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Siren DIVCON Dividend Defender ETF (DFND) Sharpe Ratio: 0.19
Delisted

ETF · Currency in USD · Last updated Jun 24, 2026

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.

DFND's Sharpe Ratio of 0.19 indicates that for each unit of volatility, it generates 0.19 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

DFND Sharpe Ratio Market Positioning

The chart shows DFND's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.83 or lower
  • Yellow zone (middle 50%): 0.83 to 2.16
  • Green zone (top 25%): 2.16 or higher
  • Top 1%: 6.94+
  • Median: 1.57 — half of all investments score higher

How it compares to other similar ETFs

The table compares Siren DIVCON Dividend Defender ETF's Sharpe Ratio with other ETFs in the Large Cap Blend Equities, Dividend category across multiple time periods, showing how DFND's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LVHIFranklin International Low Volatility High Dividend Index ETF3.34
RSSYReturn Stacked US Stocks & Futures Yield ETF2.96
IUSInvesco RAFI Strategic US ETF2.89
INCEFranklin Income Equity Focus ETF2.85
DEWWisdomTree Global High Dividend Fund2.64
RAFEPIMCO RAFI ESG U.S. ETF2.61
ALTYGlobal X Alternative Income ETF2.55
PSCXPacer Swan SOS Conservative (December) ETF2.53
BLCRBlackrock Large Cap Core ETF2.51
ESNEssential 40 Stock ETF2.51
DFNDSiren DIVCON Dividend Defender ETF—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows DFND's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when DFND consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does DFND fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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