SHE vs. CCOR
SHE (SPDR SSGA Gender Diversity Index ETF) and CCOR (Core Alternative ETF) are both Large Cap Growth Equities funds. SHE is passively managed, while CCOR is actively managed. Over the past 5 years, SHE returned 9.79%/yr vs -1.67%/yr for CCOR. Their 0.25 correlation means their historical movements had little consistent relationship. SHE charges 0.20%/yr vs 1.09%/yr for CCOR.
Performance
SHE vs. CCOR - Performance Comparison
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Returns By Period
In the year-to-date period, SHE achieves a 17.65% return, which is significantly higher than CCOR's 0.43% return.
SHE
- 1D
- 0.37%
- 1M
- 0.64%
- 6M
- 14.53%
- YTD
- 17.65%
- 1Y
- 27.23%
- 3Y*
- 20.92%
- 5Y*
- 9.79%
- 10Y*
- 12.27%
- ALL TIME*
- 12.72%
CCOR
- 1D
- -0.57%
- 1M
- 0.53%
- 6M
- -3.08%
- YTD
- 0.43%
- 1Y
- -1.08%
- 3Y*
- -0.82%
- 5Y*
- -1.67%
- 10Y*
- —
- ALL TIME*
- 1.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $61.54K | $68.15K | $77.63K | |
| $460.23K | $379.38K | $467.51K |
SHE vs. CCOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHE SPDR SSGA Gender Diversity Index ETF | 17.65% | 15.50% | 23.35% | 22.37% | -21.73% | 15.17% | 17.93% | 23.63% | -3.48% | 13.10% |
CCOR Core Alternative ETF | 0.43% | 3.52% | -5.70% | -11.92% | 2.51% | 9.90% | 4.07% | 6.03% | 4.64% | 3.97% |
Correlation
The correlation between SHE and CCOR is -0.01, 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. | -0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (All Time) Calculated using the full available price history since May 24, 2017 | 0.25 |
The correlation between SHE and CCOR shifts across timeframes, from -0.01 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
SHE vs. CCOR - Sectors Allocation Comparison
Sectors
SHE
CCOR
Technology
Financial Services
Consumer Cyclical
Industrials
Healthcare
Communication Services
Consumer Defensive
Energy
Utilities
Real Estate
Basic Materials
Technology
SHE
CCOR
Financial Services
SHE
CCOR
Consumer Cyclical
SHE
CCOR
Industrials
SHE
CCOR
Healthcare
SHE
CCOR
Communication Services
SHE
CCOR
Consumer Defensive
SHE
CCOR
Energy
SHE
CCOR
Utilities
SHE
CCOR
Real Estate
SHE
CCOR
Basic Materials
SHE
CCOR
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Return for Risk
SHE vs. CCOR — Risk / Return Rank
SHE
CCOR
SHE vs. CCOR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA Gender Diversity Index ETF (SHE) and Core Alternative ETF (CCOR). 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.
| SHE | CCOR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.02 | ||
| Sortino ratioReturn per unit of downside risk | +2.79 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.99 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | -0.11 | +3.14 |
| Martin ratioReturn relative to average drawdown | 11.21 | -0.23 | +11.44 |
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Drawdowns
SHE vs. CCOR - Drawdown Comparison
The maximum SHE drawdown since its inception was -35.80%, which is greater than CCOR's maximum drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for SHE and CCOR.
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Drawdown Indicators
| SHE | CCOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.80% | -22.99% | -12.81% |
Max Drawdown (1Y)Largest decline over 1 year | -8.54% | -8.79% | +0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -17.07% | -12.31% | -4.76% |
Max Drawdown (5Y)Largest decline over 5 years | -31.69% | -22.99% | -8.70% |
Max Drawdown (10Y)Largest decline over 10 years | -35.80% | — | — |
Current DrawdownCurrent decline from peak | -2.17% | -16.59% | +14.42% |
Average DrawdownAverage peak-to-trough decline | -6.25% | -7.47% | +1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 4.18% | -1.87% |
Volatility
SHE vs. CCOR - Volatility Comparison
SPDR SSGA Gender Diversity Index ETF (SHE) and Core Alternative ETF (CCOR) have volatilities of 3.55% and 3.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHE | CCOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 3.61% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 6.45% | +4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.70% | 8.20% | +5.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 11.19% | +6.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.02% | 10.78% | +7.24% |
SHE vs. CCOR - Expense Ratio Comparison
SHE has a 0.20% expense ratio, which is lower than CCOR's 1.09% expense ratio.
Dividends
SHE vs. CCOR - Dividend Comparison
SHE's dividend yield for the trailing twelve months is around 1.08%, more than CCOR's 0.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
CCOR Core Alternative ETF | 0.99% | 1.07% | 1.18% | 1.21% | 1.11% | 1.02% | 1.50% | 0.73% | 1.53% | 0.89% | 0.00% |
SHE SPDR SSGA Gender Diversity Index ETF | 1.08% | 1.18% | 1.14% | 1.37% | 1.54% | 0.99% | 1.24% | 1.91% | 7.39% | 5.37% | 6.41% |
Frequently Asked Questions
SHE and CCOR have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCOR has higher volatility (3.61%) compared to SHE (3.55%). In terms of maximum drawdown, SHE dropped -35.80% vs CCOR's -22.99%.
On 5-year performance, SHE leads with 9.79% vs -1.67% for CCOR. On fees, SHE is cheaper at 0.20% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SHE has performed better with a 9.79% return vs -1.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SHE is cheaper with a 0.20% expense ratio, compared with 1.09% for CCOR.
SHE has the higher dividend yield at 1.08%, compared with 0.99% for CCOR.
They also come from different issuers: State Street and Core Alternative. Their fees differ too: 0.20% for SHE and 1.09% for CCOR.
SHE currently has the higher Sharpe Ratio (1.90 vs -0.12), 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.
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