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DFND vs. HTUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFND and HTUS is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

DFND vs. HTUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Siren DIVCON Dividend Defender ETF (DFND) and Hull Tactical US ETF (HTUS). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
86.60%
176.87%
DFND
HTUS

Key characteristics

Sharpe Ratio

DFND:

0.36

HTUS:

2.22

Sortino Ratio

DFND:

0.72

HTUS:

3.06

Omega Ratio

DFND:

1.11

HTUS:

1.43

Calmar Ratio

DFND:

0.90

HTUS:

4.04

Martin Ratio

DFND:

2.00

HTUS:

17.91

Ulcer Index

DFND:

5.66%

HTUS:

1.59%

Daily Std Dev

DFND:

32.12%

HTUS:

12.81%

Max Drawdown

DFND:

-22.65%

HTUS:

-47.47%

Current Drawdown

DFND:

-4.52%

HTUS:

-1.74%

Returns By Period

In the year-to-date period, DFND achieves a 15.05% return, which is significantly lower than HTUS's 28.36% return.


DFND

YTD

15.05%

1M

-0.50%

6M

9.08%

1Y

11.07%

5Y*

6.79%

10Y*

N/A

HTUS

YTD

28.36%

1M

0.82%

6M

10.67%

1Y

28.33%

5Y*

16.14%

10Y*

N/A

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DFND vs. HTUS - Expense Ratio Comparison

DFND has a 1.50% expense ratio, which is higher than HTUS's 0.97% expense ratio.


DFND
Siren DIVCON Dividend Defender ETF
Expense ratio chart for DFND: current value at 1.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.50%
Expense ratio chart for HTUS: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%

Risk-Adjusted Performance

DFND vs. HTUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Siren DIVCON Dividend Defender ETF (DFND) and Hull Tactical US ETF (HTUS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for DFND, currently valued at 0.35, compared to the broader market0.002.004.000.352.22
The chart of Sortino ratio for DFND, currently valued at 0.71, compared to the broader market-2.000.002.004.006.008.0010.000.713.06
The chart of Omega ratio for DFND, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.43
The chart of Calmar ratio for DFND, currently valued at 0.88, compared to the broader market0.005.0010.0015.000.884.04
The chart of Martin ratio for DFND, currently valued at 1.94, compared to the broader market0.0020.0040.0060.0080.00100.001.9417.91
DFND
HTUS

The current DFND Sharpe Ratio is 0.36, which is lower than the HTUS Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of DFND and HTUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.35
2.22
DFND
HTUS

Dividends

DFND vs. HTUS - Dividend Comparison

DFND's dividend yield for the trailing twelve months is around 1.55%, more than HTUS's 0.92% yield.


TTM20232022202120202019201820172016
DFND
Siren DIVCON Dividend Defender ETF
1.55%1.84%0.29%0.00%0.00%0.77%0.53%0.03%0.00%
HTUS
Hull Tactical US ETF
0.92%1.18%7.86%7.21%3.77%0.92%10.57%8.29%3.02%

Drawdowns

DFND vs. HTUS - Drawdown Comparison

The maximum DFND drawdown since its inception was -22.65%, smaller than the maximum HTUS drawdown of -47.47%. Use the drawdown chart below to compare losses from any high point for DFND and HTUS. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.52%
-1.74%
DFND
HTUS

Volatility

DFND vs. HTUS - Volatility Comparison

Siren DIVCON Dividend Defender ETF (DFND) has a higher volatility of 9.80% compared to Hull Tactical US ETF (HTUS) at 2.07%. This indicates that DFND's price experiences larger fluctuations and is considered to be riskier than HTUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
9.80%
2.07%
DFND
HTUS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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