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Siren DIVCON Leaders Dividend ETF (LEAD) Sharpe Ratio: 1.21
Delisted

ETF · Currency in USD · Last updated Aug 4, 2026

LEAD is a passive ETF by SRN Advisors tracking the investment results of the Siren DIVCON Leaders Dividend Index. LEAD launched on Jan 6, 2016 and has a 0.43% expense ratio.

LEAD's Sharpe Ratio of 1.21 indicates that for each unit of volatility, it generates 1.21 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 4, 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.

LEAD Sharpe Ratio Market Positioning

The chart shows LEAD'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%): 0.62 or lower
  • Yellow zone (middle 50%): 0.62 to 1.92
  • Green zone (top 25%): 1.92 or higher
  • Top 1%: 6.36+
  • Median: 1.39 — half of all investments score higher

How it compares to other similar ETFs

The table compares Siren DIVCON Leaders Dividend ETF's Sharpe Ratio with other ETFs in the Large Cap Growth Equities, Dividend category across multiple time periods, showing how LEAD'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 Aug 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LVHIFranklin International Low Volatility High Dividend Index ETF3.87
DEWWisdomTree Global High Dividend Fund3.20
INCEFranklin Income Equity Focus ETF3.09
EFASGlobal X MSCI SuperDividend® EAFE ETF3.03
DIVBiShares Core Dividend ETF2.99
SCHDSchwab U.S. Dividend Equity ETF2.90
SCDLETRACS 2x Leveraged U.S. Dividend Factor TR ETN2.90
RDIVInvesco S&P Ultra Dividend Revenue ETF2.79
XUDVFranklin U.S. Dividend Booster Index ETF2.76
SDOGALPS Sector Dividend Dogs ETF2.75
LEADSiren DIVCON Leaders Dividend ETF—
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Historical Sharpe Ratio

The chart shows LEAD'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 LEAD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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