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ISIN
US75605A4058
CUSIP
829658301
Delisting Date
Jul 15, 2026
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


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Performance

LEAD Performance Chart


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Benchmark

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Returns By Period

Siren DIVCON Leaders Dividend ETF (LEAD) has returned 13.06% so far this year and 19.57% over the past 12 months. Looking at the last ten years, LEAD has achieved an annualized return of 14.17%, outperforming the S&P 500 Index benchmark, which averaged 13.26% per year.


Siren DIVCON Leaders Dividend ETF

1D
0.00%
1M
-1.57%
6M
8.09%
YTD
13.06%
1Y
19.57%
3Y*
15.45%
5Y*
11.12%
10Y*
14.17%
ALL TIME*
14.29%

Benchmark (S&P 500 Index)

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LEAD Monthly Returns History


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.60%1.73%-5.30%10.45%1.50%6.76%-6.25%13.06%
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 1.81%, beta of 0.94, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since January 06, 2016.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.35%) than losses (89.64%) - 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
1.81%
Beta
0.94
0.83
Upside Capture
95.35%
Downside Capture
89.64%

Expense Ratio

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


Return for Risk

Risk / Return Rank

LEAD ranks 54 for risk / return — above 54% of ETFs peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.


LEAD Risk / Return Rank: 5454
Overall Rank
LEAD Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
LEAD Sortino Ratio Rank: 4646
Sortino Ratio Rank
LEAD Omega Ratio Rank: 4646
Omega Ratio Rank
LEAD Calmar Ratio Rank: 6464
Calmar Ratio Rank
LEAD Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for Siren DIVCON Leaders Dividend ETF (LEAD) 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.


LEADBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.22

1.25

-0.04

Calmar ratioReturn relative to maximum drawdown

2.27

2.00

+0.27

Martin ratioReturn relative to average drawdown

8.28

8.49

-0.21

Dividends

Dividend History

Siren DIVCON Leaders Dividend ETF provided a 0.58% dividend yield over the last twelve months, with an annual payout of $0.50 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$0.50$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$0.14$0.00$0.25
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.


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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.

The current Siren DIVCON Leaders Dividend ETF drawdown is 6.25%.


Drawdown

Fall

Recovery

Underwater

Related event

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

-6.25%

-1.58%

-4.67%

Average Drawdown

Average peak-to-trough decline

-4.41%

-10.70%

+6.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

2.14%

+0.23%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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