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SYZ vs. ISCB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYZ vs. ISCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard US Systematic Small Cap Equity ETF (SYZ) and iShares Morningstar Small-Cap ETF (ISCB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SYZ achieves a 17.30% return, which is significantly higher than ISCB's 11.43% return.


SYZ

1D
-1.04%
1M
2.63%
YTD
17.30%
6M
17.99%
1Y
3Y*
5Y*
10Y*

ISCB

1D
-0.67%
1M
2.77%
YTD
11.43%
6M
11.42%
1Y
29.48%
3Y*
16.41%
5Y*
5.72%
10Y*
9.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYZ vs. ISCB - Yearly Performance Comparison


Correlation

The correlation between SYZ and ISCB 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 Sep 16, 2025

0.93

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Return for Risk

SYZ vs. ISCB — Risk / Return Rank

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

SYZ

ISCB
ISCB Risk / Return Rank: 5656
Overall Rank
ISCB Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
ISCB Sortino Ratio Rank: 5353
Sortino Ratio Rank
ISCB Omega Ratio Rank: 4949
Omega Ratio Rank
ISCB Calmar Ratio Rank: 6363
Calmar Ratio Rank
ISCB Martin Ratio Rank: 6262
Martin Ratio Rank
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.

SYZ vs. ISCB - 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 Morningstar Small-Cap ETF (ISCB). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SYZ vs. ISCB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SYZISCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

1.60

0.38

+1.22

Drawdowns

SYZ vs. ISCB - Drawdown Comparison

The maximum SYZ drawdown since its inception was -8.00%, smaller than the maximum ISCB drawdown of -61.25%. Use the drawdown chart below to compare losses from any high point for SYZ and ISCB.


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Drawdown Indicators


SYZISCBDifference

Max Drawdown

Largest peak-to-trough decline

-8.00%

-61.25%

+53.25%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

Max Drawdown (3Y)

Largest decline over 3 years

-26.22%

Max Drawdown (5Y)

Largest decline over 5 years

-29.94%

Max Drawdown (10Y)

Largest decline over 10 years

-44.18%

Current Drawdown

Current decline from peak

-1.04%

-0.67%

-0.37%

Average Drawdown

Average peak-to-trough decline

-2.09%

-9.80%

+7.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

Volatility

SYZ vs. ISCB - Volatility Comparison


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Volatility by Period


SYZISCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

Volatility (6M)

Calculated over the trailing 6-month period

11.43%

Volatility (1Y)

Calculated over the trailing 1-year period

16.65%

16.51%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.65%

21.39%

-4.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.65%

22.68%

-6.03%

SYZ vs. ISCB - Expense Ratio Comparison

SYZ has a 0.60% expense ratio, which is higher than ISCB's 0.04% expense ratio.


Dividends

SYZ vs. ISCB - Dividend Comparison

SYZ's dividend yield for the trailing twelve months is around 0.14%, less than ISCB's 1.27% yield.


PositionTTM20252024202320222021202020192018201720162015
ISCB
iShares Morningstar Small-Cap ETF
1.27%1.38%1.31%1.49%1.63%1.26%1.26%1.25%1.60%1.24%1.58%1.40%
SYZ
Lazard US Systematic Small Cap Equity ETF
0.14%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


With a correlation of 0.93, SYZ and ISCB 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, ISCB is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISCB is cheaper with a 0.04% expense ratio, compared with 0.60% for SYZ.

ISCB has the higher dividend yield at 1.27%, compared with 0.14% for SYZ.

They also come from different issuers: Lazard and iShares. Their fees differ too: 0.60% for SYZ and 0.04% for ISCB.

Portfolio Optimizer

Find the right allocation for SYZ and ISCB

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