Summary
LEAD
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 18.74% Volatility 18.50% Sharpe 0.84
Official loaded data — not a live quote.

SIREN DIVCON LEADERS DIVIDEND ETF

Symbol: LEAD

Exchange: BATS

Sector: Technology

Category: Large Blend

Inception date: 06/01/2016

Latest date: 20/07/2026

Current price: $85.92

Expense ratio: 0.43%

Assets under management
$77.1M
0.00% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-4.81%

Ann. -38.68% (Sharpe / Sortino numerator)

Volatility

19.93%

Sharpe ratio

-2.123

VaR 95%

-1.86%

CVaR 95%: -2.23%
Max drawdown: -7.35%
Sortino ratio: -3.625
Calmar ratio: -5.26

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

2.58%

Ann. 3.62% (Sharpe / Sortino numerator)

Volatility

17.58%

Sharpe ratio

-0.001

VaR 95%

-1.83%

CVaR 95%: -2.15%
Max drawdown: -8.65%
Sortino ratio: -0.001
Calmar ratio: 0.42

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.17%

Ann. 1.99% (Sharpe / Sortino numerator)

Volatility

16.44%

Sharpe ratio

-0.100

VaR 95%

-1.82%

CVaR 95%: -2.33%
Max drawdown: -8.65%
Sortino ratio: -0.145
Calmar ratio: 0.23

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

18.74%

Ann. 19.22% (Sharpe / Sortino numerator)

Volatility

18.50%

Sharpe ratio

0.843

VaR 95%

-1.75%

CVaR 95%: -2.66%
Max drawdown: -8.65%
Sortino ratio: 1.170
Calmar ratio: 2.22

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

32.33%

Ann. 10.02% (Sharpe / Sortino numerator)

Volatility

16.32%

Sharpe ratio

0.391

VaR 95%

-1.60%

CVaR 95%: -2.31%
Max drawdown: -17.86%
Sortino ratio: 0.563
Calmar ratio: 0.56

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

55.07%

Ann. 14.55% (Sharpe / Sortino numerator)

Volatility

15.30%

Sharpe ratio

0.714

VaR 95%

-1.49%

CVaR 95%: -2.10%
Max drawdown: -17.86%
Sortino ratio: 1.064
Calmar ratio: 0.81

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.074%

Best day

3.655%

08/04/2026
Worst day

-3.014%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $85.92 $85.92 $85.92 $85.92 0
17/07/2026 $85.92 $85.92 $85.92 $85.92 0
16/07/2026 $85.92 $85.92 $85.92 $85.92 0
15/07/2026 $85.92 $85.92 $85.92 $85.92 0
14/07/2026 $85.85 $86.00 $85.83 $85.92 1,966
13/07/2026 $85.91 $86.03 $85.79 $85.81 1,832
10/07/2026 $85.77 $85.88 $85.72 $85.88 3,930
09/07/2026 $85.96 $86.32 $85.88 $85.88 12,329
08/07/2026 $85.28 $86.56 $85.28 $86.44 666
07/07/2026 $85.96 $86.15 $85.72 $86.15 23,070