PortfolioMetrics

SCHO vs. BIL - ETF Comparison

SCHO - Schwab Short-Term U.S. Treasury ETF

The Schwab Short-Term U.S. Treasury ETF provides exposure to short-term U.S. Treasury securities with maturities between one to three years. It offers a low-risk investment option with minimal interest rate and credit risk, making it an attractive safe haven during volatile market conditions.

BIL - SPDR Bloomberg 1-3 Month T-Bill ETF

The SPDR Bloomberg 1-3 Month T-Bill ETF is a fixed income fund that provides exposure to the ultrashort end of the US Treasury yield curve, focusing on zero-coupon T-Bills with less than three months until maturity. It offers a low-risk investment option with minimal interest rate and credit risk, making it an attractive safe-haven asset in volatile markets.

SCHOBIL
Fund NameSchwab Short-Term U.S. Treasury ETFSPDR Bloomberg 1-3 Month T-Bill ETF
Fund ProviderCharles SchwabState Street
IndexBloomberg US Treasury (1-3 Y) (Inception 4/30/1996)Bloomberg US Treasury - Bills (1-3 M)
Asset ClassBondsBonds
ListingUS-listedUS-listed
Expense Ratio0.03%0.14%
Inception Date2010-08-052007-05-25
Number Of Holdings9718
CurrencyUSDUSD
RegionUnited StatesUnited States
Bond TypeGovernment BondsGovernment Bonds
LeveragedNon-leveragedNon-leveraged
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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Performance Analysis

The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.

Cumulative Returns

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End of Year Returns Table

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End of Year Returns

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Risk Analysis

The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.

Drawdowns

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Drawdowns Table

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Monte Carlo Simulation

The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.

IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.

Monte Carlo Metrics

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Simulated Portfolio Prices

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