- ISIN
- US78468R7474
- CUSIP
- 78468R747
- Issuer
- State Street
- Inception Date
- Mar 7, 2016
- Region
- North America (U.S.)
- Category
- Large Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- SSGA Gender Diversity (TR)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $322M
Share Price Chart
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Performance
SHE Performance Chart
SPDR SSGA Gender Diversity Index ETF (SHE) is up 16.7% since the beginning of the year. SHE is currently trading at $153 per share. Investors who bought $1,000 worth of SHE shares 5 years ago would now be looking at an investment worth $1,621.
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Returns By Period
SPDR SSGA Gender Diversity Index ETF (SHE) has returned 16.68% so far this year and 28.00% over the past 12 months. Over the last ten years, SHE has returned 12.78% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.
SPDR SSGA Gender Diversity Index ETF
- 1D
- -1.22%
- 1M
- 1.20%
- YTD
- 16.68%
- 6M
- 16.31%
- 1Y
- 28.00%
- 3Y*
- 22.78%
- 5Y*
- 10.14%
- 10Y*
- 12.78%
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
SHE Monthly Returns History
Based on dividend-adjusted daily data since Mar 8, 2016, SHE's average daily return is +0.05%, while the average monthly return is +1.11%. At this rate, an investment would double in approximately 5.2 years.
Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +14.1%, while the worst month was Mar 2020 at -15.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SHE closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.4%, while the worst single day was Mar 16, 2020 at -11.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.73% | -0.91% | -4.69% | 11.89% | 9.76% | -2.08% | 16.68% | ||||||
| 2025 | 4.06% | 0.42% | -5.45% | -0.38% | 5.86% | 4.05% | -0.34% | 1.29% | 1.48% | 2.86% | -0.69% | 1.80% | 15.50% |
| 2024 | 2.56% | 5.76% | 2.97% | -4.72% | 3.52% | 4.51% | 0.81% | 2.93% | 0.91% | 0.15% | 6.58% | -4.13% | 23.35% |
| 2023 | 5.90% | -3.30% | 3.14% | 1.64% | -1.34% | 6.33% | 3.19% | -1.94% | -4.23% | -1.14% | 8.46% | 4.57% | 22.37% |
| 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% |
Benchmark Metrics
SPDR SSGA Gender Diversity Index ETF has an annualized alpha of 0.00%, beta of 0.95, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since March 08, 2016.
- With beta of 0.95 and R2 of 0.91, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.00%
- Beta
- 0.95
- R²
- 0.91
- Upside Capture
- 97.46%
- Downside Capture
- 100.36%
Expense Ratio
SHE has an expense ratio of 0.20%, which is considered low.
Return for Risk
Risk / Return Rank
SHE ranks 69 for risk / return — better than 69% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SPDR SSGA Gender Diversity Index ETF (SHE) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SHE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.32 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 2.46 | +0.84 |
| Martin ratioReturn relative to average drawdown | 12.91 | 10.92 | +1.99 |
Dividends
Dividend History
SPDR SSGA Gender Diversity Index ETF provided a 1.09% dividend yield over the last twelve months, with an annual payout of $1.67 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.67 | $1.56 | $1.32 | $1.30 | $1.21 | $1.02 | $1.11 | $1.47 | $4.71 | $3.80 | $4.01 |
Dividend yield | 1.09% | 1.18% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.45 | $0.80 | ||||||
| 2025 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.40 | $0.00 | $0.00 | $0.41 | $0.00 | $0.46 | $0.00 | $1.56 |
| 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 | $1.02 |
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 2.98%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -35.80%Mar 2020 | 1mo 2d | 5mo 13d | 6mo 15dFeb 2020 - Sep 2020 |
Bear market2022 | -31.69%Sep 2022 | 10mo 17d | 1y 5mo | 2y 3moNov 2021 - Mar 2024 |
Rate-hike selloffLate 2018 | -18.23%Dec 2018 | 3mo 1d | 4mo 7d | 7mo 8dSep 2018 - Apr 2019 |
2025 selloff2025 | -17.07%Apr 2025 | 1mo 17d | 2mo 19d | 4mo 6dFeb 2025 - Jun 2025 |
2018 correction2018 | -10.28%Feb 2018 | 10d | 5mo 17d | 5mo 27dJan 2018 - Jul 2018 |
Drawdown Indicators
| SHE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.80% | -56.78% | +20.98% |
Max Drawdown (1Y)Largest decline over 1 year | -8.54% | -9.10% | +0.56% |
Max Drawdown (3Y)Largest decline over 3 years | -17.07% | -18.90% | +1.83% |
Max Drawdown (5Y)Largest decline over 5 years | -31.69% | -25.43% | -6.26% |
Max Drawdown (10Y)Largest decline over 10 years | -35.80% | -33.92% | -1.88% |
Current DrawdownCurrent decline from peak | -2.98% | -3.21% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -10.71% | +4.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.04% | +0.13% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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