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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.


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


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Returns By Period

SPDR SSGA Gender Diversity Index ETF (SHE) returned 4.03% year-to-date (YTD) and 14.44% over the past 12 months.


SHE

YTD

4.03%

1M

9.58%

6M

1.37%

1Y

14.44%

5Y*

14.22%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.60%

1M

9.64%

6M

-0.54%

1Y

11.47%

5Y*

15.67%

10Y*

10.79%

*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%-0.38%5.70%4.03%
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

With an overall rank of 78, SHE is among the top 22% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SHE is 7878
Overall Rank
The Sharpe Ratio Rank of SHE is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of SHE is 7878
Sortino Ratio Rank
The Omega Ratio Rank of SHE is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SHE is 8080
Calmar Ratio Rank
The Martin Ratio Rank of SHE is 7777
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 Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

SPDR SSGA Gender Diversity Index ETF Sharpe ratios as of May 16, 2025 (values are recalculated daily):

  • 1-Year: 0.81
  • 5-Year: 0.79
  • All Time: 0.62

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of SPDR SSGA Gender Diversity Index ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

SPDR SSGA Gender Diversity Index ETF provided a 1.15% 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

1.15%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$0.00$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.


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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 2.39%.


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 chart below shows the rolling one-month volatility.


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