SYZ vs. THMZ
SYZ (Lazard US Systematic Small Cap Equity ETF) and THMZ (Lazard Equity Megatrends ETF) are both exchange-traded funds - SYZ is a Small Cap Blend Equities fund actively managed by Lazard, while THMZ is a Global Equities fund actively managed by Lazard. Both are actively managed. A 0.78 correlation means they provide meaningful diversification when combined. SYZ charges 0.60%/yr vs 0.50%/yr for THMZ.
Performance
SYZ vs. THMZ - Performance Comparison
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Returns By Period
In the year-to-date period, SYZ achieves a 17.30% return, which is significantly higher than THMZ's 3.26% return.
SYZ
- 1D
- -1.04%
- 1M
- 2.63%
- YTD
- 17.30%
- 6M
- 17.99%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
THMZ
- 1D
- -0.68%
- 1M
- 4.63%
- YTD
- 3.26%
- 6M
- 3.17%
- 1Y
- 15.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SYZ vs. THMZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SYZ Lazard US Systematic Small Cap Equity ETF | 17.30% | 0.89% |
THMZ Lazard Equity Megatrends ETF | 3.26% | 4.31% |
Correlation
The correlation between SYZ and THMZ is 0.78, 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 | 0.78 |
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Return for Risk
SYZ vs. THMZ — Risk / Return Rank
SYZ
THMZ
SYZ vs. THMZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard US Systematic Small Cap Equity ETF (SYZ) and Lazard Equity Megatrends ETF (THMZ). 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.
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Sharpe Ratios by Period
| SYZ | THMZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.97 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.60 | 1.64 | -0.04 |
Drawdowns
SYZ vs. THMZ - Drawdown Comparison
The maximum SYZ drawdown since its inception was -8.00%, smaller than the maximum THMZ drawdown of -15.99%. Use the drawdown chart below to compare losses from any high point for SYZ and THMZ.
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Drawdown Indicators
| SYZ | THMZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.00% | -15.99% | +7.99% |
Max Drawdown (1Y)Largest decline over 1 year | — | -15.99% | — |
Current DrawdownCurrent decline from peak | -1.04% | -0.68% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -2.09% | -2.60% | +0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.43% | — |
Volatility
SYZ vs. THMZ - Volatility Comparison
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Volatility by Period
| SYZ | THMZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.23% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.53% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.65% | 15.58% | +1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 18.72% | -2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.65% | 18.72% | -2.07% |
SYZ vs. THMZ - Expense Ratio Comparison
SYZ has a 0.60% expense ratio, which is higher than THMZ's 0.50% expense ratio.
Dividends
SYZ vs. THMZ - Dividend Comparison
SYZ's dividend yield for the trailing twelve months is around 0.14%, less than THMZ's 0.41% yield.
| Position | TTM | 2025 |
|---|---|---|
SYZ Lazard US Systematic Small Cap Equity ETF | 0.14% | 0.00% |
THMZ Lazard Equity Megatrends ETF | 0.41% | 0.30% |
Frequently Asked Questions
SYZ and THMZ have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, THMZ is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
THMZ is cheaper with a 0.50% expense ratio, compared with 0.60% for SYZ.
THMZ has the higher dividend yield at 0.41%, compared with 0.14% for SYZ.
SYZ is categorized as Small Cap Blend Equities, while THMZ is Global Equities. Their fees differ too: 0.60% for SYZ and 0.50% for THMZ.
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