PortfoliosLab logoPortfoliosLab logo
ISIN
US75605A4058
CUSIP
829658301
Inception Date
Jan 6, 2016
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Siren DIVCON Leaders Dividend Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$72M

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

LEAD Performance Chart

Siren DIVCON Leaders Dividend ETF (LEAD) is up 15.2% since the beginning of the year. LEAD is currently trading at $88 per share. Investors who bought $1,000 worth of LEAD shares 5 years ago would now be looking at an investment worth $1,785.


Loading charts...

S&P 500 Index

Returns By Period

Siren DIVCON Leaders Dividend ETF (LEAD) has returned 15.20% so far this year and 26.40% over the past 12 months. Looking at the last ten years, LEAD has achieved an annualized return of 14.66%, outperforming the S&P 500 Index benchmark, which averaged 13.75% per year.


Siren DIVCON Leaders Dividend ETF

1D
1.57%
1M
3.92%
YTD
15.20%
6M
14.20%
1Y
26.40%
3Y*
19.04%
5Y*
12.29%
10Y*
14.66%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LEAD Monthly Returns History

Based on dividend-adjusted daily data since Jan 6, 2016, LEAD's average daily return is +0.06%, while the average monthly return is +1.24%. At this rate, an investment would double in approximately 4.7 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Mar 2020 at -9.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, LEAD closed higher 53% of trading days. The best single day was Mar 10, 2020 with a return of +9.9%, while the worst single day was Mar 16, 2020 at -10.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.60%1.73%-5.30%10.45%1.50%1.98%15.20%
20252.89%-0.88%-4.24%0.52%7.11%3.21%1.42%1.73%2.79%1.12%0.49%-1.23%15.52%
20240.81%5.22%2.67%-6.79%2.52%1.01%4.48%2.46%1.91%-1.80%4.50%-6.24%10.32%
20237.22%-0.83%2.65%-1.41%-0.48%8.65%3.27%-0.50%-5.21%-2.83%9.86%4.37%26.25%
2022-7.36%-3.04%1.70%-6.38%0.79%-8.73%10.30%-3.84%-9.51%8.24%7.29%-6.68%-18.16%
2021-1.47%1.20%5.33%4.66%0.82%2.44%2.91%2.44%-4.77%7.83%1.10%4.38%29.69%

Benchmark Metrics

Siren DIVCON Leaders Dividend ETF has an annualized alpha of 1.85%, beta of 0.94, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since January 07, 2016.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (98.89%) than losses (93.99%) - typical of diversified or defensive assets.
  • With beta of 0.94 and R2 of 0.83, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.85%
Beta
0.94
0.83
Upside Capture
98.89%
Downside Capture
93.99%

Expense Ratio

LEAD has an expense ratio of 0.43%, placing it in the medium range.


Return for Risk

Risk / Return Rank

LEAD ranks 56 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


LEAD Risk / Return Rank: 5656
Overall Rank
LEAD Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
LEAD Sortino Ratio Rank: 5151
Sortino Ratio Rank
LEAD Omega Ratio Rank: 4949
Omega Ratio Rank
LEAD Calmar Ratio Rank: 6161
Calmar Ratio Rank
LEAD Martin Ratio Rank: 6969
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 Leaders Dividend ETF (LEAD) and compare them to S&P 500 Index.


LEADBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.82

2.39

-0.57

Sortino ratio

Return per unit of downside risk

2.54

3.25

-0.72

Omega ratio

Gain probability vs. loss probability

1.32

1.43

-0.12

Calmar ratio

Return relative to maximum drawdown

3.07

3.11

-0.05

Martin ratio

Return relative to average drawdown

13.08

14.38

-1.30

Dividends

Dividend History

Siren DIVCON Leaders Dividend ETF provided a 0.58% dividend yield over the last twelve months, with an annual payout of $0.51 per share.


0.80%1.00%1.20%1.40%1.60%1.80%$0.00$0.20$0.40$0.60$0.80$1.002016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.51$0.53$0.62$0.69$0.62$1.08$0.38$0.51$0.41$0.31$0.36

Dividend yield

0.58%0.70%0.93%1.13%1.27%1.79%0.81%1.32%1.38%0.97%1.38%

Monthly Dividends

The table displays the monthly dividend distributions for Siren DIVCON Leaders Dividend 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$0.11$0.00$0.00$0.00$0.11
2025$0.00$0.00$0.13$0.00$0.00$0.15$0.00$0.00$0.07$0.00$0.00$0.18$0.53
2024$0.00$0.00$0.15$0.00$0.00$0.14$0.00$0.00$0.15$0.00$0.00$0.17$0.62
2023$0.00$0.00$0.15$0.00$0.00$0.16$0.00$0.00$0.15$0.00$0.00$0.23$0.69
2022$0.00$0.00$0.11$0.00$0.00$0.17$0.00$0.00$0.16$0.00$0.00$0.18$0.62
2021$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.76$1.08

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Siren DIVCON Leaders Dividend 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 Leaders Dividend ETF was 32.19%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-32.19%Mar 2020
1mo 1d2mo 17d
3mo 18dFeb 2020 - Jun 2020
Bear market2022
-24.93%Oct 2022
9mo 18d1y 1mo
1y 11moDec 2021 - Dec 2023
Rate-hike selloffLate 2018
-20.13%Dec 2018
3mo 1d3mo 11d
6mo 12dSep 2018 - Apr 2019
2025 selloff2025
-17.86%Apr 2025
4mo 28d2mo 19d
7mo 17dNov 2024 - Jun 2025
2018 pullback2018
-9.55%Feb 2018
10d6mo 20d
7moJan 2018 - Aug 2018

Drawdown Indicators


LEADBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-32.19%

-56.78%

+24.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.65%

-9.10%

+0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-17.86%

-18.90%

+1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-24.93%

-25.43%

+0.50%

Max Drawdown (10Y)

Largest decline over 10 years

-32.19%

-33.92%

+1.73%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.42%

-10.72%

+6.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

1.97%

+0.05%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with LEAD

Add Siren DIVCON Leaders Dividend ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with LEAD