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WBIY vs. LEAD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WBIY vs. LEAD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WBI Power Factor High Dividend ETF (WBIY) and Siren DIVCON Leaders Dividend ETF (LEAD). The values are adjusted to include any dividend payments, if applicable.

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WBIY vs. LEAD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WBIY
WBI Power Factor High Dividend ETF
6.54%13.00%8.36%13.80%-0.52%28.35%-8.48%24.82%-14.47%14.59%
LEAD
Siren DIVCON Leaders Dividend ETF
1.87%15.52%10.32%26.25%-18.16%29.69%23.41%33.75%-6.63%24.89%

Returns By Period

In the year-to-date period, WBIY achieves a 6.54% return, which is significantly higher than LEAD's 1.87% return.


WBIY

1D
-0.62%
1M
-2.73%
YTD
6.54%
6M
9.25%
1Y
20.06%
3Y*
13.58%
5Y*
9.79%
10Y*

LEAD

1D
1.09%
1M
-4.51%
YTD
1.87%
6M
1.47%
1Y
20.28%
3Y*
14.52%
5Y*
10.31%
10Y*
13.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WBIY vs. LEAD - Expense Ratio Comparison

WBIY has a 0.97% expense ratio, which is higher than LEAD's 0.43% expense ratio.


Return for Risk

WBIY vs. LEAD — Risk / Return Rank

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

WBIY
WBIY Risk / Return Rank: 5656
Overall Rank
WBIY Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
WBIY Sortino Ratio Rank: 6161
Sortino Ratio Rank
WBIY Omega Ratio Rank: 5252
Omega Ratio Rank
WBIY Calmar Ratio Rank: 5656
Calmar Ratio Rank
WBIY Martin Ratio Rank: 5656
Martin Ratio Rank

LEAD
LEAD Risk / Return Rank: 6363
Overall Rank
LEAD Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
LEAD Sortino Ratio Rank: 6161
Sortino Ratio Rank
LEAD Omega Ratio Rank: 5555
Omega Ratio Rank
LEAD Calmar Ratio Rank: 6868
Calmar Ratio Rank
LEAD Martin Ratio Rank: 7373
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.

WBIY vs. LEAD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WBI Power Factor High Dividend ETF (WBIY) and Siren DIVCON Leaders Dividend ETF (LEAD). 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.


WBIYLEADDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.10

-0.07

Sortino ratio

Return per unit of downside risk

1.62

1.64

-0.02

Omega ratio

Gain probability vs. loss probability

1.20

1.22

-0.01

Calmar ratio

Return relative to maximum drawdown

1.55

1.89

-0.34

Martin ratio

Return relative to average drawdown

5.81

8.36

-2.55

WBIY vs. LEAD - Sharpe Ratio Comparison

The current WBIY Sharpe Ratio is 1.03, which is comparable to the LEAD Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of WBIY and LEAD, 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


WBIYLEADDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.10

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.60

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.74

-0.37

Correlation

The correlation between WBIY and LEAD is 0.63, 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

WBIY vs. LEAD - Dividend Comparison

WBIY's dividend yield for the trailing twelve months is around 4.55%, more than LEAD's 0.66% yield.


TTM2025202420232022202120202019201820172016
WBIY
WBI Power Factor High Dividend ETF
4.55%4.73%4.57%4.87%4.40%3.94%5.10%4.54%3.25%5.84%0.01%
LEAD
Siren DIVCON Leaders Dividend ETF
0.66%0.70%0.93%1.13%1.27%1.79%0.81%1.32%1.38%0.97%1.38%

Drawdowns

WBIY vs. LEAD - Drawdown Comparison

The maximum WBIY drawdown since its inception was -48.71%, which is greater than LEAD's maximum drawdown of -32.19%. Use the drawdown chart below to compare losses from any high point for WBIY and LEAD.


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Drawdown Indicators


WBIYLEADDifference

Max Drawdown

Largest peak-to-trough decline

-48.71%

-32.19%

-16.52%

Max Drawdown (1Y)

Largest decline over 1 year

-12.94%

-10.87%

-2.07%

Max Drawdown (5Y)

Largest decline over 5 years

-20.97%

-24.93%

+3.96%

Max Drawdown (10Y)

Largest decline over 10 years

-32.19%

Current Drawdown

Current decline from peak

-3.91%

-4.94%

+1.03%

Average Drawdown

Average peak-to-trough decline

-7.20%

-4.48%

-2.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

2.45%

+0.99%

Volatility

WBIY vs. LEAD - Volatility Comparison

The current volatility for WBI Power Factor High Dividend ETF (WBIY) is 2.97%, while Siren DIVCON Leaders Dividend ETF (LEAD) has a volatility of 5.85%. This indicates that WBIY experiences smaller price fluctuations and is considered to be less risky than LEAD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WBIYLEADDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

5.85%

-2.88%

Volatility (6M)

Calculated over the trailing 6-month period

10.14%

11.60%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

19.51%

18.55%

+0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.51%

17.27%

+1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.79%

18.60%

+4.19%