SYSB vs. GTO
Compare and contrast key facts about iShares Systematic Bond ETF (SYSB) and Invesco Total Return Bond ETF (GTO).
SYSB and GTO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SYSB is a passively managed fund by iShares that tracks the performance of the BlackRock Universal Systematic Bond Index. It was launched on Feb 24, 2015. GTO is an actively managed fund by Invesco. It was launched on Feb 10, 2016.
Performance
SYSB vs. GTO - Performance Comparison
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SYSB vs. GTO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYSB iShares Systematic Bond ETF | -0.11% | 8.32% | 6.04% | 8.22% | -13.57% | -1.00% | 3.31% | 10.03% | -0.93% | 3.89% |
GTO Invesco Total Return Bond ETF | -0.10% | 7.17% | 2.63% | 5.95% | -14.77% | -0.38% | 10.86% | 11.65% | -0.26% | 7.41% |
Returns By Period
In the year-to-date period, SYSB achieves a -0.11% return, which is significantly lower than GTO's -0.10% return. Over the past 10 years, SYSB has underperformed GTO with an annualized return of 2.49%, while GTO has yielded a comparatively higher 3.02% annualized return.
SYSB
- 1D
- 0.44%
- 1M
- -1.96%
- YTD
- -0.11%
- 6M
- 0.96%
- 1Y
- 6.43%
- 3Y*
- 6.53%
- 5Y*
- 1.67%
- 10Y*
- 2.49%
GTO
- 1D
- 0.30%
- 1M
- -1.96%
- YTD
- -0.10%
- 6M
- 0.92%
- 1Y
- 4.65%
- 3Y*
- 4.30%
- 5Y*
- 0.16%
- 10Y*
- 3.02%
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SYSB vs. GTO - Expense Ratio Comparison
SYSB has a 0.25% expense ratio, which is lower than GTO's 0.35% expense ratio.
Return for Risk
SYSB vs. GTO — Risk / Return Rank
SYSB
GTO
SYSB vs. GTO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Systematic Bond ETF (SYSB) and Invesco Total Return Bond ETF (GTO). 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 | GTO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 1.16 | +0.51 |
Sortino ratioReturn per unit of downside risk | 2.40 | 1.58 | +0.82 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.21 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.25 | 1.68 | +0.57 |
Martin ratioReturn relative to average drawdown | 9.19 | 5.09 | +4.10 |
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
| SYSB | GTO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 1.16 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.03 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.54 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.51 | -0.01 |
Correlation
The correlation between SYSB and GTO is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SYSB vs. GTO - Dividend Comparison
SYSB's dividend yield for the trailing twelve months is around 4.70%, less than GTO's 4.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SYSB iShares Systematic Bond ETF | 4.70% | 4.78% | 5.04% | 4.44% | 3.27% | 1.92% | 2.57% | 3.27% | 3.61% | 2.74% | 2.92% | 2.26% |
GTO Invesco Total Return Bond ETF | 4.78% | 4.70% | 4.42% | 4.05% | 3.47% | 1.93% | 4.04% | 2.97% | 5.25% | 2.81% | 2.57% | 0.00% |
Drawdowns
SYSB vs. GTO - Drawdown Comparison
The maximum SYSB drawdown since its inception was -18.47%, smaller than the maximum GTO drawdown of -20.61%. Use the drawdown chart below to compare losses from any high point for SYSB and GTO.
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Drawdown Indicators
| SYSB | GTO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.47% | -20.61% | +2.14% |
Max Drawdown (1Y)Largest decline over 1 year | -2.84% | -2.94% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -18.47% | -20.61% | +2.14% |
Max Drawdown (10Y)Largest decline over 10 years | -18.47% | -20.61% | +2.14% |
Current DrawdownCurrent decline from peak | -1.96% | -2.39% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -3.30% | -4.85% | +1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 0.97% | -0.28% |
Volatility
SYSB vs. GTO - Volatility Comparison
iShares Systematic Bond ETF (SYSB) has a higher volatility of 1.91% compared to Invesco Total Return Bond ETF (GTO) at 1.58%. This indicates that SYSB's price experiences larger fluctuations and is considered to be riskier than GTO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SYSB | GTO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.91% | 1.58% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 2.96% | 2.32% | +0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.87% | 4.04% | -0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.59% | 5.69% | -0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.93% | 5.57% | -0.64% |