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SHE vs. CCOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SHE vs. CCOR

Last updated Jun 4, 2026

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 10.89%/yr vs -2.56%/yr for CCOR. At a 0.27 correlation, their price movements are largely independent. SHE charges 0.20%/yr vs 1.09%/yr for CCOR.

Performance

SHE vs. CCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSGA Gender Diversity Index ETF (SHE) and Core Alternative ETF (CCOR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SHE achieves a 19.56% return, which is significantly higher than CCOR's -3.71% return.

SHE

1D
-0.58%
1M
10.08%
YTD
19.56%
6M
21.08%
1Y
31.32%
3Y*
24.28%
5Y*
10.89%
10Y*
12.83%

CCOR

1D
0.30%
1M
-2.55%
YTD
-3.71%
6M
-4.87%
1Y
-5.97%
3Y*
-2.34%
5Y*
-2.56%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHE vs. CCOR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SHE
SPDR SSGA Gender Diversity Index ETF		19.56%15.50%23.35%22.37%-21.73%15.17%17.93%23.63%-3.48%12.96%
CCOR
Core Alternative ETF		-3.71%3.52%-5.70%-11.92%2.51%9.90%4.07%6.03%4.64%3.68%

Correlation

The correlation between SHE and CCOR is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (All Time)
Calculated using the full available price history since May 25, 2017

0.27

The correlation between SHE and CCOR shifts across timeframes, from 0.07 (3 years) to 0.27 (all time), reflecting how their relationship changes across market environments.

SHE vs. CCOR - Sectors Allocation Comparison

Sectors
SHE
CCOR

Technology

38.0%
16.2%

Financial Services

11.9%
17.7%

Communication Services

9.5%
8.7%

Industrials

8.9%
9.2%

Consumer Cyclical

8.9%
9.4%

Healthcare

8.7%
10.8%

Consumer Defensive

4.6%
6.8%

Energy

3.4%
7.2%

Utilities

2.2%
6.3%

Real Estate

1.9%
2.8%

Basic Materials

1.9%
5.1%

Technology

SHE
38.0%
CCOR
16.2%

Financial Services

SHE
11.9%
CCOR
17.7%

Communication Services

SHE
9.5%
CCOR
8.7%

Industrials

SHE
8.9%
CCOR
9.2%

Consumer Cyclical

SHE
8.9%
CCOR
9.4%

Healthcare

SHE
8.7%
CCOR
10.8%

Consumer Defensive

SHE
4.6%
CCOR
6.8%

Energy

SHE
3.4%
CCOR
7.2%

Utilities

SHE
2.2%
CCOR
6.3%

Real Estate

SHE
1.9%
CCOR
2.8%

Basic Materials

SHE
1.9%
CCOR
5.1%

Compare stocks, funds, or ETFs

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SPDR SSGA Gender Diversity Index ETF

Core Alternative ETF

Often compared with SHE:
SHE vs. SPYSHE vs. VOOSHE vs. VEGNSHE vs. SCHXSHE vs. VTISHE vs. ESGVSHE vs. ^GSPC
Often compared with CCOR:
CCOR vs. BTALCCOR vs. AIRRCCOR vs. QMNNXCCOR vs. BIMBXCCOR vs. JEPQCCOR vs. VOOCCOR vs. SPY

Return for Risk

SHE vs. CCOR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SHE
SHE Risk / Return Rank: 7474
Overall Rank
SHE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SHE Sortino Ratio Rank: 7575
Sortino Ratio Rank
SHE Omega Ratio Rank: 7070
Omega Ratio Rank
SHE Calmar Ratio Rank: 7373
Calmar Ratio Rank
SHE Martin Ratio Rank: 7777
Martin Ratio Rank
CCOR
CCOR Risk / Return Rank: 22
Overall Rank
CCOR Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CCOR Sortino Ratio Rank: 22
Sortino Ratio Rank
CCOR Omega Ratio Rank: 22
Omega Ratio Rank
CCOR Calmar Ratio Rank: 33
Calmar Ratio Rank
CCOR Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

SHECCORDifference

Sharpe ratio

Return per unit of total volatility

2.43

-0.87

+3.30

Sortino ratio

Return per unit of downside risk

3.43

-1.15

+4.58

Omega ratio

Gain probability vs. loss probability

1.43

0.87

+0.56

Calmar ratio

Return relative to maximum drawdown

3.68

-0.69

+4.37

Martin ratio

Return relative to average drawdown

14.98

-1.59

+16.57

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SHE vs. CCOR - Sharpe Ratio Comparison

The current SHE Sharpe Ratio is 2.43, which is higher than the CCOR Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of SHE and CCOR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

SHECCORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

-0.87

+3.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

-0.23

+0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.11

+0.62

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

SHECCORDifference

Max Drawdown

Largest peak-to-trough decline

-35.80%

-22.99%

-12.81%

Max Drawdown (1Y)

Largest decline over 1 year

-8.54%

-8.75%

+0.21%

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 Drawdown

Current decline from peak

-0.58%

-20.03%

+19.45%

Average Drawdown

Average peak-to-trough decline

-6.30%

-7.29%

+0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

3.77%

-1.67%

Volatility

SHE vs. CCOR - Volatility Comparison

SPDR SSGA Gender Diversity Index ETF (SHE) has a higher volatility of 5.06% compared to Core Alternative ETF (CCOR) at 1.78%. 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

SHECCORDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

1.78%

+3.28%

Volatility (6M)

Calculated over the trailing 6-month period

10.29%

4.96%

+5.33%

Volatility (1Y)

Calculated over the trailing 1-year period

12.94%

6.93%

+6.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.22%

11.10%

+6.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

10.75%

+7.29%

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 1.06%, less than CCOR's 1.11% yield.

PositionTTM2025202420232022202120202019201820172016
CCOR
Core Alternative ETF		1.11%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		1.06%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 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHE has higher volatility (5.06%) compared to CCOR (1.78%). In terms of maximum drawdown, SHE dropped -35.80% vs CCOR's -22.99%.

On 5-year performance, SHE leads with 10.89% vs -2.56% for CCOR. On fees, SHE is cheaper at 0.20% per year. On volatility, CCOR has been the lower-risk option at 1.78%. 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 10.89% return vs -2.56%. 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.

CCOR has the higher dividend yield at 1.11%, compared with 1.06% for SHE.

They also come from different issuers: State Street and Core Alternative Capital. Their fees differ too: 0.20% for SHE and 1.09% for CCOR.

SHE currently has the higher Sharpe Ratio (2.43 vs -0.87), 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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