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SPDR SSGA Gender Diversity Index ETF (SHE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US78468R7474

CUSIP

78468R747

Inception Date

Mar 7, 2016

Region

North America (U.S.)

Leveraged

1x

Index Tracked

SSGA Gender Diversity (TR)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

SHE has an expense ratio of 0.20%, which is considered low.


Expense ratio chart for SHE: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SHE: 0.20%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR SSGA Gender Diversity Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


120.00%140.00%160.00%180.00%200.00%220.00%NovemberDecember2025FebruaryMarchApril
149.11%
179.16%
SHE (SPDR SSGA Gender Diversity Index ETF)
Benchmark (^GSPC)

Returns By Period

SPDR SSGA Gender Diversity Index ETF had a return of -2.86% year-to-date (YTD) and 10.67% in the last 12 months.


SHE

YTD

-2.86%

1M

-2.77%

6M

-2.22%

1Y

10.67%

5Y*

12.70%

10Y*

N/A

^GSPC (Benchmark)

YTD

-6.06%

1M

-2.95%

6M

-4.87%

1Y

8.34%

5Y*

13.98%

10Y*

10.15%

*Annualized

Monthly Returns

The table below presents the monthly returns of SHE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.06%0.42%-5.45%-1.68%-2.86%
20242.56%5.76%2.97%-4.72%3.52%4.51%0.81%2.93%0.92%0.15%6.58%-4.13%23.36%
20235.90%-3.30%3.14%1.64%-1.34%6.33%3.19%-1.94%-4.23%-1.14%8.46%4.57%22.38%
2022-7.88%-3.38%1.74%-9.07%-1.35%-7.91%7.76%-2.98%-8.00%10.90%3.74%-5.45%-21.73%
2021-1.99%6.12%2.13%4.39%0.66%2.11%1.72%2.39%-4.46%5.99%-6.74%2.73%15.17%
2020-1.03%-8.49%-15.13%13.44%5.79%0.84%3.22%6.98%-2.14%-2.76%14.07%5.77%17.93%
20198.00%2.69%0.96%3.13%-5.13%6.70%1.06%-1.97%1.03%1.10%3.14%1.36%23.63%
20184.51%-3.20%-1.80%1.16%1.00%1.56%3.35%2.13%1.28%-6.91%3.30%-8.92%-3.48%
20171.05%4.28%-0.50%1.32%0.33%1.51%1.40%0.06%2.74%1.19%3.77%0.96%19.56%
20164.15%1.30%0.21%0.10%4.22%0.05%-1.12%-1.50%3.48%0.70%12.01%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SHE is 67, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SHE is 6767
Overall Rank
The Sharpe Ratio Rank of SHE is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of SHE is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SHE is 6666
Omega Ratio Rank
The Calmar Ratio Rank of SHE is 7171
Calmar Ratio Rank
The Martin Ratio Rank of SHE is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR SSGA Gender Diversity Index ETF (SHE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for SHE, currently valued at 0.59, compared to the broader market-1.000.001.002.003.004.00
SHE: 0.59
^GSPC: 0.46
The chart of Sortino ratio for SHE, currently valued at 0.94, compared to the broader market-2.000.002.004.006.008.00
SHE: 0.94
^GSPC: 0.77
The chart of Omega ratio for SHE, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
SHE: 1.14
^GSPC: 1.11
The chart of Calmar ratio for SHE, currently valued at 0.62, compared to the broader market0.002.004.006.008.0010.0012.00
SHE: 0.62
^GSPC: 0.47
The chart of Martin ratio for SHE, currently valued at 2.46, compared to the broader market0.0020.0040.0060.00
SHE: 2.46
^GSPC: 1.94

The current SPDR SSGA Gender Diversity Index ETF Sharpe ratio is 0.59. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR SSGA Gender Diversity Index ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.59
0.46
SHE (SPDR SSGA Gender Diversity Index ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR SSGA Gender Diversity Index ETF provided a 1.23% dividend yield over the last twelve months, with an annual payout of $1.38 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$1.00$2.00$3.00$4.00$5.00201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019201820172016
Dividend$1.38$1.32$1.30$1.21$1.01$1.12$1.47$4.71$3.80$4.01

Dividend yield

1.23%1.14%1.37%1.54%0.99%1.24%1.91%7.39%5.37%6.41%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR SSGA Gender Diversity Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.29$0.00$0.29
2024$0.00$0.00$0.23$0.00$0.00$0.32$0.00$0.00$0.33$0.00$0.00$0.45$1.32
2023$0.00$0.00$0.32$0.00$0.00$0.35$0.00$0.00$0.34$0.00$0.00$0.30$1.30
2022$0.00$0.00$0.26$0.00$0.00$0.29$0.00$0.00$0.28$0.00$0.00$0.38$1.21
2021$0.00$0.00$0.30$0.00$0.00$0.26$0.00$0.00$0.14$0.00$0.00$0.32$1.01
2020$0.00$0.00$0.32$0.00$0.00$0.33$0.00$0.00$0.18$0.00$0.00$0.29$1.12
2019$0.00$0.00$0.34$0.00$0.00$0.38$0.00$0.00$0.34$0.00$0.00$0.41$1.47
2018$0.00$0.00$0.30$0.00$0.00$0.38$0.00$0.00$0.62$0.00$0.00$3.41$4.71
2017$0.00$0.00$0.27$0.00$0.00$0.30$0.00$0.00$0.32$0.00$0.00$2.91$3.80
2016$0.07$0.00$0.00$0.28$0.00$0.00$0.35$0.00$0.00$3.31$4.01

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.86%
-10.07%
SHE (SPDR SSGA Gender Diversity Index ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR SSGA Gender Diversity Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SPDR SSGA Gender Diversity Index ETF was 35.80%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current SPDR SSGA Gender Diversity Index ETF drawdown is 8.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.8%Feb 20, 202023Mar 23, 2020114Sep 2, 2020137
-31.69%Nov 17, 2021219Sep 30, 2022359Mar 7, 2024578
-18.23%Sep 24, 201864Dec 24, 201886Apr 30, 2019150
-17.07%Feb 20, 202534Apr 8, 2025
-10.28%Jan 29, 20189Feb 8, 2018115Jul 25, 2018124

Volatility

Volatility Chart

The current SPDR SSGA Gender Diversity Index ETF volatility is 12.64%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.64%
14.23%
SHE (SPDR SSGA Gender Diversity Index ETF)
Benchmark (^GSPC)