SHE vs. IQM
Compare and contrast key facts about SPDR SSGA Gender Diversity Index ETF (SHE) and Franklin Intelligent Machines ETF (IQM).
SHE and IQM 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. IQM is an actively managed fund by Franklin Templeton. It was launched on Feb 25, 2020.
Performance
SHE vs. IQM - Performance Comparison
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SHE vs. IQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SHE SPDR SSGA Gender Diversity Index ETF | -2.10% | 15.50% | 23.35% | 22.37% | -21.73% | 15.17% | 27.22% |
IQM Franklin Intelligent Machines ETF | 3.20% | 30.76% | 31.03% | 41.06% | -33.36% | 25.18% | 78.48% |
Returns By Period
In the year-to-date period, SHE achieves a -2.10% return, which is significantly lower than IQM's 3.20% 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%
IQM
- 1D
- 1.99%
- 1M
- -3.98%
- YTD
- 3.20%
- 6M
- 2.05%
- 1Y
- 57.05%
- 3Y*
- 26.96%
- 5Y*
- 15.40%
- 10Y*
- —
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SHE vs. IQM - Expense Ratio Comparison
SHE has a 0.20% expense ratio, which is lower than IQM's 0.50% expense ratio.
Return for Risk
SHE vs. IQM — Risk / Return Rank
SHE
IQM
SHE vs. IQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA Gender Diversity Index ETF (SHE) and Franklin Intelligent Machines ETF (IQM). 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 | IQM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 1.72 | -0.87 |
Sortino ratioReturn per unit of downside risk | 1.30 | 2.33 | -1.03 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.33 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 4.00 | -2.71 |
Martin ratioReturn relative to average drawdown | 5.54 | 12.47 | -6.93 |
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 | IQM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.72 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.54 | -0.10 |
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 | 0.78 | -0.16 |
Correlation
The correlation between SHE and IQM is 0.80, 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.
Dividends
SHE vs. IQM - Dividend Comparison
SHE's dividend yield for the trailing twelve months is around 1.25%, while IQM has not paid dividends to shareholders.
| 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% |
IQM Franklin Intelligent Machines ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.17% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SHE vs. IQM - Drawdown Comparison
The maximum SHE drawdown since its inception was -35.80%, smaller than the maximum IQM drawdown of -44.91%. Use the drawdown chart below to compare losses from any high point for SHE and IQM.
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Drawdown Indicators
| SHE | IQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.80% | -44.91% | +9.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.22% | -14.71% | +3.49% |
Max Drawdown (5Y)Largest decline over 5 years | -31.69% | -44.91% | +13.22% |
Max Drawdown (10Y)Largest decline over 10 years | -35.80% | — | — |
Current DrawdownCurrent decline from peak | -5.53% | -6.86% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -6.40% | -12.55% | +6.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 4.72% | -2.11% |
Volatility
SHE vs. IQM - Volatility Comparison
The current volatility for SPDR SSGA Gender Diversity Index ETF (SHE) is 4.94%, while Franklin Intelligent Machines ETF (IQM) has a volatility of 12.71%. This indicates that SHE experiences smaller price fluctuations and is considered to be less risky than IQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHE | IQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 12.71% | -7.77% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 23.53% | -13.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.13% | 33.40% | -16.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.07% | 28.67% | -11.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 30.73% | -12.77% |