| VGSH | FI · Short Gov | 7.0% |