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QUAL vs BIL

Comparison between ISHARES MSCI USA QUALITY FACTOR ETF (QUAL, ETF) and STATE STREET(R) SPDR(R) BLOOMBERG 1-3 MONTH T-BILL ETF (BIL, ETF).

5-Year PerformanceQUAL has outperformed BIL, delivering a return of +12.0% compared to +3.4%

QUAL vs BIL - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
QUAL
$47B
BIL
$46B
Expense Ratio
QUAL
0.15%
Winner
BIL
0.14%
Max Drawdown
QUAL
34.06%
Winner
BIL
1.36%
Sharpe Ratio
Winner
QUAL
1.35
BIL
0.61
5Y Beta
QUAL
0.90
Winner
BIL
-0.00
P/E Ratio
QUAL
27.92
BIL
N/A
Forward P/E
QUAL
23.26
BIL
N/A
PEG Ratio
QUAL
0.79
BIL
N/A
5Y Dividends CAGR
QUAL
7.13%
Winner
BIL
310.45%
5Y EPS CAGR
QUAL
25.36%
BIL
N/A
Debt to Equity
QUAL
55.95%
BIL
N/A
P/S Ratio
QUAL
4.59
BIL
N/A
P/B Ratio
QUAL
7.50
BIL
N/A

QUAL vs BIL - Historical Returns

Returns include dividend reinvestment.

1M
Winner
QUAL
+3.10%
BIL
+0.32%
3M
Winner
QUAL
+10.78%
BIL
+0.91%
6M
Winner
QUAL
+9.29%
BIL
+1.76%
1Y
Winner
QUAL
+20.90%
BIL
+3.89%
5Y(CAGR)
Winner
QUAL
+11.97%
BIL
+3.43%
10Y(CAGR)
Winner
QUAL
+14.45%
BIL
+2.20%
Max(CAGR)
Winner
QUAL
+13.72%
BIL
+1.36%

QUAL vs BIL - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

YearQUALBIL
2026+9.13%+1.55%
2025+12.95%+4.13%
2024+23.18%+5.18%
2023+31.26%+4.93%
2022-20.28%+1.41%
2021+28.99%-0.10%
2020+16.02%+0.37%
2019+33.96%+2.04%
2018-6.11%+1.73%
2017+21.39%+0.64%
2016+10.84%+0.09%
2015+5.47%-0.11%
2014+12.54%-0.07%
2013+13.45%-0.09%
2012N/A-0.02%
2011N/A-0.06%
2010N/A+0.00%
2009N/A+0.25%
2008N/A+1.50%
2007N/A+2.50%

QUAL vs BIL Drawdown Comparison

The maximum drawdown for QUAL was -34.06%, occurring on Mar 23, 2020. Recovery took 122 trading sessions.

The maximum drawdown for BIL was -0.78%, occurring on Dec 9, 2015. Recovery took 2321 trading sessions.

The current QUAL drawdown is -0.19%.

RankQUALBIL
#1-34.06%
Feb 19, 2020 - Aug 12, 2020
-0.78%
Sep 29, 2008 - Dec 15, 2017
#2-28.22%
Dec 29, 2021 - Dec 11, 2023
-0.63%
Sep 17, 2008 - Sep 29, 2008
#3-20.46%
Sep 21, 2018 - Apr 5, 2019
-0.24%
Aug 20, 2007 - Sep 7, 2007
#4-18.00%
Dec 4, 2024 - Jul 23, 2025
-0.21%
Mar 20, 2020 - Aug 2, 2022
#5-11.49%
Jul 20, 2015 - Oct 28, 2015
-0.17%
Mar 19, 2008 - Jun 2, 2008
#6-11.20%
Nov 3, 2015 - Apr 1, 2016
-0.15%
Jul 16, 2008 - Aug 5, 2008
#7-9.92%
Jan 26, 2018 - Aug 20, 2018
-0.13%
Jan 2, 2008 - Jan 14, 2008
#8-9.03%
Feb 25, 2026 - Apr 17, 2026
-0.13%
Sep 25, 2007 - Oct 4, 2007
#9-8.69%
Sep 2, 2020 - Nov 9, 2020
-0.11%
Oct 4, 2007 - Oct 8, 2007
#10-7.63%
Jul 16, 2024 - Aug 21, 2024
-0.11%
Sep 10, 2007 - Sep 12, 2007
#11-7.40%
Aug 30, 2021 - Oct 29, 2021
-0.11%
Jan 24, 2008 - Jan 29, 2008
#12-6.92%
Apr 23, 2019 - Jun 20, 2019
-0.10%
Jun 27, 2008 - Jul 10, 2008
#13-6.63%
Sep 19, 2014 - Oct 30, 2014
-0.09%
Jun 2, 2008 - Jun 10, 2008
#14-6.58%
Mar 21, 2024 - May 15, 2024
-0.09%
Jun 11, 2007 - Jun 14, 2007
#15-6.46%
Jan 21, 2014 - Feb 26, 2014
-0.09%
Sep 17, 2007 - Sep 24, 2007

Correlation

Correlation between QUAL and BIL is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96
-101

Dividend Comparison (2007 - 2026)

QUAL vs BIL dividend yield comparison.

YearQUALBIL
20260.19%1.44%
20250.94%4.13%
20241.02%5.03%
20231.23%4.93%
20221.59%1.35%
20211.20%0.00%
20201.39%0.30%
20191.60%2.05%
20182.00%1.66%
20171.76%0.68%
20161.96%0.07%
20151.63%0.00%
20141.35%0.00%
20130.63%0.00%
20110.00%0.00%
20090.00%0.09%
20080.00%1.58%
20070.00%2.50%

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