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QDIV vs. DFND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QDIV vs. DFND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Quality Dividend ETF (QDIV) and Siren DIVCON Dividend Defender ETF (DFND). The values are adjusted to include any dividend payments, if applicable.

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QDIV vs. DFND - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QDIV
Global X S&P 500 Quality Dividend ETF
6.62%3.16%10.62%5.18%-0.50%28.99%0.03%29.00%-12.20%
DFND
Siren DIVCON Dividend Defender ETF
0.00%10.37%8.48%12.13%-19.59%14.80%16.12%19.53%-2.86%

Returns By Period


QDIV

1D
0.44%
1M
-4.13%
YTD
6.62%
6M
6.17%
1Y
8.04%
3Y*
8.20%
5Y*
7.53%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QDIV vs. DFND - Expense Ratio Comparison

QDIV has a 0.20% expense ratio, which is lower than DFND's 1.50% expense ratio.


Return for Risk

QDIV vs. DFND — Risk / Return Rank

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

QDIV
QDIV Risk / Return Rank: 2929
Overall Rank
QDIV Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
QDIV Sortino Ratio Rank: 2929
Sortino Ratio Rank
QDIV Omega Ratio Rank: 2828
Omega Ratio Rank
QDIV Calmar Ratio Rank: 3131
Calmar Ratio Rank
QDIV Martin Ratio Rank: 3131
Martin Ratio Rank

DFND
DFND Risk / Return Rank: 2222
Overall Rank
DFND Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DFND Sortino Ratio Rank: 2929
Sortino Ratio Rank
DFND Omega Ratio Rank: 3030
Omega Ratio Rank
DFND Calmar Ratio Rank: 1111
Calmar Ratio Rank
DFND Martin Ratio Rank: 1111
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.

QDIV vs. DFND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Quality Dividend ETF (QDIV) 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.


QDIVDFNDDifference

Sharpe ratio

Return per unit of total volatility

0.48

0.46

+0.02

Sortino ratio

Return per unit of downside risk

0.80

0.81

-0.01

Omega ratio

Gain probability vs. loss probability

1.11

1.12

-0.01

Calmar ratio

Return relative to maximum drawdown

0.72

-0.05

+0.77

Martin ratio

Return relative to average drawdown

2.62

-0.12

+2.73

QDIV vs. DFND - Sharpe Ratio Comparison

The current QDIV Sharpe Ratio is 0.48, which is comparable to the DFND Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of QDIV and DFND, 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


QDIVDFNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

0.46

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.21

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.36

+0.07

Correlation

The correlation between QDIV and DFND is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

QDIV vs. DFND - Dividend Comparison

QDIV's dividend yield for the trailing twelve months is around 2.99%, more than DFND's 0.62% yield.


TTM202520242023202220212020201920182017
QDIV
Global X S&P 500 Quality Dividend ETF
2.99%3.13%2.88%3.26%3.02%2.44%3.06%2.84%1.30%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

QDIV vs. DFND - Drawdown Comparison

The maximum QDIV drawdown since its inception was -41.20%, which is greater than DFND's maximum drawdown of -22.65%. Use the drawdown chart below to compare losses from any high point for QDIV and DFND.


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Drawdown Indicators


QDIVDFNDDifference

Max Drawdown

Largest peak-to-trough decline

-41.20%

-22.65%

-18.55%

Max Drawdown (1Y)

Largest decline over 1 year

-12.82%

-7.48%

-5.34%

Max Drawdown (5Y)

Largest decline over 5 years

-18.52%

-22.65%

+4.13%

Max Drawdown (10Y)

Largest decline over 10 years

-22.65%

Current Drawdown

Current decline from peak

-5.38%

-3.69%

-1.69%

Average Drawdown

Average peak-to-trough decline

-5.55%

-5.73%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

3.80%

-0.27%

Volatility

QDIV vs. DFND - Volatility Comparison

Global X S&P 500 Quality Dividend ETF (QDIV) has a higher volatility of 3.04% compared to Siren DIVCON Dividend Defender ETF (DFND) at 0.00%. This indicates that QDIV'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


QDIVDFNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

0.00%

+3.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.81%

8.52%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

16.71%

17.95%

-1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.35%

22.58%

-7.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.59%

19.15%

+0.44%