DJUN vs. DFND
Compare and contrast key facts about FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) and Siren DIVCON Dividend Defender ETF (DFND).
DJUN and DFND are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DJUN is a passively managed fund by First Trust that tracks the performance of the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. It was launched on Jun 19, 2020. 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. Both DJUN and DFND are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DJUN vs. DFND - Performance Comparison
Loading graphics...
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 | -0.64% | 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% |
Returns By Period
DJUN
- 1D
- 1.60%
- 1M
- -1.28%
- YTD
- -0.64%
- 6M
- 1.16%
- 1Y
- 12.04%
- 3Y*
- 11.33%
- 5Y*
- 7.34%
- 10Y*
- —
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DJUN vs. DFND - Expense Ratio Comparison
DJUN has a 0.85% expense ratio, which is lower than DFND's 1.50% expense ratio.
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 | 1.19 | 0.46 | +0.73 |
Sortino ratioReturn per unit of downside risk | 1.81 | 0.81 | +1.00 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.12 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | -0.05 | +1.41 |
Martin ratioReturn relative to average drawdown | 7.41 | -0.12 | +7.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DJUN | DFND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 0.46 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.21 | +0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.36 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.36 | +0.60 |
Correlation
The correlation between DJUN and DFND 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
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%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
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.
Loading graphics...
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 | -7.33% | -7.48% | +0.15% |
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 | -1.61% | -3.69% | +2.08% |
Average DrawdownAverage peak-to-trough decline | -1.64% | -5.73% | +4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 3.80% | -2.40% |
Volatility
DJUN vs. DFND - Volatility Comparison
FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) has a higher volatility of 2.82% 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.
Loading graphics...
Volatility by Period
| DJUN | DFND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 0.00% | +2.82% |
Volatility (6M)Calculated over the trailing 6-month period | 3.77% | 8.52% | -4.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.23% | 17.95% | -7.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.50% | 22.58% | -14.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.16% | 19.15% | -10.99% |