LEAD

Siren DIVCON Leaders Dividend ETF
*Unless otherwise stated, data provided by FactSet.

LEAD Fund Description

LEAD tracks an index of dividend-paying US large-cap stocks that are deemed likely to increase their dividends in the next twelve months.

LEAD Factset Analytics Insight

LEAD seeks to hold US large-cap stocks with rising dividends. The issuer uses a proprietary model to score the 500 largest US firms on their likelihood of increasing distributions in the next year. The system analyzes seven quantitative factors to determine the score. The top 30 stocks are selected and weighted by score for inclusion in the index. The index is reconstituted annually in December. The fund was acquired by SRN Advisors. The fund was acquired by SRN Advisors. Prior to Nov. 23, 2020, the fund and index names were Reality Shares DIVCON Leaders Dividend ETF and Reality Shares DIVCON Leaders Dividend Index, respectively.

LEAD MSCI ESG Analytics Insight

Siren DIVCON Leaders Dividend ETF has an MSCI ESG Fund Rating of AA based on a score of 7.16 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Siren DIVCON Leaders Dividend ETF ranks in the 77th percentile within its peer group and in the 93th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

LEAD MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 07/27/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
LEAD 3.30% 4.90% 16.06% 30.94% 17.91% 16.66% --
LEAD (NAV) 2.75% 4.61% 15.44% 28.96% 17.99% 16.41% --
MSCI USA Large Cap Index 3.37% 6.20% 17.87% 38.49% 19.38% 18.32% 15.69%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

LEAD Summary Data

SRN Advisors
Siren
01/07/20
Open-Ended Fund
0.43%
$43.96M
$111.96K
0.08%

LEAD Portfolio Data

$159.09B
23.44
6.48
0.19%
N/A
47

LEAD Index Data

Siren DIVCON Leaders Dividend Index
Proprietary
Proprietary
MSCI USA Large Cap Index

LEAD Portfolio Management

0.43%
--
--
--

LEAD Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

LEAD Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Medium
Daily

LEAD Factset Analytics Block Liquidity

As of 07/28/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of LEAD. LEAD is rated a 5 out of 5.

LEAD Tradability

2,127
$111.96K
1,304
$70.35K
0.08%
$0.04
-0.02%
2.65% / -0.48%
None
100.00%
25,000
0.05
0.04%
0.02%
0
$54.67
5

LEAD Sector/Industry Breakdown


LEAD
Segment Benchmark
29.49%
35.75%
22.32%
8.91%
16.90%
14.48%
10.78%
12.96%
9.23%
6.22%
8.98%
13.20%
2.31%
2.07%

LEAD Countries


LEAD
Segment Benchmark
100.00%
99.90%
--
0.10%

LEAD Regions


LEAD
Segment Benchmark
100.00%
100.00%

LEAD Economic Development


LEAD
Segment Benchmark
100.00%
100.00%

LEAD Performance Statistics

0.86
0.88
0.93
0.84
0.37%
MSCI USA Large Cap Index

LEAD MSCI ESG Ratings

7.16 / 10
93.28
77.44
3.93%
4.80%
36.12

LEAD Benchmark Comparison Holdings

47
291
27
14.01%

LEAD Benchmark Comparison Summary


LEAD
Segment Benchmark
47
291
$159.09B
$529.51B
23.44
32.61
6.48
4.89
1.19%
1.35%
Medium
Low

LEAD Benchmark Comparison Market Cap Size


LEAD
Segment Benchmark
91.49%
100.00%
8.51%
0.00%
0.00%
0.00%
0.00%
0.00%