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BBSC vs. SYZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBSC vs. SYZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC) and Lazard US Systematic Small Cap Equity ETF (SYZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBSC achieves a 21.48% return, which is significantly higher than SYZ's 19.66% return.


BBSC

1D
0.42%
1M
2.06%
6M
15.35%
YTD
21.48%
1Y
33.04%
3Y*
17.06%
5Y*
8.50%
10Y*

SYZ

1D
0.39%
1M
-0.08%
6M
14.63%
YTD
19.66%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBSC vs. SYZ - Yearly Performance Comparison


Correlation

The correlation between BBSC and SYZ is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 15, 2025

0.93

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Return for Risk

BBSC vs. SYZ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBSC
BBSC Risk / Return Rank: 7171
Overall Rank
BBSC Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
BBSC Sortino Ratio Rank: 6969
Sortino Ratio Rank
BBSC Omega Ratio Rank: 6060
Omega Ratio Rank
BBSC Calmar Ratio Rank: 8282
Calmar Ratio Rank
BBSC Martin Ratio Rank: 7676
Martin Ratio Rank

SYZ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBSC vs. SYZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC) and Lazard US Systematic Small Cap Equity ETF (SYZ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BBSCSYZDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

3.48

Martin ratioReturn relative to average drawdown

11.35

BBSC vs. SYZ - Sharpe Ratio Comparison


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Drawdowns

BBSC vs. SYZ - Drawdown Comparison

The maximum BBSC drawdown since its inception was -30.96%, which is greater than SYZ's maximum drawdown of -8.00%. Use the drawdown chart below to compare losses from any high point for BBSC and SYZ.


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Drawdown Indicators


BBSCSYZDifference

Max Drawdown

Largest peak-to-trough decline

-30.96%

-8.00%

-22.96%

Max Drawdown (1Y)

Largest decline over 1 year

-9.54%

Max Drawdown (3Y)

Largest decline over 3 years

-29.32%

Max Drawdown (5Y)

Largest decline over 5 years

-30.96%

Current Drawdown

Current decline from peak

-2.13%

-2.43%

+0.30%

Average Drawdown

Average peak-to-trough decline

-11.28%

-1.97%

-9.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

Volatility

BBSC vs. SYZ - Volatility Comparison


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Volatility by Period


BBSCSYZDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

Volatility (6M)

Calculated over the trailing 6-month period

13.35%

Volatility (1Y)

Calculated over the trailing 1-year period

19.14%

16.70%

+2.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.94%

16.70%

+6.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.76%

16.70%

+6.06%

BBSC vs. SYZ - Expense Ratio Comparison

BBSC has a 0.09% expense ratio, which is lower than SYZ's 0.60% expense ratio.


Dividends

BBSC vs. SYZ - Dividend Comparison

BBSC's dividend yield for the trailing twelve months is around 1.00%, more than SYZ's 0.24% yield.


PositionTTM202520242023202220212020
BBSC
JPMorgan BetaBuilders U.S. Small Cap Equity ETF
1.00%1.13%1.29%1.58%1.37%1.06%0.18%
SYZ
Lazard US Systematic Small Cap Equity ETF
0.24%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, BBSC and SYZ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, BBSC is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBSC is cheaper with a 0.09% expense ratio, compared with 0.60% for SYZ.

BBSC has the higher dividend yield at 1.00%, compared with 0.24% for SYZ.

They also come from different issuers: JPMorgan and Lazard. Their fees differ too: 0.09% for BBSC and 0.60% for SYZ.

Portfolio Optimizer

Find the right allocation for BBSC and SYZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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