SYSB vs. BCPL
SYSB (iShares Systematic Bond ETF) and BCPL (BNY Mellon Core Plus ETF) are both Intermediate Core-Plus Bond funds. SYSB is passively managed, while BCPL is actively managed. Their correlation of 0.90 suggests significant overlap in exposure. SYSB charges 0.25%/yr vs 0.40%/yr for BCPL.
Performance
SYSB vs. BCPL - Performance Comparison
Loading charts...
Returns By Period
SYSB
- 1D
- 0.18%
- 1M
- 0.20%
- YTD
- 0.24%
- 6M
- 0.32%
- 1Y
- 5.37%
- 3Y*
- 6.74%
- 5Y*
- 1.57%
- 10Y*
- 2.31%
BCPL
- 1D
- 0.12%
- 1M
- 0.34%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SYSB vs. BCPL - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SYSB iShares Systematic Bond ETF | -0.01% |
BCPL BNY Mellon Core Plus ETF | 0.67% |
Correlation
The correlation between SYSB and BCPL is 0.90, 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 13, 2026 | 0.90 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SYSB vs. BCPL — Risk / Return Rank
SYSB
BCPL
SYSB vs. BCPL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Systematic Bond ETF (SYSB) and BNY Mellon Core Plus ETF (BCPL). 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.
| SYSB | BCPL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.26 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | — | — |
| Martin ratioReturn relative to average drawdown | 5.50 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SYSB | BCPL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.43 | +0.07 |
Drawdowns
SYSB vs. BCPL - Drawdown Comparison
The maximum SYSB drawdown since its inception was -18.47%, which is greater than BCPL's maximum drawdown of -2.95%. Use the drawdown chart below to compare losses from any high point for SYSB and BCPL.
Loading charts...
Drawdown Indicators
| SYSB | BCPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.47% | -2.95% | -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 | -1.61% | -1.00% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -3.27% | -1.05% | -2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | — | — |
Volatility
SYSB vs. BCPL - Volatility Comparison
Loading charts...
Volatility by Period
| SYSB | BCPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 3.11% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.80% | 4.02% | -0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.63% | 4.02% | +1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.95% | 4.02% | +0.93% |
SYSB vs. BCPL - Expense Ratio Comparison
SYSB has a 0.25% expense ratio, which is lower than BCPL's 0.40% expense ratio.
Dividends
SYSB vs. BCPL - Dividend Comparison
SYSB's dividend yield for the trailing twelve months is around 4.61%, more than BCPL's 1.56% 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 | 4.61% | 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 0.90, SYSB and BCPL 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 4.61%, compared with 1.56% for BCPL.
They also come from different issuers: iShares and BNY Mellon. Their fees differ too: 0.25% for SYSB and 0.40% for BCPL.
Find the right allocation for SYSB and BCPL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer