DJUN vs. DFND
DJUN (FT Cboe Vest U.S. Equity Deep Buffer ETF - June) and DFND (Siren DIVCON Dividend Defender ETF) are both Large Cap Blend Equities funds - DJUN tracks the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index while DFND tracks the Siren DIVCON Dividend Defender Index. Both are passively managed. Over the past 5 years, DJUN returned 8.19%/yr vs 4.54%/yr for DFND. At a 0.45 correlation, their price movements are largely independent. DJUN charges 0.85%/yr vs 1.50%/yr for DFND.
Performance
DJUN vs. DFND - Performance Comparison
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Returns By Period
DJUN
- 1D
- 0.01%
- 1M
- 0.88%
- YTD
- 3.78%
- 6M
- 4.53%
- 1Y
- 10.92%
- 3Y*
- 11.40%
- 5Y*
- 8.19%
- 10Y*
- —
DFND
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- -1.09%
- 1Y
- 0.20%
- 3Y*
- 7.91%
- 5Y*
- 4.54%
- 10Y*
- 7.16%
DJUN vs. DFND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 3.78% | 9.38% | 13.92% | 17.58% | -6.30% | 6.27% | 6.48% |
DFND Siren DIVCON Dividend Defender ETF | 0.00% | 10.37% | 8.48% | 12.13% | -19.59% | 14.80% | 7.14% |
Correlation
The correlation between DJUN and DFND is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2020 | 0.45 |
Over the past year, the correlation between DJUN and DFND has dropped to 0.14 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
DJUN vs. DFND — Risk / Return Rank
DJUN
DFND
DJUN vs. DFND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) and Siren DIVCON Dividend Defender ETF (DFND). 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.
| DJUN | DFND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.20 | ||
| Sortino ratioReturn per unit of downside risk | +3.24 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.02 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 0.07 | +3.44 |
| Martin ratioReturn relative to average drawdown | 20.66 | 0.13 | +20.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DJUN | DFND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | 0.02 | +2.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.21 | +0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.38 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 0.36 | +0.69 |
Drawdowns
DJUN vs. DFND - Drawdown Comparison
The maximum DJUN drawdown since its inception was -11.96%, smaller than the maximum DFND drawdown of -22.65%. Use the drawdown chart below to compare losses from any high point for DJUN and DFND.
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Drawdown Indicators
| DJUN | DFND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.96% | -22.65% | +10.69% |
Max Drawdown (1Y)Largest decline over 1 year | -3.15% | -3.44% | +0.29% |
Max Drawdown (3Y)Largest decline over 3 years | -11.96% | -12.56% | +0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -11.96% | -22.65% | +10.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.65% | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.69% | +3.69% |
Average DrawdownAverage peak-to-trough decline | -1.59% | -5.70% | +4.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.53% | 3.70% | -3.17% |
Volatility
DJUN vs. DFND - Volatility Comparison
FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) has a higher volatility of 0.25% compared to Siren DIVCON Dividend Defender ETF (DFND) at 0.00%. This indicates that DJUN's price experiences larger fluctuations and is considered to be riskier than DFND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJUN | DFND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.25% | 0.00% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 3.55% | 6.16% | -2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.04% | 10.92% | -5.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.52% | 22.46% | -13.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.06% | 19.09% | -11.03% |
DJUN vs. DFND - Expense Ratio Comparison
DJUN has a 0.85% expense ratio, which is lower than DFND's 1.50% expense ratio.
Dividends
DJUN vs. DFND - Dividend Comparison
DJUN has not paid dividends to shareholders, while DFND's dividend yield for the trailing twelve months is around 0.62%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DJUN and DFND have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DJUN has higher volatility (0.25%) compared to DFND (0.00%). In terms of maximum drawdown, DJUN dropped -11.96% vs DFND's -22.65%.
On 5-year performance, DJUN leads with 8.19% vs 4.54% for DFND. On fees, DJUN is cheaper at 0.85% per year. On volatility, DFND has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DJUN has performed better with a 8.19% return vs 4.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DJUN is cheaper with a 0.85% expense ratio, compared with 1.50% for DFND.
DFND has the higher dividend yield at 0.62%, compared with 0.00% for DJUN.
DJUN tracks Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index, while DFND tracks Siren DIVCON Dividend Defender Index. They also come from different issuers: First Trust and SRN Advisors. Their fees differ too: 0.85% for DJUN and 1.50% for DFND.
DJUN currently has the higher Sharpe Ratio (2.22 vs 0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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