SYZ vs. COMT
SYZ (Lazard US Systematic Small Cap Equity ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - SYZ is a Small Cap Blend Equities fund actively managed by Lazard, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. SYZ is actively managed, while COMT is passively managed. Their -0.20 correlation means they have often moved in opposite directions in the past. SYZ charges 0.60%/yr vs 0.48%/yr for COMT.
Performance
SYZ vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, SYZ achieves a 19.43% return, which is significantly lower than COMT's 31.11% return.
SYZ
- 1D
- -0.11%
- 1M
- -0.58%
- 6M
- 13.47%
- YTD
- 19.43%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
COMT
- 1D
- -0.06%
- 1M
- 8.11%
- 6M
- 19.02%
- YTD
- 31.11%
- 1Y
- 33.76%
- 3Y*
- 10.95%
- 5Y*
- 11.49%
- 10Y*
- 9.00%
- ALL TIME*
- 3.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.08M | $10.46M | $14.41M | |
| $86.72K | $66.19K | $86.38K |
SYZ vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SYZ Lazard US Systematic Small Cap Equity ETF | 19.43% | 0.54% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 31.11% | 0.80% |
Correlation
The correlation between SYZ and COMT is -0.20, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 15, 2025 | -0.20 |
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Return for Risk
SYZ vs. COMT — Risk / Return Rank
SYZ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
COMT
SYZ vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard US Systematic Small Cap Equity ETF (SYZ) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SYZ | COMT | 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 | — | 1.82 | — |
| Martin ratioReturn relative to average drawdown | — | 5.69 | — |
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Drawdowns
SYZ vs. COMT - Drawdown Comparison
The maximum SYZ drawdown since its inception was -8.00%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for SYZ and COMT.
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Drawdown Indicators
| SYZ | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.00% | -51.89% | +43.89% |
Max Drawdown (1Y)Largest decline over 1 year | — | -17.57% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.57% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -2.61% | -10.65% | +8.04% |
Average DrawdownAverage peak-to-trough decline | -2.02% | -23.90% | +21.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.63% | — |
Volatility
SYZ vs. COMT - Volatility Comparison
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Volatility by Period
| SYZ | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.08% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 19.62% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.45% | 21.67% | -5.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.45% | 21.10% | -4.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.45% | 18.86% | -2.41% |
SYZ vs. COMT - Expense Ratio Comparison
SYZ has a 0.60% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
SYZ vs. COMT - Dividend Comparison
SYZ's dividend yield for the trailing twelve months is around 0.24%, less than COMT's 5.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.90% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
SYZ Lazard US Systematic Small Cap Equity ETF | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SYZ and COMT have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, COMT is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.
COMT is cheaper with a 0.48% expense ratio, compared with 0.60% for SYZ.
COMT has the higher dividend yield at 5.90%, compared with 0.24% for SYZ.
SYZ is categorized as Small Cap Blend Equities, while COMT is Commodities. They also come from different issuers: Lazard and iShares. Their fees differ too: 0.60% for SYZ and 0.48% for COMT.
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