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DFND vs. VOTE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFND vs. VOTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Siren DIVCON Dividend Defender ETF (DFND) and Engine No. 1 Transform 500 ETF (VOTE). The values are adjusted to include any dividend payments, if applicable.

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DFND vs. VOTE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DFND
Siren DIVCON Dividend Defender ETF
0.00%10.37%8.48%12.13%-19.59%13.29%
VOTE
Engine No. 1 Transform 500 ETF
-3.84%17.95%25.23%27.60%-19.74%12.08%

Returns By Period


DFND

1D
0.00%
1M
0.00%
YTD
0.00%
6M
1.11%
1Y
5.63%
3Y*
8.54%
5Y*
4.58%
10Y*
6.81%

VOTE

1D
0.88%
1M
-4.29%
YTD
-3.84%
6M
-1.77%
1Y
18.40%
3Y*
18.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFND vs. VOTE - Expense Ratio Comparison

DFND has a 1.50% expense ratio, which is higher than VOTE's 0.05% expense ratio.


Return for Risk

DFND vs. VOTE — Risk / Return Rank

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

DFND
DFND Risk / Return Rank: 2424
Overall Rank
DFND Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
DFND Sortino Ratio Rank: 2323
Sortino Ratio Rank
DFND Omega Ratio Rank: 2424
Omega Ratio Rank
DFND Calmar Ratio Rank: 2727
Calmar Ratio Rank
DFND Martin Ratio Rank: 2323
Martin Ratio Rank

VOTE
VOTE Risk / Return Rank: 5959
Overall Rank
VOTE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VOTE Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOTE Omega Ratio Rank: 6161
Omega Ratio Rank
VOTE Calmar Ratio Rank: 5858
Calmar Ratio Rank
VOTE Martin Ratio Rank: 6868
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. VOTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Siren DIVCON Dividend Defender ETF (DFND) and Engine No. 1 Transform 500 ETF (VOTE). 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.


DFNDVOTEDifference

Sharpe ratio

Return per unit of total volatility

0.38

1.00

-0.62

Sortino ratio

Return per unit of downside risk

0.69

1.52

-0.83

Omega ratio

Gain probability vs. loss probability

1.10

1.23

-0.13

Calmar ratio

Return relative to maximum drawdown

0.66

1.57

-0.91

Martin ratio

Return relative to average drawdown

1.59

7.30

-5.71

DFND vs. VOTE - Sharpe Ratio Comparison

The current DFND Sharpe Ratio is 0.38, which is lower than the VOTE Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of DFND and VOTE, 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


DFNDVOTEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

1.00

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.63

-0.27

Correlation

The correlation between DFND and VOTE is 0.45, 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. VOTE - Dividend Comparison

DFND's dividend yield for the trailing twelve months is around 0.62%, less than VOTE's 1.04% yield.


TTM202520242023202220212020201920182017
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%
VOTE
Engine No. 1 Transform 500 ETF
1.04%1.03%1.18%1.33%1.54%0.54%0.00%0.00%0.00%0.00%

Drawdowns

DFND vs. VOTE - Drawdown Comparison

The maximum DFND drawdown since its inception was -22.65%, smaller than the maximum VOTE drawdown of -25.71%. Use the drawdown chart below to compare losses from any high point for DFND and VOTE.


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Drawdown Indicators


DFNDVOTEDifference

Max Drawdown

Largest peak-to-trough decline

-22.65%

-25.71%

+3.06%

Max Drawdown (1Y)

Largest decline over 1 year

-7.48%

-12.07%

+4.59%

Max Drawdown (5Y)

Largest decline over 5 years

-22.65%

Max Drawdown (10Y)

Largest decline over 10 years

-22.65%

Current Drawdown

Current decline from peak

-3.69%

-5.68%

+1.99%

Average Drawdown

Average peak-to-trough decline

-5.73%

-6.34%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

2.59%

+1.22%

Volatility

DFND vs. VOTE - Volatility Comparison

The current volatility for Siren DIVCON Dividend Defender ETF (DFND) is 0.00%, while Engine No. 1 Transform 500 ETF (VOTE) has a volatility of 5.40%. This indicates that DFND experiences smaller price fluctuations and is considered to be less risky than VOTE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFNDVOTEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

5.40%

-5.40%

Volatility (6M)

Calculated over the trailing 6-month period

8.52%

9.74%

-1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

17.95%

18.50%

-0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.57%

17.30%

+5.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.14%

17.30%

+1.84%