SHE vs. ESGV
Compare and contrast key facts about SPDR SSGA Gender Diversity Index ETF (SHE) and Vanguard ESG U.S. Stock ETF (ESGV).
SHE and ESGV 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. ESGV is a passively managed fund by Vanguard that tracks the performance of the FTSE US All Cap Choice Index. It was launched on Sep 18, 2018. Both SHE and ESGV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHE or ESGV.
Correlation
The correlation between SHE and ESGV is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SHE vs. ESGV - Performance Comparison
Key characteristics
SHE:
0.59
ESGV:
0.48
SHE:
0.94
ESGV:
0.81
SHE:
1.14
ESGV:
1.12
SHE:
0.62
ESGV:
0.49
SHE:
2.46
ESGV:
1.92
SHE:
4.27%
ESGV:
5.18%
SHE:
17.82%
ESGV:
20.65%
SHE:
-35.80%
ESGV:
-33.66%
SHE:
-8.86%
ESGV:
-11.29%
Returns By Period
In the year-to-date period, SHE achieves a -2.86% return, which is significantly higher than ESGV's -7.38% return.
SHE
-2.86%
-2.77%
-2.22%
10.67%
12.70%
N/A
ESGV
-7.38%
-2.80%
-4.97%
9.03%
15.00%
N/A
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SHE vs. ESGV - Expense Ratio Comparison
SHE has a 0.20% expense ratio, which is higher than ESGV's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SHE vs. ESGV — Risk-Adjusted Performance Rank
SHE
ESGV
SHE vs. ESGV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA Gender Diversity Index ETF (SHE) and Vanguard ESG U.S. Stock ETF (ESGV). 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.
Dividends
SHE vs. ESGV - Dividend Comparison
SHE's dividend yield for the trailing twelve months is around 1.23%, more than ESGV's 1.18% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHE SPDR SSGA Gender Diversity Index ETF | 1.23% | 1.14% | 1.37% | 1.54% | 0.99% | 1.24% | 1.91% | 7.39% | 5.37% | 6.41% |
ESGV Vanguard ESG U.S. Stock ETF | 1.18% | 1.05% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% |
Drawdowns
SHE vs. ESGV - Drawdown Comparison
The maximum SHE drawdown since its inception was -35.80%, which is greater than ESGV's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for SHE and ESGV. For additional features, visit the drawdowns tool.
Volatility
SHE vs. ESGV - Volatility Comparison
The current volatility for SPDR SSGA Gender Diversity Index ETF (SHE) is 12.64%, while Vanguard ESG U.S. Stock ETF (ESGV) has a volatility of 14.61%. This indicates that SHE experiences smaller price fluctuations and is considered to be less risky than ESGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.