BCPL vs. SYSB
BCPL (BNY Mellon Core Plus ETF) and SYSB (iShares Systematic Bond ETF) are both Intermediate Core-Plus Bond funds. BCPL is actively managed, while SYSB is passively managed. Their correlation of 0.91 suggests significant overlap in exposure. BCPL charges 0.40%/yr vs 0.25%/yr for SYSB.
Performance
BCPL vs. SYSB - Performance Comparison
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Returns By Period
BCPL
- 1D
- 0.40%
- 1M
- 1.19%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SYSB
- 1D
- 0.44%
- 1M
- 1.16%
- YTD
- 0.87%
- 6M
- 0.78%
- 1Y
- 5.25%
- 3Y*
- 6.99%
- 5Y*
- 1.66%
- 10Y*
- 2.33%
BCPL vs. SYSB - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
BCPL BNY Mellon Core Plus ETF | 0.96% |
SYSB iShares Systematic Bond ETF | 0.46% |
Correlation
The correlation between BCPL and SYSB is 0.91, 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 Jan 12, 2026 | 0.91 |
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Return for Risk
BCPL vs. SYSB — Risk / Return Rank
BCPL
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SYSB
BCPL vs. SYSB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Core Plus ETF (BCPL) and iShares Systematic Bond ETF (SYSB). 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.
| BCPL | SYSB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.24 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.76 | — |
| Martin ratioReturn relative to average drawdown | — | 5.05 | — |
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Drawdowns
BCPL vs. SYSB - Drawdown Comparison
The maximum BCPL drawdown since its inception was -2.95%, smaller than the maximum SYSB drawdown of -18.47%. Use the drawdown chart below to compare losses from any high point for BCPL and SYSB.
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Drawdown Indicators
| BCPL | SYSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.95% | -18.47% | +15.52% |
Max Drawdown (1Y)Largest decline over 1 year | — | -2.99% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -3.08% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.47% | — |
Current DrawdownCurrent decline from peak | -0.60% | -0.99% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -1.04% | -3.27% | +2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.04% | — |
Volatility
BCPL vs. SYSB - Volatility Comparison
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Volatility by Period
| BCPL | SYSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.28% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 3.22% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.05% | 3.93% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.05% | 5.65% | -1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.05% | 4.94% | -0.89% |
BCPL vs. SYSB - Expense Ratio Comparison
BCPL has a 0.40% expense ratio, which is higher than SYSB's 0.25% expense ratio.
Dividends
BCPL vs. SYSB - Dividend Comparison
BCPL's dividend yield for the trailing twelve months is around 1.56%, less than SYSB's 4.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCPL BNY Mellon Core Plus ETF | 1.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SYSB iShares Systematic Bond ETF | 4.58% | 4.78% | 5.04% | 4.44% | 3.27% | 1.92% | 2.57% | 3.27% | 3.61% | 2.74% | 2.92% | 2.26% |
Frequently Asked Questions
With a correlation of 0.91, BCPL and SYSB 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, SYSB is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SYSB is cheaper with a 0.25% expense ratio, compared with 0.40% for BCPL.
SYSB has the higher dividend yield at 4.58%, compared with 1.56% for BCPL.
They also come from different issuers: BNY Mellon and iShares. Their fees differ too: 0.40% for BCPL and 0.25% for SYSB.
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