Using quantum Monte Carlo methods we have studied dilute Bose-Bose mixtures with attractive interspecies interaction in the limit of zero temperature. The calculations are exact within some statistical noise and thus go beyond previous perturbative estimations. By tuning the intensity of the attraction, we observe the evolution of an N-particle system from a gas to a self-bound liquid drop. This observation agrees with recent experimental findings and allows for the study of an ultradilute liquid.