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Siren DIVCON Dividend Defender ETF (DFND)

ETF · Currency in USD · Last updated Mar 18, 2023

DFND is a passive ETF by SRN Advisors tracking the investment results of the Siren DIVCON Dividend Defender Index. DFND launched on Jan 14, 2016 and has a 1.50% expense ratio.

Share Price Chart


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Performance

The chart shows the growth of $10,000 invested in Siren DIVCON Dividend Defender ETF in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $14,884 for a total return of roughly 48.84%. All prices are adjusted for splits and dividends.


0.00%5.00%10.00%NovemberDecember2023FebruaryMarch
3.49%
6.48%
DFND (Siren DIVCON Dividend Defender ETF)
Benchmark (^GSPC)

S&P 500

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Return

Siren DIVCON Dividend Defender ETF had a return of 2.89% year-to-date (YTD) and -5.74% in the last 12 months. Over the past 10 years, Siren DIVCON Dividend Defender ETF had an annualized return of 5.84%, while the S&P 500 had an annualized return of 9.63%, indicating that Siren DIVCON Dividend Defender ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-2.22%-5.31%
Year-To-Date2.89%2.01%
6 months1.50%0.39%
1 year-5.74%-10.12%
5 years (annualized)4.80%7.76%
10 years (annualized)5.84%9.63%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20232.73%0.98%
2022-2.34%1.35%5.43%-4.80%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Siren DIVCON Dividend Defender ETF Sharpe ratio is -0.24. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.00NovemberDecember2023FebruaryMarch
-0.24
-0.43
DFND (Siren DIVCON Dividend Defender ETF)
Benchmark (^GSPC)

Dividend History

Siren DIVCON Dividend Defender ETF granted a 0.28% dividend yield in the last twelve months. The annual payout for that period amounted to $0.10 per share.


PeriodTTM202220212020201920182017
Dividend$0.10$0.10$0.00$0.00$0.24$0.14$0.01

Dividend yield

0.28%0.29%0.00%0.00%0.78%0.54%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00
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
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
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
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
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
2017$0.01

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-26.00%-24.00%-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%NovemberDecember2023FebruaryMarch
-17.45%
-18.34%
DFND (Siren DIVCON Dividend Defender ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Siren DIVCON Dividend Defender ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Siren DIVCON Dividend Defender ETF is 22.65%, recorded on Aug 5, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.65%Nov 22, 2021176Aug 5, 2022
-21.79%Nov 25, 201981Mar 23, 2020101Aug 18, 2020182
-10.59%Oct 13, 202098Mar 4, 202130Apr 16, 2021128
-9.44%Sep 21, 201865Dec 24, 201840Feb 22, 2019105
-9.09%Jan 30, 201866May 4, 201896Sep 20, 2018162
-8.09%Sep 7, 202120Oct 4, 202123Nov 4, 202143
-7.09%Feb 2, 201682Jun 27, 2016159Feb 13, 2017241
-5.5%Apr 26, 202113May 12, 202137Jul 6, 202150
-4.39%Sep 3, 20203Sep 8, 202024Oct 12, 202027
-4.33%Jul 30, 20195Aug 5, 201948Oct 11, 201953

Volatility Chart

Current Siren DIVCON Dividend Defender ETF volatility is 12.54%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2023FebruaryMarch
12.54%
21.17%
DFND (Siren DIVCON Dividend Defender ETF)
Benchmark (^GSPC)