DFND vs. VOO
Compare and contrast key facts about Siren DIVCON Dividend Defender ETF (DFND) and Vanguard S&P 500 ETF (VOO).
DFND and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFND is a passively managed fund by SRN Advisors that tracks the performance of the Siren DIVCON Dividend Defender Index. It was launched on Jan 14, 2016. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both DFND and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFND or VOO.
Key characteristics
| DFND | VOO | |
|---|---|---|
| YTD Return | 16.37% | 27.26% |
| 1Y Return | 13.68% | 37.86% |
| 3Y Return (Ann) | 2.48% | 10.35% |
| 5Y Return (Ann) | 7.41% | 16.03% |
| Sharpe Ratio | 0.63 | 3.25 |
| Sortino Ratio | 1.04 | 4.31 |
| Omega Ratio | 1.17 | 1.61 |
| Calmar Ratio | 1.48 | 4.74 |
| Martin Ratio | 3.33 | 21.63 |
| Ulcer Index | 5.59% | 1.85% |
| Daily Std Dev | 29.97% | 12.25% |
| Max Drawdown | -22.65% | -33.99% |
| Current Drawdown | -3.22% | 0.00% |
Correlation
The correlation between DFND and VOO is 0.55, 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.
Performance
DFND vs. VOO - Performance Comparison
In the year-to-date period, DFND achieves a 16.37% return, which is significantly lower than VOO's 27.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
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.
Dividends
DFND vs. VOO - Dividend Comparison
DFND's dividend yield for the trailing twelve months is around 1.53%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFND Siren DIVCON Dividend Defender ETF | 1.53% | 1.84% | 0.29% | 0.00% | 0.00% | 0.77% | 0.53% | 0.03% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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.
Volatility
DFND vs. VOO - Volatility Comparison
Siren DIVCON Dividend Defender ETF (DFND) has a higher volatility of 17.33% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that DFND's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.