In some shells (such as tcsh) it is a built-in command like "if" or "cd".
bash$ echo --help # the builtin
--help
bash$ /bin/echo --help # the executable
Usage: /bin/echo [SHORT-OPTION]... [STRING]...
or: /bin/echo LONG-OPTION
Echo the STRING(s) to standard output.
(and a bunch of other GNU help text)If "which" is not a builtin (which it isn't in bash, but is in zsh) then it can't tell you about builtins!