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Siren DIVCON Dividend Defender ETF (DFND)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US75605A5048

CUSIP

829658400

Inception Date

Jan 14, 2016

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Siren DIVCON Dividend Defender Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

DFND has a high expense ratio of 1.50%, indicating above-average management fees.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

Siren DIVCON Dividend Defender ETF (DFND) returned 7.67% year-to-date (YTD) and 7.39% over the past 12 months.


DFND

YTD

7.67%

1M

4.56%

6M

-2.46%

1Y

7.39%

5Y*

5.89%

10Y*

N/A

^GSPC (Benchmark)

YTD

1.30%

1M

12.94%

6M

1.49%

1Y

12.48%

5Y*

15.82%

10Y*

10.87%

*Annualized

Monthly Returns

The table below presents the monthly returns of DFND, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.07%2.40%-3.13%2.03%2.23%7.67%
20243.02%6.59%2.61%-4.59%-0.41%-0.33%2.95%-6.20%14.01%-3.17%2.37%-6.87%8.47%
20232.73%0.98%1.21%-1.16%1.69%4.77%1.73%0.90%-2.17%-0.89%5.88%-3.75%12.12%
2022-8.88%-2.96%-1.13%-3.59%-2.96%-2.61%6.07%-4.19%-2.34%1.35%5.43%-4.80%-19.59%
2021-1.71%-2.82%2.65%3.66%-1.26%2.59%4.39%2.51%-5.66%6.06%2.73%1.36%14.80%
20201.72%-1.65%-1.31%5.13%4.79%-0.33%3.24%3.27%-0.59%-3.18%4.25%0.13%16.12%
20193.58%3.19%-0.15%3.77%-2.93%3.38%2.14%-0.47%1.26%1.40%2.48%0.54%19.53%
20183.30%-0.92%-2.07%-1.57%1.03%0.57%1.47%1.77%1.14%-3.41%0.72%-3.62%-1.83%
20171.57%1.56%0.70%1.64%-0.16%2.18%-0.00%0.17%0.95%2.39%4.01%0.28%16.33%
20160.61%-1.76%0.98%-3.17%1.57%-3.31%1.07%2.11%-2.06%-1.15%4.05%0.21%-1.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DFND is 41, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DFND is 4141
Overall Rank
The Sharpe Ratio Rank of DFND is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of DFND is 3434
Sortino Ratio Rank
The Omega Ratio Rank of DFND is 3333
Omega Ratio Rank
The Calmar Ratio Rank of DFND is 6262
Calmar Ratio Rank
The Martin Ratio Rank of DFND is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Siren DIVCON Dividend Defender ETF (DFND) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Siren DIVCON Dividend Defender ETF Sharpe ratios as of May 16, 2025 (values are recalculated daily):

  • 1-Year: 0.22
  • 5-Year: 0.27
  • All Time: 0.41

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Siren DIVCON Dividend Defender ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Siren DIVCON Dividend Defender ETF provided a 1.18% dividend yield over the last twelve months, with an annual payout of $0.50 per share.


0.00%0.50%1.00%1.50%2.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.7020172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017
Dividend$0.50$0.65$0.68$0.10$0.00$0.00$0.24$0.14$0.01

Dividend yield

1.18%1.65%1.84%0.29%0.00%0.00%0.77%0.53%0.03%

Monthly Dividends

The table displays the monthly dividend distributions for Siren DIVCON Dividend Defender ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.21$0.00$0.00$0.21
2024$0.00$0.00$0.36$0.00$0.00$0.14$0.00$0.00$0.15$0.00$0.00$0.00$0.65
2023$0.00$0.00$0.30$0.00$0.00$0.18$0.00$0.00$0.21$0.00$0.00$0.00$0.68
2022$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.09$0.00$0.00$0.00$0.10
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.05$0.00$0.00$0.08$0.00$0.00$0.05$0.00$0.00$0.07$0.24
2018$0.00$0.00$0.01$0.00$0.00$0.03$0.00$0.00$0.02$0.00$0.00$0.08$0.14
2017$0.01$0.01

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Siren DIVCON Dividend Defender ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Siren DIVCON Dividend Defender ETF was 22.65%, occurring on Aug 5, 2022. Recovery took 392 trading sessions.

The current Siren DIVCON Dividend Defender ETF drawdown is 3.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.65%Nov 22, 2021177Aug 5, 2022392Mar 6, 2024569
-21.79%Nov 25, 201981Mar 23, 2020103Aug 18, 2020184
-12.56%Mar 7, 202466Jun 11, 202462Sep 13, 2024128
-12.16%Oct 9, 202414Oct 28, 202435Dec 17, 202449
-11.55%Jan 22, 202563Apr 22, 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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