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ISIN
US75605A5048
CUSIP
829658400
Delisting Date
Dec 15, 2025
Inception Date
Jan 14, 2016
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Siren DIVCON Dividend Defender Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$9M

Share Price Chart


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Performance

DFND Performance Chart


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S&P 500 Index

Returns By Period

Siren DIVCON Dividend Defender ETF (DFND) has returned 0.00% so far this year and 2.16% over the past 12 months. Over the last ten years, DFND has returned 7.15% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Siren DIVCON Dividend Defender ETF

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
2.16%
3Y*
8.10%
5Y*
4.54%
10Y*
7.15%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFND Monthly Returns History


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.00%0.00%0.00%0.00%0.00%0.00%
20254.07%2.40%-3.13%2.03%2.96%1.68%0.00%-0.46%-0.65%2.31%-0.76%-0.31%10.37%
20243.02%6.60%2.61%-4.59%-0.41%-0.33%-0.42%-3.02%14.01%-3.17%2.37%-6.87%8.48%
20232.73%0.98%1.21%-1.16%1.69%4.77%1.73%0.90%-2.17%-0.20%5.15%-3.75%12.13%
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%

Benchmark Metrics

Siren DIVCON Dividend Defender ETF has an annualized alpha of 2.02%, beta of 0.42, and R2 of 0.16 versus S&P 500 Index. Calculated based on daily prices since January 14, 2016.

  • This ETF participated in 52.55% of S&P 500 Index downside but only 42.82% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.42 may look defensive, but with R2 of 0.16 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.16 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.02%
Beta
0.42
0.16
Upside Capture
42.82%
Downside Capture
52.55%

Expense Ratio

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


Return for Risk

Risk / Return Rank

DFND ranks 12 for risk / return — in the bottom 12% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


DFND Risk / Return Rank: 1212
Overall Rank
DFND Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DFND Sortino Ratio Rank: 1010
Sortino Ratio Rank
DFND Omega Ratio Rank: 1111
Omega Ratio Rank
DFND Calmar Ratio Rank: 1515
Calmar Ratio Rank
DFND Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Siren DIVCON Dividend Defender ETF (DFND) and compare them to S&P 500 Index.

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.


DFNDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.84

Sortino ratioReturn per unit of downside risk

-2.40

Omega ratioGain probability vs. loss probability

1.05

1.37

-0.31

Calmar ratioReturn relative to maximum drawdown

0.60

2.78

-2.18

Martin ratioReturn relative to average drawdown

1.08

12.44

-11.36

Dividends

Dividend History

Siren DIVCON Dividend Defender ETF provided a 0.62% dividend yield over the last twelve months, with an annual payout of $0.27 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$0.70201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.27$0.48$0.65$0.68$0.10$0.00$0.00$0.24$0.14$0.01

Dividend yield

0.62%1.10%1.64%1.84%0.29%0.00%0.00%0.77%0.53%0.02%

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
2026$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.21$0.00$0.00$0.14$0.00$0.00$0.07$0.00$0.00$0.06$0.48
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

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 397 trading sessions.

The current Siren DIVCON Dividend Defender ETF drawdown is 3.69%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-22.65%Aug 2022
8mo 16d1y 7mo
2y 3moNov 2021 - Mar 2024
COVID crash2020
-21.79%Mar 2020
3mo 29d4mo 28d
8mo 27dNov 2019 - Aug 2020
2024 correction2024
-12.56%Jun 2024
3mo 6d3mo 4d
6mo 10dMar 2024 - Sep 2024
2024 correction2024
-12.16%Oct 2024
19d1mo 20d
2mo 9dOct 2024 - Dec 2024
2025 selloff2025
-11.55%Apr 2025
3mo1mo
4moJan 2025 - May 2025

Drawdown Indicators


DFNDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-22.65%

-56.78%

+34.13%

Max Drawdown (1Y)

Largest decline over 1 year

-3.44%

-9.10%

+5.66%

Max Drawdown (3Y)

Largest decline over 3 years

-12.56%

-18.90%

+6.34%

Max Drawdown (5Y)

Largest decline over 5 years

-22.65%

-25.43%

+2.78%

Max Drawdown (10Y)

Largest decline over 10 years

-22.65%

-33.92%

+11.27%

Current Drawdown

Current decline from peak

-3.69%

-1.80%

-1.89%

Average Drawdown

Average peak-to-trough decline

-5.70%

-10.71%

+5.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

2.03%

+1.69%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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