SHE vs. CCOR
Compare and contrast key facts about SPDR SSGA Gender Diversity Index ETF (SHE) and Core Alternative ETF (CCOR).
SHE and CCOR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SHE is a passively managed fund by State Street that tracks the performance of the SSGA Gender Diversity (TR). It was launched on Mar 7, 2016. CCOR is an actively managed fund by Core Alternative Capital. It was launched on May 24, 2017.
Performance
SHE vs. CCOR - Performance Comparison
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SHE vs. CCOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHE SPDR SSGA Gender Diversity Index ETF | -2.10% | 15.50% | 23.35% | 22.37% | -21.73% | 15.17% | 17.93% | 23.63% | -3.48% | 12.96% |
CCOR Core Alternative ETF | -0.43% | 3.52% | -5.70% | -11.92% | 2.51% | 9.90% | 4.07% | 6.03% | 4.64% | 3.68% |
Returns By Period
In the year-to-date period, SHE achieves a -2.10% return, which is significantly lower than CCOR's -0.43% return.
SHE
- 1D
- 0.91%
- 1M
- -4.01%
- YTD
- -2.10%
- 6M
- 1.72%
- 1Y
- 14.48%
- 3Y*
- 17.35%
- 5Y*
- 7.45%
- 10Y*
- 10.75%
CCOR
- 1D
- -0.09%
- 1M
- -4.01%
- YTD
- -0.43%
- 6M
- 0.52%
- 1Y
- -1.24%
- 3Y*
- -3.35%
- 5Y*
- -0.95%
- 10Y*
- —
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SHE vs. CCOR - Expense Ratio Comparison
SHE has a 0.20% expense ratio, which is lower than CCOR's 1.09% expense ratio.
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.
| SHE | CCOR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | -0.12 | +0.96 |
Sortino ratioReturn per unit of downside risk | 1.30 | -0.10 | +1.40 |
Omega ratioGain probability vs. loss probability | 1.18 | 0.99 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | -0.17 | +1.46 |
Martin ratioReturn relative to average drawdown | 5.54 | -0.32 | +5.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SHE | CCOR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | -0.12 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | -0.09 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.15 | +0.47 |
Correlation
The correlation between SHE and CCOR is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SHE vs. CCOR - Dividend Comparison
SHE's dividend yield for the trailing twelve months is around 1.25%, more than CCOR's 1.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SHE SPDR SSGA Gender Diversity Index ETF | 1.25% | 1.18% | 1.14% | 1.37% | 1.54% | 0.99% | 1.24% | 1.91% | 7.39% | 5.37% | 6.41% |
CCOR Core Alternative ETF | 1.07% | 1.07% | 1.18% | 1.21% | 1.11% | 1.02% | 1.50% | 0.73% | 1.53% | 0.89% | 0.00% |
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 | -11.22% | -9.17% | -2.05% |
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 | -5.53% | -17.30% | +11.77% |
Average DrawdownAverage peak-to-trough decline | -6.40% | -7.08% | +0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 4.97% | -2.36% |
Volatility
SHE vs. CCOR - Volatility Comparison
SPDR SSGA Gender Diversity Index ETF (SHE) has a higher volatility of 4.94% compared to Core Alternative ETF (CCOR) at 2.13%. This indicates that SHE's price experiences larger fluctuations and is considered to be riskier than CCOR based on this measure. 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 | 4.94% | 2.13% | +2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 5.44% | +4.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.13% | 10.73% | +6.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.07% | 11.13% | +5.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 10.81% | +7.15% |