THMZ vs. SYZ
THMZ (Lazard Equity Megatrends ETF) and SYZ (Lazard US Systematic Small Cap Equity ETF) are both exchange-traded funds - THMZ is a Global Equities fund actively managed by Lazard, while SYZ is a Small Cap Blend Equities fund actively managed by Lazard. Both are actively managed. Their 0.78 correlation means they have sometimes moved together and sometimes differently. THMZ charges 0.50%/yr vs 0.60%/yr for SYZ.
Performance
THMZ vs. SYZ - Performance Comparison
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Returns By Period
In the year-to-date period, THMZ achieves a 4.23% return, which is significantly lower than SYZ's 19.43% return.
THMZ
- 1D
- 0.52%
- 1M
- 0.72%
- 6M
- 5.44%
- YTD
- 4.23%
- 1Y
- 12.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 26.88%
SYZ
- 1D
- -0.11%
- 1M
- -0.58%
- 6M
- 13.47%
- YTD
- 19.43%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $86.72K | $66.19K | $86.38K | |
| $68.51K | $63.53K | $77.15K |
THMZ vs. SYZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
THMZ Lazard Equity Megatrends ETF | 4.23% | 4.70% |
SYZ Lazard US Systematic Small Cap Equity ETF | 19.43% | 0.54% |
Correlation
The correlation between THMZ and SYZ is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 15, 2025 | 0.78 |
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Return for Risk
THMZ vs. SYZ — Risk / Return Rank
THMZ
SYZ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
THMZ vs. SYZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Equity Megatrends ETF (THMZ) and Lazard US Systematic Small Cap Equity ETF (SYZ). 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.
| THMZ | SYZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.12 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | — | — |
| Martin ratioReturn relative to average drawdown | 2.48 | — | — |
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Drawdowns
THMZ vs. SYZ - Drawdown Comparison
The maximum THMZ drawdown since its inception was -15.99%, which is greater than SYZ's maximum drawdown of -8.00%. Use the drawdown chart below to compare losses from any high point for THMZ and SYZ.
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Drawdown Indicators
| THMZ | SYZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.99% | -8.00% | -7.99% |
Max Drawdown (1Y)Largest decline over 1 year | -15.99% | — | — |
Current DrawdownCurrent decline from peak | -0.66% | -2.61% | +1.95% |
Average DrawdownAverage peak-to-trough decline | -2.54% | -2.02% | -0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.51% | — | — |
Volatility
THMZ vs. SYZ - Volatility Comparison
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Volatility by Period
| THMZ | SYZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 14.17% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.05% | 16.45% | +0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.95% | 16.45% | +2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.95% | 16.45% | +2.50% |
THMZ vs. SYZ - Expense Ratio Comparison
THMZ has a 0.50% expense ratio, which is lower than SYZ's 0.60% expense ratio.
Dividends
THMZ vs. SYZ - Dividend Comparison
THMZ's dividend yield for the trailing twelve months is around 0.23%, less than SYZ's 0.24% yield.
| Position | TTM | 2025 |
|---|---|---|
SYZ Lazard US Systematic Small Cap Equity ETF | 0.24% | 0.00% |
THMZ Lazard Equity Megatrends ETF | 0.23% | 0.30% |
Frequently Asked Questions
THMZ and SYZ 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 and SYZ have nearly identical dividend yields, around 0.23%.
THMZ is categorized as Global Equities, while SYZ is Small Cap Blend Equities. Their fees differ too: 0.50% for THMZ and 0.60% for SYZ.
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