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SYZ vs. SMDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SYZ vs. SMDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard US Systematic Small Cap Equity ETF (SYZ) and ProShares Russell 2000 Dividend Growers ETF (SMDV). 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 SMDV's 8.80% return.


SYZ

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

SMDV

1D
-1.58%
1M
-0.39%
YTD
8.80%
6M
7.57%
1Y
13.74%
3Y*
9.13%
5Y*
3.88%
10Y*
7.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYZ vs. SMDV - Yearly Performance Comparison


Correlation

The correlation between SYZ and SMDV is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 16, 2025

0.72

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Return for Risk

SYZ vs. SMDV — Risk / Return Rank

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

SYZ

SMDV
SMDV Risk / Return Rank: 2626
Overall Rank
SMDV Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SMDV Sortino Ratio Rank: 2626
Sortino Ratio Rank
SMDV Omega Ratio Rank: 2424
Omega Ratio Rank
SMDV Calmar Ratio Rank: 2929
Calmar Ratio Rank
SMDV Martin Ratio Rank: 2929
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. SMDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard US Systematic Small Cap Equity ETF (SYZ) and ProShares Russell 2000 Dividend Growers ETF (SMDV). 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. SMDV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SYZSMDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

1.60

0.38

+1.22

Drawdowns

SYZ vs. SMDV - Drawdown Comparison

The maximum SYZ drawdown since its inception was -8.00%, smaller than the maximum SMDV drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for SYZ and SMDV.


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Drawdown Indicators


SYZSMDVDifference

Max Drawdown

Largest peak-to-trough decline

-8.00%

-34.12%

+26.12%

Max Drawdown (1Y)

Largest decline over 1 year

-9.79%

Max Drawdown (3Y)

Largest decline over 3 years

-21.23%

Max Drawdown (5Y)

Largest decline over 5 years

-21.23%

Max Drawdown (10Y)

Largest decline over 10 years

-34.12%

Current Drawdown

Current decline from peak

-1.04%

-2.76%

+1.72%

Average Drawdown

Average peak-to-trough decline

-2.09%

-5.93%

+3.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

Volatility

SYZ vs. SMDV - Volatility Comparison


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Volatility by Period


SYZSMDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

Volatility (6M)

Calculated over the trailing 6-month period

10.55%

Volatility (1Y)

Calculated over the trailing 1-year period

16.65%

15.85%

+0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.65%

18.69%

-2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.65%

20.73%

-4.08%

SYZ vs. SMDV - Expense Ratio Comparison

SYZ has a 0.60% expense ratio, which is higher than SMDV's 0.40% expense ratio.


Dividends

SYZ vs. SMDV - Dividend Comparison

SYZ's dividend yield for the trailing twelve months is around 0.14%, less than SMDV's 2.42% yield.


PositionTTM20252024202320222021202020192018201720162015
SMDV
ProShares Russell 2000 Dividend Growers ETF
2.42%2.67%2.68%2.69%2.51%2.02%2.13%2.03%1.97%1.84%1.35%1.81%
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


SYZ and SMDV have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SMDV is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SMDV is cheaper with a 0.40% expense ratio, compared with 0.60% for SYZ.

SMDV has the higher dividend yield at 2.42%, compared with 0.14% for SYZ.

They also come from different issuers: Lazard and ProShares. Their fees differ too: 0.60% for SYZ and 0.40% for SMDV.

Portfolio Optimizer

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