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SYSB vs. BNDP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYSB vs. BNDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Systematic Bond ETF (SYSB) and Vanguard Core-Plus Bond Index ETF (BNDP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SYSB achieves a 0.24% return, which is significantly lower than BNDP's 0.59% return.


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%

BNDP

1D
0.26%
1M
0.51%
YTD
0.59%
6M
0.69%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYSB vs. BNDP - Yearly Performance Comparison


2026 (YTD)2025
SYSB
iShares Systematic Bond ETF
0.24%0.09%
BNDP
Vanguard Core-Plus Bond Index ETF
0.59%0.10%

Correlation

The correlation between SYSB and BNDP 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 Dec 5, 2025

0.93

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Return for Risk

SYSB vs. BNDP — Risk / Return Rank

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

SYSB
SYSB Risk / Return Rank: 3939
Overall Rank
SYSB Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SYSB Sortino Ratio Rank: 4141
Sortino Ratio Rank
SYSB Omega Ratio Rank: 4040
Omega Ratio Rank
SYSB Calmar Ratio Rank: 3737
Calmar Ratio Rank
SYSB Martin Ratio Rank: 3636
Martin Ratio Rank

BNDP
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.

SYSB vs. BNDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Systematic Bond ETF (SYSB) and Vanguard Core-Plus Bond Index ETF (BNDP). 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.


SYSBBNDPDifference
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

SYSB vs. BNDP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SYSBBNDPDifference

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

0.39

+0.11

Drawdowns

SYSB vs. BNDP - Drawdown Comparison

The maximum SYSB drawdown since its inception was -18.47%, which is greater than BNDP's maximum drawdown of -2.60%. Use the drawdown chart below to compare losses from any high point for SYSB and BNDP.


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Drawdown Indicators


SYSBBNDPDifference

Max Drawdown

Largest peak-to-trough decline

-18.47%

-2.60%

-15.87%

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 Drawdown

Current decline from peak

-1.61%

-1.05%

-0.56%

Average Drawdown

Average peak-to-trough decline

-3.27%

-0.86%

-2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

Volatility

SYSB vs. BNDP - Volatility Comparison


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Volatility by Period


SYSBBNDPDifference

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%

3.64%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.63%

3.64%

+1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.95%

3.64%

+1.31%

SYSB vs. BNDP - Expense Ratio Comparison

SYSB has a 0.25% expense ratio, which is higher than BNDP's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SYSB vs. BNDP - Dividend Comparison

SYSB's dividend yield for the trailing twelve months is around 4.61%, more than BNDP's 2.07% yield.


PositionTTM20252024202320222021202020192018201720162015
BNDP
Vanguard Core-Plus Bond Index ETF
2.07%0.24%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 0.93, SYSB and BNDP 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, BNDP is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BNDP is cheaper with a 0.05% expense ratio, compared with 0.25% for SYSB.

SYSB has the higher dividend yield at 4.61%, compared with 2.07% for BNDP.

SYSB tracks BlackRock Universal Systematic Bond Index, while BNDP tracks Bloomberg U.S. Universal Float Adjusted Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for SYSB and 0.05% for BNDP.

Portfolio Optimizer

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