We consider systems of combinatorial Dyson-Schwinger equations (briefly,
SDSE) X_1=B^+_1(F_1(X_1,...,X_N))...X_N=B^+_N(F_N(X_1,...,X_N)) in the
Connes-Kreimer Hopf algebra H_I of rooted trees decorated by I={1,...,N},where
B^+_i is the operator of grafting on a root decorated by i, and F_1...,F_N are
non-constant formal series.The unique solution X=(X_1,...,X_N) of this equation
generates a graded subalgebra H_S of H_I. We characterize here all the families
of formal series (F_1,...,F_N) such that H_S is a Hopf subalgebra. More
precisely, we define three operations on SDSE (change of variables, dilatation
and extension) and give two families of SDSE (cyclic and fundamental systems),
and prove that any SDSE (S) such that H_S is Hopf is the concatenation of
several fundamental or cyclic systems after the application of a change of
variables, a dilatation and iterated extensions. We also describe the Hopf
algebra H_S as the dual of the enveloping algebra of a Lie algebra g_S of one
of the following types: 1. g_S is a Lie algebra of paths associated to a
certain oriented graph. 2. g_S is an iterated extension of the Fa\`a di Bruno
Lie algebra. 3. g_S is an iterated extension of an abelian Lie algebra.