ESGB vs. SYSB
ESGB (IQ MacKay ESG Core Plus Bond ETF) and SYSB (iShares Systematic Bond ETF) are both Intermediate Core-Plus Bond funds. ESGB is actively managed, while SYSB is passively managed. At a 0.08 correlation, their price movements are largely independent. ESGB charges 0.39%/yr vs 0.25%/yr for SYSB.
Performance
ESGB vs. SYSB - Performance Comparison
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Returns By Period
ESGB
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SYSB
- 1D
- -0.07%
- 1M
- -0.26%
- 6M
- -0.28%
- YTD
- 0.13%
- 1Y
- 4.28%
- 3Y*
- 6.74%
- 5Y*
- 1.41%
- 10Y*
- 2.18%
ESGB vs. SYSB - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ESGB IQ MacKay ESG Core Plus Bond ETF | -0.18% |
SYSB iShares Systematic Bond ETF | 0.08% |
Correlation
The correlation between ESGB and SYSB is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 4, 2026 | 0.08 |
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Return for Risk
ESGB vs. SYSB — Risk / Return Rank
ESGB
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SYSB
ESGB vs. SYSB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IQ MacKay ESG Core Plus Bond ETF (ESGB) 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.
| ESGB | SYSB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.19 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.43 | — |
| Martin ratioReturn relative to average drawdown | — | 3.95 | — |
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Drawdowns
ESGB vs. SYSB - Drawdown Comparison
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Drawdown Indicators
| ESGB | SYSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -18.47% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -2.99% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -2.99% | — |
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 | — | -1.71% | — |
Average DrawdownAverage peak-to-trough decline | — | -3.26% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.08% | — |
Volatility
ESGB vs. SYSB - Volatility Comparison
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Volatility by Period
| ESGB | SYSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.27% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 3.17% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 3.97% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 5.65% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 4.92% | — |
ESGB vs. SYSB - Expense Ratio Comparison
ESGB has a 0.39% expense ratio, which is higher than SYSB's 0.25% expense ratio.
Dividends
ESGB vs. SYSB - Dividend Comparison
ESGB has not paid dividends to shareholders, while SYSB's dividend yield for the trailing twelve months is around 4.57%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGB IQ MacKay ESG Core Plus Bond ETF | 0.00% | 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 | 4.57% | 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
ESGB and SYSB have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.39% for ESGB.
SYSB has the higher dividend yield at 4.57%, compared with 0.00% for ESGB.
They also come from different issuers: IndexIQ and iShares. Their fees differ too: 0.39% for ESGB and 0.25% for SYSB.
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