SYSB vs. SOXX
SYSB (iShares Systematic Bond ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - SYSB is a Intermediate Core-Plus Bond fund tracking the BlackRock Universal Systematic Bond Index, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. Both are passively managed. Over the past 10 years, SYSB returned 2.31%/yr vs 35.54%/yr for SOXX. At a 0.18 correlation, their price movements are largely independent. SYSB charges 0.25%/yr vs 0.34%/yr for SOXX.
Performance
SYSB vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, SYSB achieves a 0.24% return, which is significantly lower than SOXX's 100.26% return. Over the past 10 years, SYSB has underperformed SOXX with an annualized return of 2.31%, while SOXX has yielded a comparatively higher 35.54% annualized 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%
SOXX
- 1D
- -2.10%
- 1M
- 24.86%
- YTD
- 100.26%
- 6M
- 97.20%
- 1Y
- 179.78%
- 3Y*
- 57.09%
- 5Y*
- 33.93%
- 10Y*
- 35.54%
SYSB vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYSB iShares Systematic Bond ETF | 0.24% | 8.32% | 6.04% | 8.22% | -13.57% | -1.00% | 3.31% | 10.03% | -0.93% | 3.89% |
SOXX iShares Semiconductor ETF | 100.26% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between SYSB and SOXX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2015 | 0.18 |
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Return for Risk
SYSB vs. SOXX — Risk / Return Rank
SYSB
SOXX
SYSB vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Systematic Bond ETF (SYSB) and iShares Semiconductor ETF (SOXX). 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 | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.87 | ||
| Sortino ratioReturn per unit of downside risk | -3.13 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.71 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 11.48 | -9.67 |
| Martin ratioReturn relative to average drawdown | 5.50 | 43.90 | -38.40 |
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 | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 5.29 | -3.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.94 | -0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 1.07 | -0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.44 | +0.06 |
Drawdowns
SYSB vs. SOXX - Drawdown Comparison
The maximum SYSB drawdown since its inception was -18.47%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for SYSB and SOXX.
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Drawdown Indicators
| SYSB | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.47% | -70.21% | +51.74% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -15.77% | +12.78% |
Max Drawdown (3Y)Largest decline over 3 years | -3.08% | -41.36% | +38.28% |
Max Drawdown (5Y)Largest decline over 5 years | -18.47% | -45.75% | +27.28% |
Max Drawdown (10Y)Largest decline over 10 years | -18.47% | -45.75% | +27.28% |
Current DrawdownCurrent decline from peak | -1.61% | -2.10% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -3.27% | -19.97% | +16.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 4.11% | -3.13% |
Volatility
SYSB vs. SOXX - Volatility Comparison
The current volatility for iShares Systematic Bond ETF (SYSB) is 1.40%, while iShares Semiconductor ETF (SOXX) has a volatility of 14.08%. This indicates that SYSB experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SYSB | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | 14.08% | -12.68% |
Volatility (6M)Calculated over the trailing 6-month period | 3.11% | 27.45% | -24.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.80% | 34.20% | -30.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.63% | 36.11% | -30.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.95% | 33.43% | -28.48% |
SYSB vs. SOXX - Expense Ratio Comparison
SYSB has a 0.25% expense ratio, which is lower than SOXX's 0.34% expense ratio.
Dividends
SYSB vs. SOXX - Dividend Comparison
SYSB's dividend yield for the trailing twelve months is around 4.61%, more than SOXX's 0.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOXX iShares Semiconductor ETF | 0.28% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
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
SYSB and SOXX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (14.08%) compared to SYSB (1.40%). In terms of maximum drawdown, SYSB dropped -18.47% vs SOXX's -70.21%.
On 10-year performance, SOXX leads with 35.54% vs 2.31% for SYSB. On fees, SYSB is cheaper at 0.25% per year. On volatility, SYSB has been the lower-risk option at 1.40%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SOXX has performed better with a 35.54% return vs 2.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SYSB is cheaper with a 0.25% expense ratio, compared with 0.34% for SOXX.
SYSB has the higher dividend yield at 4.61%, compared with 0.28% for SOXX.
SYSB is categorized as Intermediate Core-Plus Bond, while SOXX is Semiconductors. SYSB tracks BlackRock Universal Systematic Bond Index, while SOXX tracks NYSE Semiconductor Index. Their fees differ too: 0.25% for SYSB and 0.34% for SOXX.
SOXX currently has the higher Sharpe Ratio (5.29 vs 1.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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