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HTUS vs. DFND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HTUS vs. DFND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hull Tactical US ETF (HTUS) and Siren DIVCON Dividend Defender ETF (DFND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

Over the past 10 years, HTUS has outperformed DFND with an annualized return of 12.34%, while DFND has yielded a comparatively lower 7.15% annualized return.


HTUS

1D
-0.50%
1M
0.21%
YTD
10.28%
6M
10.25%
1Y
27.09%
3Y*
20.84%
5Y*
15.01%
10Y*
12.34%

DFND

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
2.16%
3Y*
8.10%
5Y*
4.54%
10Y*
7.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HTUS vs. DFND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HTUS
Hull Tactical US ETF
10.28%16.57%25.02%30.11%-13.00%24.29%13.21%20.27%-10.04%14.19%
DFND
Siren DIVCON Dividend Defender ETF
0.00%10.37%8.48%12.13%-19.59%14.80%16.12%19.53%-1.83%16.33%

Correlation

The correlation between HTUS and DFND is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Jan 14, 2016

0.38

Over the past year, the correlation between HTUS and DFND has dropped to 0.12 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

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Return for Risk

HTUS vs. DFND — Risk / Return Rank

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

HTUS
HTUS Risk / Return Rank: 7575
Overall Rank
HTUS Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
HTUS Sortino Ratio Rank: 7878
Sortino Ratio Rank
HTUS Omega Ratio Rank: 7878
Omega Ratio Rank
HTUS Calmar Ratio Rank: 6565
Calmar Ratio Rank
HTUS Martin Ratio Rank: 8181
Martin Ratio Rank

DFND

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

HTUS vs. DFND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hull Tactical US ETF (HTUS) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HTUSDFNDDifference
Sharpe ratioReturn per unit of total volatility

+2.08

Sortino ratioReturn per unit of downside risk

+2.95

Omega ratioGain probability vs. loss probability

1.44

1.05

+0.38

Calmar ratioReturn relative to maximum drawdown

3.13

0.60

+2.53

Martin ratioReturn relative to average drawdown

15.60

1.08

+14.52

HTUS vs. DFND - Sharpe Ratio Comparison

The current HTUS Sharpe Ratio is 2.27, which is higher than the DFND Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of HTUS and DFND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HTUS vs. DFND - Drawdown Comparison

The maximum HTUS drawdown since its inception was -47.50%, which is greater than DFND's maximum drawdown of -22.65%. Use the drawdown chart below to compare losses from any high point for HTUS and DFND.


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Drawdown Indicators


HTUSDFNDDifference

Max Drawdown

Largest peak-to-trough decline

-47.50%

-22.65%

-24.85%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-3.44%

-5.24%

Max Drawdown (3Y)

Largest decline over 3 years

-24.41%

-12.56%

-11.85%

Max Drawdown (5Y)

Largest decline over 5 years

-24.41%

-22.65%

-1.76%

Max Drawdown (10Y)

Largest decline over 10 years

-47.50%

-22.65%

-24.85%

Current Drawdown

Current decline from peak

-1.49%

-3.69%

+2.20%

Average Drawdown

Average peak-to-trough decline

-4.05%

-5.70%

+1.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

3.72%

-1.98%

Volatility

HTUS vs. DFND - Volatility Comparison

Hull Tactical US ETF (HTUS) has a higher volatility of 3.89% compared to Siren DIVCON Dividend Defender ETF (DFND) at 0.00%. This indicates that HTUS'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


HTUSDFNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.89%

0.00%

+3.89%

Volatility (6M)

Calculated over the trailing 6-month period

9.95%

6.10%

+3.85%

Volatility (1Y)

Calculated over the trailing 1-year period

12.00%

10.88%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.09%

22.44%

-3.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.49%

19.08%

+2.41%

HTUS vs. DFND - Expense Ratio Comparison

HTUS has a 0.97% expense ratio, which is lower than DFND's 1.50% expense ratio.


Dividends

HTUS vs. DFND - Dividend Comparison

HTUS's dividend yield for the trailing twelve months is around 10.78%, while DFND has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%0.00%
HTUS
Hull Tactical US ETF
10.78%11.89%17.80%1.18%5.63%7.20%3.77%0.92%8.69%8.29%3.02%

Frequently Asked Questions


HTUS and DFND have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HTUS has higher volatility (3.89%) compared to DFND (0.00%). In terms of maximum drawdown, HTUS dropped -47.50% vs DFND's -22.65%.

On 10-year performance, HTUS leads with 12.34% vs 7.15% for DFND. On fees, HTUS is cheaper at 0.97% 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 10-year period, HTUS has performed better with a 12.34% return vs 7.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HTUS is cheaper with a 0.97% expense ratio, compared with 1.50% for DFND.

HTUS has the higher dividend yield at 10.78%, compared with 0.62% for DFND.

HTUS is categorized as Long-Short, while DFND is Large Cap Blend Equities. They also come from different issuers: Exchange Traded Concepts and SRN Advisors. Their fees differ too: 0.97% for HTUS and 1.50% for DFND.

HTUS currently has the higher Sharpe Ratio (2.27 vs 0.19), 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.

Portfolio Optimizer

Find the right allocation for HTUS and DFND

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