ISCB vs. SYZ
ISCB (iShares Morningstar Small-Cap ETF) and SYZ (Lazard US Systematic Small Cap Equity ETF) are both Small Cap Blend Equities funds. ISCB is passively managed, while SYZ is actively managed. Their correlation of 0.93 suggests significant overlap in exposure. ISCB charges 0.04%/yr vs 0.60%/yr for SYZ.
Performance
ISCB vs. SYZ - Performance Comparison
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Returns By Period
In the year-to-date period, ISCB achieves a 11.43% return, which is significantly lower than SYZ's 17.30% return.
ISCB
- 1D
- -0.67%
- 1M
- 2.77%
- YTD
- 11.43%
- 6M
- 11.42%
- 1Y
- 29.48%
- 3Y*
- 16.41%
- 5Y*
- 5.72%
- 10Y*
- 9.30%
SYZ
- 1D
- -1.04%
- 1M
- 2.63%
- YTD
- 17.30%
- 6M
- 17.99%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISCB vs. SYZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ISCB iShares Morningstar Small-Cap ETF | 11.43% | 3.27% |
SYZ Lazard US Systematic Small Cap Equity ETF | 17.30% | 0.89% |
Correlation
The correlation between ISCB 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 16, 2025 | 0.93 |
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Return for Risk
ISCB vs. SYZ — Risk / Return Rank
ISCB
SYZ
ISCB vs. SYZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Small-Cap ETF (ISCB) 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.
| ISCB | SYZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.31 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.15 | — | — |
| Martin ratioReturn relative to average drawdown | 11.26 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ISCB | SYZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 1.60 | -1.22 |
Drawdowns
ISCB vs. SYZ - Drawdown Comparison
The maximum ISCB drawdown since its inception was -61.25%, which is greater than SYZ's maximum drawdown of -8.00%. Use the drawdown chart below to compare losses from any high point for ISCB and SYZ.
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Drawdown Indicators
| ISCB | SYZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.25% | -8.00% | -53.25% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -26.22% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.94% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -44.18% | — | — |
Current DrawdownCurrent decline from peak | -0.67% | -1.04% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -9.80% | -2.09% | -7.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | — | — |
Volatility
ISCB vs. SYZ - Volatility Comparison
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Volatility by Period
| ISCB | SYZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.43% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.51% | 16.65% | -0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.39% | 16.65% | +4.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.68% | 16.65% | +6.03% |
ISCB vs. SYZ - Expense Ratio Comparison
ISCB has a 0.04% expense ratio, which is lower than SYZ's 0.60% expense ratio.
Dividends
ISCB vs. SYZ - Dividend Comparison
ISCB's dividend yield for the trailing twelve months is around 1.27%, more than SYZ's 0.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISCB iShares Morningstar Small-Cap ETF | 1.27% | 1.38% | 1.31% | 1.49% | 1.63% | 1.26% | 1.26% | 1.25% | 1.60% | 1.24% | 1.58% | 1.40% |
SYZ Lazard US Systematic Small Cap Equity ETF | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.93, ISCB 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, ISCB is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISCB is cheaper with a 0.04% expense ratio, compared with 0.60% for SYZ.
ISCB has the higher dividend yield at 1.27%, compared with 0.14% for SYZ.
They also come from different issuers: iShares and Lazard. Their fees differ too: 0.04% for ISCB and 0.60% for SYZ.
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