SYSB vs. SOXX
Compare and contrast key facts about iShares Systematic Bond ETF (SYSB) and iShares Semiconductor ETF (SOXX).
SYSB and SOXX 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. SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001. Both SYSB and SOXX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SYSB vs. SOXX - Performance Comparison
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SYSB vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYSB iShares Systematic Bond ETF | -0.06% | 8.32% | 6.04% | 8.22% | -13.57% | -1.00% | 3.31% | 10.03% | -0.93% | 3.89% |
SOXX iShares Semiconductor ETF | 12.48% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Returns By Period
In the year-to-date period, SYSB achieves a -0.06% return, which is significantly lower than SOXX's 12.48% return. Over the past 10 years, SYSB has underperformed SOXX with an annualized return of 2.49%, while SOXX has yielded a comparatively higher 28.39% annualized return.
SYSB
- 1D
- 0.05%
- 1M
- -1.47%
- YTD
- -0.06%
- 6M
- 0.79%
- 1Y
- 6.41%
- 3Y*
- 6.55%
- 5Y*
- 1.68%
- 10Y*
- 2.49%
SOXX
- 1D
- 3.01%
- 1M
- -3.78%
- YTD
- 12.48%
- 6M
- 22.76%
- 1Y
- 80.97%
- 3Y*
- 32.61%
- 5Y*
- 19.19%
- 10Y*
- 28.39%
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SYSB vs. SOXX - Expense Ratio Comparison
SYSB has a 0.25% expense ratio, which is lower than SOXX's 0.34% expense ratio.
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 | 1.66 | 2.03 | -0.37 |
Sortino ratioReturn per unit of downside risk | 2.39 | 2.63 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.38 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.28 | 4.44 | -2.15 |
Martin ratioReturn relative to average drawdown | 9.21 | 16.46 | -7.25 |
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 | 1.66 | 2.03 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.54 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.86 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.37 | +0.14 |
Correlation
The correlation between SYSB and SOXX is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SYSB vs. SOXX - Dividend Comparison
SYSB's dividend yield for the trailing twelve months is around 4.65%, more than SOXX's 0.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SYSB iShares Systematic Bond ETF | 4.65% | 4.78% | 5.04% | 4.44% | 3.27% | 1.92% | 2.57% | 3.27% | 3.61% | 2.74% | 2.92% | 2.26% |
SOXX iShares Semiconductor ETF | 0.49% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
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 | -2.84% | -18.27% | +15.43% |
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 | -1.91% | -7.95% | +6.04% |
Average DrawdownAverage peak-to-trough decline | -3.30% | -20.10% | +16.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 4.92% | -4.22% |
Volatility
SYSB vs. SOXX - Volatility Comparison
The current volatility for iShares Systematic Bond ETF (SYSB) is 1.91%, while iShares Semiconductor ETF (SOXX) has a volatility of 12.83%. 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 | 1.91% | 12.83% | -10.92% |
Volatility (6M)Calculated over the trailing 6-month period | 2.96% | 26.41% | -23.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.87% | 40.12% | -36.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.59% | 35.48% | -29.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.93% | 32.98% | -28.05% |