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REGL vs. SYZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REGL vs. SYZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) 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, REGL achieves a 3.98% return, which is significantly lower than SYZ's 17.30% return.


REGL

1D
-0.58%
1M
-2.06%
YTD
3.98%
6M
4.90%
1Y
9.25%
3Y*
10.42%
5Y*
5.92%
10Y*
9.12%

SYZ

1D
-1.04%
1M
2.63%
YTD
17.30%
6M
17.99%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

REGL vs. SYZ - Yearly Performance Comparison


Correlation

The correlation between REGL and SYZ is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 16, 2025

0.68

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Return for Risk

REGL vs. SYZ — Risk / Return Rank

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

REGL
REGL Risk / Return Rank: 2121
Overall Rank
REGL Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
REGL Sortino Ratio Rank: 2121
Sortino Ratio Rank
REGL Omega Ratio Rank: 1919
Omega Ratio Rank
REGL Calmar Ratio Rank: 2121
Calmar Ratio Rank
REGL Martin Ratio Rank: 2323
Martin Ratio Rank

SYZ
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.

REGL vs. SYZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) 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.


REGLSYZDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.13

Calmar ratioReturn relative to maximum drawdown

0.96

Martin ratioReturn relative to average drawdown

3.07

REGL vs. SYZ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


REGLSYZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

1.60

-1.08

Drawdowns

REGL vs. SYZ - Drawdown Comparison

The maximum REGL drawdown since its inception was -36.37%, which is greater than SYZ's maximum drawdown of -8.00%. Use the drawdown chart below to compare losses from any high point for REGL and SYZ.


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Drawdown Indicators


REGLSYZDifference

Max Drawdown

Largest peak-to-trough decline

-36.37%

-8.00%

-28.37%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

Max Drawdown (3Y)

Largest decline over 3 years

-16.96%

Max Drawdown (5Y)

Largest decline over 5 years

-16.96%

Max Drawdown (10Y)

Largest decline over 10 years

-36.37%

Current Drawdown

Current decline from peak

-5.82%

-1.04%

-4.78%

Average Drawdown

Average peak-to-trough decline

-4.08%

-2.09%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

Volatility

REGL vs. SYZ - Volatility Comparison


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Volatility by Period


REGLSYZDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

Volatility (6M)

Calculated over the trailing 6-month period

9.23%

Volatility (1Y)

Calculated over the trailing 1-year period

13.22%

16.65%

-3.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.11%

16.65%

-0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

16.65%

+1.68%

REGL vs. SYZ - Expense Ratio Comparison

REGL has a 0.40% expense ratio, which is lower than SYZ's 0.60% expense ratio.


Dividends

REGL vs. SYZ - Dividend Comparison

REGL's dividend yield for the trailing twelve months is around 2.24%, more than SYZ's 0.14% yield.


PositionTTM20252024202320222021202020192018201720162015
REGL
ProShares S&P MidCap 400 Dividend Aristocrats ETF
2.24%2.32%2.28%2.40%2.32%2.50%2.41%1.96%2.09%1.63%1.20%1.66%
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


REGL and SYZ have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, REGL is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

REGL is cheaper with a 0.40% expense ratio, compared with 0.60% for SYZ.

REGL has the higher dividend yield at 2.24%, compared with 0.14% for SYZ.

REGL is categorized as Mid Cap Value Equities, while SYZ is Small Cap Blend Equities. They also come from different issuers: ProShares and Lazard. Their fees differ too: 0.40% for REGL and 0.60% for SYZ.

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