HAIL vs. SHEH

Last updated Aug 4, 2026

HAIL (SPDR S&P Kensho Smart Mobility ETF) and SHEH (Shell plc ADRhedged ETF) are both exchange-traded funds - HAIL is a Global Equities fund tracking the S&P Kensho Smart Transportation Index, while SHEH is a Energy Equities fund tracking the Shell plc - Benchmark Price Return. Both are passively managed. Over the past year, HAIL returned 24.40% vs 27.83% for SHEH. Their -0.02 correlation means they have often moved in opposite directions in the past. HAIL charges 0.45%/yr vs 0.19%/yr for SHEH.

Performance

HAIL vs. SHEH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Kensho Smart Mobility ETF (HAIL) and Shell plc ADRhedged ETF (SHEH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HAIL achieves a 11.97% return, which is significantly lower than SHEH's 25.14% return.

HAIL

• 1D: 1.90%
• 1M: -3.51%
• 6M: 7.47%
• YTD: 11.97%
• 1Y: 24.40%
• 3Y*: 2.93%
• 5Y*: -6.32%
• 10Y*: —
• ALL TIME*: 4.40%

SHEH

• 1D: -0.63%
• 1M: 15.58%
• 6M: 23.06%
• YTD: 25.14%
• 1Y: 27.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 30.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
HAIL SPDR S&P Kensho Smart Mobility ETF	$27.63K	$158.03K	$150.74K
SHEH Shell plc ADRhedged ETF	$782.03K	$668.74K	$325.26K

HAIL vs. SHEH - Yearly Performance Comparison

	2026 (YTD)	2025
HAIL SPDR S&P Kensho Smart Mobility ETF	11.97%	44.12%
SHEH Shell plc ADRhedged ETF	25.14%	12.63%

Correlation

The correlation between HAIL and SHEH is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.07
Correlation (All Time) Calculated using the full available price history since Apr 23, 2025	-0.02

HAIL vs. SHEH - Sectors Allocation Comparison

Sectors	HAIL	SHEH
Technology	37.8%	-
Consumer Cyclical	36.2%	-
Industrials	20.3%	-
Communication Services	4.0%	-
Financial Services	3.1%	-
Basic Materials	0.8%	-
Energy	0.8%	96.5%
Consumer Defensive	-	-
Healthcare	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

HAIL vs. SHEH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HAIL

HAIL Risk / Return Rank: 31
HAIL Sharpe Ratio Rank: 31
HAIL Sortino Ratio Rank: 31
HAIL Omega Ratio Rank: 30
HAIL Calmar Ratio Rank: 34
HAIL Martin Ratio Rank: 31

SHEH

SHEH Risk / Return Rank: 44
SHEH Sharpe Ratio Rank: 48
SHEH Sortino Ratio Rank: 46
SHEH Omega Ratio Rank: 45
SHEH Calmar Ratio Rank: 41
SHEH Martin Ratio Rank: 38

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HAIL vs. SHEH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho Smart Mobility ETF (HAIL) and Shell plc ADRhedged ETF (SHEH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.

	HAIL	SHEH	Difference
Sharpe ratio: Return per unit of total volatility	0.77	1.33	-0.57
Sortino ratio: Return per unit of downside risk	1.22	1.86	-0.64
Omega ratio: Gain probability vs. loss probability	1.15	1.23	-0.09
Calmar ratio: Return relative to maximum drawdown	1.18	1.59	-0.42
Martin ratio: Return relative to average drawdown	2.90	4.35	-1.45

HAIL vs. SHEH - Sharpe Ratio Comparison

The current HAIL Sharpe Ratio is 0.77, which is lower than the SHEH Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of HAIL and SHEH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

HAIL vs. SHEH - Drawdown Comparison

The maximum HAIL drawdown since its inception was -65.98%, which is greater than SHEH's maximum drawdown of -17.53%. Use the drawdown chart below to compare losses from any high point for HAIL and SHEH.

Drawdown Indicators

	HAIL	SHEH	Difference
Max Drawdown Largest peak-to-trough decline	-65.98%	-17.53%	-48.45%
Max Drawdown (1Y) Largest decline over 1 year	-20.80%	-17.53%	-3.27%
Max Drawdown (3Y) Largest decline over 3 years	-37.18%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-63.01%	—	—
Current Drawdown Current decline from peak	-40.94%	-3.52%	-37.42%
Average Drawdown Average peak-to-trough decline	-31.73%	-4.14%	-27.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.43%	6.41%	+2.02%

Volatility

HAIL vs. SHEH - Volatility Comparison

SPDR S&P Kensho Smart Mobility ETF (HAIL) has a higher volatility of 9.36% compared to Shell plc ADRhedged ETF (SHEH) at 6.85%. This indicates that HAIL's price experiences larger fluctuations and is considered to be riskier than SHEH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HAIL	SHEH	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.36%	6.85%	+2.51%
Volatility (6M) Calculated over the trailing 6-month period	25.47%	17.33%	+8.14%
Volatility (1Y) Calculated over the trailing 1-year period	32.00%	21.00%	+11.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.33%	20.53%	+11.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.88%	20.53%	+11.35%

HAIL vs. SHEH - Expense Ratio Comparison

HAIL has a 0.45% expense ratio, which is higher than SHEH's 0.19% expense ratio.

Dividends

HAIL vs. SHEH - Dividend Comparison

HAIL's dividend yield for the trailing twelve months is around 1.71%, less than SHEH's 1.86% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
HAIL SPDR S&P Kensho Smart Mobility ETF	1.71%	2.00%	2.98%	2.62%	2.09%	1.36%	0.52%	1.17%	2.54%
SHEH Shell plc ADRhedged ETF	1.86%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both HAIL and SHEH in my portfolio?

HAIL and SHEH have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HAIL or SHEH?

HAIL has higher volatility (9.36%) compared to SHEH (6.85%). In terms of maximum drawdown, HAIL dropped -65.98% vs SHEH's -17.53%.

Which ETF is better, HAIL or SHEH?

On 1-year performance, SHEH leads with 27.83% vs 24.40% for HAIL. On fees, SHEH is cheaper at 0.19% per year. On volatility, SHEH has been the lower-risk option at 6.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, HAIL or SHEH?

Over the 1-year period, SHEH has performed better with a 27.83% return vs 24.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, HAIL or SHEH?

SHEH is cheaper with a 0.19% expense ratio, compared with 0.45% for HAIL.

Which ETF pays a higher dividend yield, HAIL or SHEH?

SHEH has the higher dividend yield at 1.86%, compared with 1.71% for HAIL.

What is the main difference between HAIL and SHEH?

HAIL is categorized as Global Equities, while SHEH is Energy Equities. HAIL tracks S&P Kensho Smart Transportation Index, while SHEH tracks Shell plc - Benchmark Price Return. They also come from different issuers: State Street and ADRhedged. Their fees differ too: 0.45% for HAIL and 0.19% for SHEH.

Which has better risk-adjusted returns?

SHEH currently has the higher Sharpe Ratio (1.33 vs 0.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.