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

Correlation

The correlation between DFND and VOO is 0.53, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

DFND vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Siren DIVCON Dividend Defender ETF (DFND) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
83.63%
237.87%
DFND
VOO

Key characteristics

Sharpe Ratio

DFND:

0.28

VOO:

0.54

Sortino Ratio

DFND:

0.64

VOO:

0.88

Omega Ratio

DFND:

1.09

VOO:

1.13

Calmar Ratio

DFND:

0.76

VOO:

0.55

Martin Ratio

DFND:

1.91

VOO:

2.27

Ulcer Index

DFND:

5.00%

VOO:

4.55%

Daily Std Dev

DFND:

33.93%

VOO:

19.19%

Max Drawdown

DFND:

-22.65%

VOO:

-33.99%

Current Drawdown

DFND:

-6.25%

VOO:

-9.90%

Returns By Period

In the year-to-date period, DFND achieves a 4.37% return, which is significantly higher than VOO's -5.74% return.


DFND

YTD

4.37%

1M

0.39%

6M

0.32%

1Y

4.52%

5Y*

5.82%

10Y*

N/A

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

Compare stocks, funds, or ETFs

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DFND vs. VOO - Expense Ratio Comparison

DFND has a 1.50% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for DFND: current value is 1.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFND: 1.50%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

DFND vs. VOO — Risk-Adjusted Performance Rank

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

DFND
The Risk-Adjusted Performance Rank of DFND is 5454
Overall Rank
The Sharpe Ratio Rank of DFND is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of DFND is 4747
Sortino Ratio Rank
The Omega Ratio Rank of DFND is 4747
Omega Ratio Rank
The Calmar Ratio Rank of DFND is 7676
Calmar Ratio Rank
The Martin Ratio Rank of DFND is 5858
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFND vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Siren DIVCON Dividend Defender ETF (DFND) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for DFND, currently valued at 0.16, compared to the broader market-1.000.001.002.003.004.00
DFND: 0.16
VOO: 0.54
The chart of Sortino ratio for DFND, currently valued at 0.47, compared to the broader market-2.000.002.004.006.008.00
DFND: 0.47
VOO: 0.88
The chart of Omega ratio for DFND, currently valued at 1.06, compared to the broader market0.501.001.502.002.50
DFND: 1.07
VOO: 1.13
The chart of Calmar ratio for DFND, currently valued at 0.43, compared to the broader market0.002.004.006.008.0010.0012.00
DFND: 0.43
VOO: 0.55
The chart of Martin ratio for DFND, currently valued at 1.09, compared to the broader market0.0020.0040.0060.00
DFND: 1.09
VOO: 2.27

The current DFND Sharpe Ratio is 0.28, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of DFND and VOO, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.16
0.54
DFND
VOO

Dividends

DFND vs. VOO - Dividend Comparison

DFND's dividend yield for the trailing twelve months is around 1.21%, less than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
DFND
Siren DIVCON Dividend Defender ETF
1.21%1.65%1.84%0.29%0.00%0.00%0.77%0.53%0.03%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

DFND vs. VOO - Drawdown Comparison

The maximum DFND drawdown since its inception was -22.65%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DFND and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.25%
-9.90%
DFND
VOO

Volatility

DFND vs. VOO - Volatility Comparison

The current volatility for Siren DIVCON Dividend Defender ETF (DFND) is 8.58%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that DFND experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
8.58%
13.96%
DFND
VOO