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LEAD vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEAD vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Siren DIVCON Leaders Dividend ETF (LEAD) and WisdomTree Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LEAD achieves a 15.50% return, which is significantly higher than USFR's 1.82% return. Over the past 10 years, LEAD has outperformed USFR with an annualized return of 14.89%, while USFR has yielded a comparatively lower 2.43% annualized return.


LEAD

1D
-2.75%
1M
3.28%
YTD
15.50%
6M
13.95%
1Y
26.47%
3Y*
18.63%
5Y*
11.97%
10Y*
14.89%

USFR

1D
0.04%
1M
0.33%
YTD
1.82%
6M
1.92%
1Y
3.99%
3Y*
4.74%
5Y*
3.71%
10Y*
2.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LEAD vs. USFR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LEAD
Siren DIVCON Leaders Dividend ETF
15.50%15.52%10.32%26.25%-18.16%29.69%23.41%33.75%-6.63%24.89%
USFR
WisdomTree Floating Rate Treasury Fund
1.82%4.23%5.47%5.18%1.98%-0.03%0.56%2.02%2.01%1.03%

Correlation

The correlation between LEAD and USFR is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.15

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

-0.05

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

-0.03

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Jan 6, 2016

-0.01

The correlation between LEAD and USFR shifts across timeframes, from -0.15 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LEAD vs. USFR — Risk / Return Rank

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

LEAD
LEAD Risk / Return Rank: 6060
Overall Rank
LEAD Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
LEAD Sortino Ratio Rank: 5252
Sortino Ratio Rank
LEAD Omega Ratio Rank: 5151
Omega Ratio Rank
LEAD Calmar Ratio Rank: 6767
Calmar Ratio Rank
LEAD Martin Ratio Rank: 7474
Martin Ratio Rank

USFR
USFR Risk / Return Rank: 100100
Overall Rank
USFR Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
USFR Sortino Ratio Rank: 100100
Sortino Ratio Rank
USFR Omega Ratio Rank: 100100
Omega Ratio Rank
USFR Calmar Ratio Rank: 100100
Calmar Ratio Rank
USFR Martin Ratio Rank: 100100
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.

LEAD vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Siren DIVCON Leaders Dividend ETF (LEAD) and WisdomTree Floating Rate Treasury Fund (USFR). 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.


LEADUSFRDifference
Sharpe ratioReturn per unit of total volatility

-12.95

Sortino ratioReturn per unit of downside risk

-47.76

Omega ratioGain probability vs. loss probability

1.30

13.31

-12.01

Calmar ratioReturn relative to maximum drawdown

3.08

201.33

-198.26

Martin ratioReturn relative to average drawdown

12.99

779.76

-766.78

LEAD vs. USFR - Sharpe Ratio Comparison

The current LEAD Sharpe Ratio is 1.72, which is lower than the USFR Sharpe Ratio of 14.67. The chart below compares the historical Sharpe Ratios of LEAD and USFR, 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

LEAD vs. USFR - Drawdown Comparison

The maximum LEAD drawdown since its inception was -32.19%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for LEAD and USFR.


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Drawdown Indicators


LEADUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-32.19%

-1.36%

-30.83%

Max Drawdown (1Y)

Largest decline over 1 year

-8.65%

-0.02%

-8.63%

Max Drawdown (3Y)

Largest decline over 3 years

-17.86%

-0.06%

-17.80%

Max Drawdown (5Y)

Largest decline over 5 years

-24.93%

-0.18%

-24.75%

Max Drawdown (10Y)

Largest decline over 10 years

-32.19%

-0.80%

-31.39%

Current Drawdown

Current decline from peak

-2.75%

0.00%

-2.75%

Average Drawdown

Average peak-to-trough decline

-4.41%

-0.15%

-4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

0.01%

+2.03%

Volatility

LEAD vs. USFR - Volatility Comparison

Siren DIVCON Leaders Dividend ETF (LEAD) has a higher volatility of 6.66% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.09%. This indicates that LEAD's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEADUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.66%

0.09%

+6.57%

Volatility (6M)

Calculated over the trailing 6-month period

12.50%

0.19%

+12.31%

Volatility (1Y)

Calculated over the trailing 1-year period

15.50%

0.27%

+15.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.53%

0.40%

+17.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.73%

0.78%

+17.95%

LEAD vs. USFR - Expense Ratio Comparison

LEAD has a 0.43% expense ratio, which is higher than USFR's 0.15% expense ratio.


Dividends

LEAD vs. USFR - Dividend Comparison

LEAD's dividend yield for the trailing twelve months is around 0.58%, less than USFR's 3.90% yield.


PositionTTM2025202420232022202120202019201820172016
LEAD
Siren DIVCON Leaders Dividend ETF
0.58%0.70%0.93%1.13%1.27%1.79%0.81%1.32%1.38%0.97%1.38%
USFR
WisdomTree Floating Rate Treasury Fund
3.90%4.15%5.17%5.12%1.78%0.01%0.40%2.08%1.67%1.03%0.29%

Frequently Asked Questions


LEAD and USFR have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LEAD has higher volatility (6.66%) compared to USFR (0.09%). In terms of maximum drawdown, LEAD dropped -32.19% vs USFR's -1.36%.

On 10-year performance, LEAD leads with 14.89% vs 2.43% for USFR. On fees, USFR is cheaper at 0.15% per year. On volatility, USFR has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, LEAD has performed better with a 14.89% return vs 2.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USFR is cheaper with a 0.15% expense ratio, compared with 0.43% for LEAD.

USFR has the higher dividend yield at 3.90%, compared with 0.58% for LEAD.

LEAD is categorized as Large Cap Growth Equities, while USFR is Government Bonds. LEAD tracks Siren DIVCON Leaders Dividend Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: SRN Advisors and WisdomTree. Their fees differ too: 0.43% for LEAD and 0.15% for USFR.

USFR currently has the higher Sharpe Ratio (14.67 vs 1.72), 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

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