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DFND vs. QAI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFND vs. QAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Siren DIVCON Dividend Defender ETF (DFND) and IQ Hedge Multi-Strategy Tracker ETF (QAI). The values are adjusted to include any dividend payments, if applicable.

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DFND vs. QAI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFND
Siren DIVCON Dividend Defender ETF
0.00%10.37%8.48%12.13%-19.59%14.80%16.12%19.53%-1.83%16.33%
QAI
IQ Hedge Multi-Strategy Tracker ETF
1.82%8.29%6.67%10.07%-8.68%-0.16%5.73%8.68%-3.32%6.17%

Returns By Period

Over the past 10 years, DFND has outperformed QAI with an annualized return of 6.81%, while QAI has yielded a comparatively lower 3.30% annualized return.


DFND

1D
0.00%
1M
0.00%
YTD
0.00%
6M
1.22%
1Y
6.91%
3Y*
8.54%
5Y*
4.58%
10Y*
6.81%

QAI

1D
1.25%
1M
-2.23%
YTD
1.82%
6M
2.98%
1Y
10.61%
3Y*
8.05%
5Y*
3.40%
10Y*
3.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFND vs. QAI - Expense Ratio Comparison

DFND has a 1.50% expense ratio, which is higher than QAI's 0.79% expense ratio.


Return for Risk

DFND vs. QAI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFND
DFND Risk / Return Rank: 2222
Overall Rank
DFND Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DFND Sortino Ratio Rank: 2929
Sortino Ratio Rank
DFND Omega Ratio Rank: 3030
Omega Ratio Rank
DFND Calmar Ratio Rank: 1111
Calmar Ratio Rank
DFND Martin Ratio Rank: 1111
Martin Ratio Rank

QAI
QAI Risk / Return Rank: 8080
Overall Rank
QAI Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
QAI Sortino Ratio Rank: 8080
Sortino Ratio Rank
QAI Omega Ratio Rank: 8282
Omega Ratio Rank
QAI Calmar Ratio Rank: 7676
Calmar Ratio Rank
QAI Martin Ratio Rank: 8383
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.

DFND vs. QAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Siren DIVCON Dividend Defender ETF (DFND) and IQ Hedge Multi-Strategy Tracker ETF (QAI). 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.


DFNDQAIDifference

Sharpe ratio

Return per unit of total volatility

0.46

1.41

-0.95

Sortino ratio

Return per unit of downside risk

0.81

1.99

-1.18

Omega ratio

Gain probability vs. loss probability

1.12

1.31

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.05

1.93

-1.98

Martin ratio

Return relative to average drawdown

-0.12

8.93

-9.05

DFND vs. QAI - Sharpe Ratio Comparison

The current DFND Sharpe Ratio is 0.46, which is lower than the QAI Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of DFND and QAI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFNDQAIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

1.41

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.53

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.54

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.51

-0.15

Correlation

The correlation between DFND and QAI 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.


Dividends

DFND vs. QAI - Dividend Comparison

DFND's dividend yield for the trailing twelve months is around 0.62%, less than QAI's 1.48% yield.


TTM20252024202320222021202020192018201720162015
DFND
Siren DIVCON Dividend Defender ETF
0.62%1.10%1.64%1.84%0.29%0.00%0.00%0.77%0.53%0.02%0.00%0.00%
QAI
IQ Hedge Multi-Strategy Tracker ETF
1.48%1.50%2.22%4.08%2.00%0.28%1.98%1.91%1.90%0.00%0.00%0.48%

Drawdowns

DFND vs. QAI - Drawdown Comparison

The maximum DFND drawdown since its inception was -22.65%, which is greater than QAI's maximum drawdown of -14.95%. Use the drawdown chart below to compare losses from any high point for DFND and QAI.


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Drawdown Indicators


DFNDQAIDifference

Max Drawdown

Largest peak-to-trough decline

-22.65%

-14.95%

-7.70%

Max Drawdown (1Y)

Largest decline over 1 year

-7.48%

-5.43%

-2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-22.65%

-14.32%

-8.33%

Max Drawdown (10Y)

Largest decline over 10 years

-22.65%

-14.95%

-7.70%

Current Drawdown

Current decline from peak

-3.69%

-2.51%

-1.18%

Average Drawdown

Average peak-to-trough decline

-5.73%

-2.60%

-3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.80%

1.17%

+2.63%

Volatility

DFND vs. QAI - Volatility Comparison

The current volatility for Siren DIVCON Dividend Defender ETF (DFND) is 0.00%, while IQ Hedge Multi-Strategy Tracker ETF (QAI) has a volatility of 2.83%. This indicates that DFND experiences smaller price fluctuations and is considered to be less risky than QAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFNDQAIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

2.83%

-2.83%

Volatility (6M)

Calculated over the trailing 6-month period

8.52%

4.95%

+3.57%

Volatility (1Y)

Calculated over the trailing 1-year period

17.95%

7.55%

+10.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.58%

6.51%

+16.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.15%

6.12%

+13.03%