See what your fund actually adds
Lazard US Systematic Small Cap Equity ETF SYZ
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SYZ | Replication |
|---|---|---|
| Annualized growth | 6.6% | 4.7% |
| Annualized volatility | 18.8% | 19.7% |
| Sharpe ratio | 0.43 | 0.33 |
| Maximum drawdown | 24.9% | 28.4% |
| Replication fit (R²) | 0.96 · Tracking error 3.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model SYZ’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJR | US Small Cap | 62.9% |
| VBK | Small-Cap · Growth | 14.5% |
| IWC | Micro Cap | 10.7% |
| VOT | Mid-Cap · Growth | 7.0% |
| SPHQ | Factor · Quality | 4.9% |