LEAD's Sortino Ratio of 1.71 indicates that for each unit of downside volatility, it generates 1.71 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 4, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
LEAD Sortino Ratio Market Positioning
The chart shows LEAD's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.00 or lower
- Yellow zone (middle 50%): 1.00 to 2.71
- Green zone (top 25%): 2.71 or higher
- Top 1%: 13.83+
- Median: 2.01 — half of all investments score higher
How it compares to other similar ETFs
The table compares Siren DIVCON Leaders Dividend ETF's Sortino 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.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| LVHI | Franklin International Low Volatility High Dividend Index ETF | 5.30 | |||
| DEW | WisdomTree Global High Dividend Fund | 4.52 | |||
| SCHD | Schwab U.S. Dividend Equity ETF | 4.49 | |||
| INCE | Franklin Income Equity Focus ETF | 4.48 | |||
| EFAS | Global X MSCI SuperDividend® EAFE ETF | 4.22 | |||
| DIVB | iShares Core Dividend ETF | 4.19 | |||
| SDOG | ALPS Sector Dividend Dogs ETF | 4.14 | |||
| SCDL | ETRACS 2x Leveraged U.S. Dividend Factor TR ETN | 4.06 | |||
| RDIV | Invesco S&P Ultra Dividend Revenue ETF | 4.01 | |||
| MBOX | Freedom Day Dividend ETF | 3.93 | |||
| LEAD | Siren DIVCON Leaders Dividend ETF | — |
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Historical Sortino Ratio
The chart shows LEAD's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. 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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