SHE vs. SPIT
SHE (SPDR SSGA Gender Diversity Index ETF) and SPIT (F/m Emerald Special Situations ETF) are both Large Cap Growth Equities funds. SHE is passively managed, while SPIT is actively managed. A 0.75 correlation means they provide meaningful diversification when combined. SHE charges 0.20%/yr vs 0.89%/yr for SPIT.
Performance
SHE vs. SPIT - Performance Comparison
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Returns By Period
In the year-to-date period, SHE achieves a 16.82% return, which is significantly lower than SPIT's 27.30% return.
SHE
- 1D
- -0.83%
- 1M
- -0.76%
- 6M
- 14.14%
- YTD
- 16.82%
- 1Y
- 25.12%
- 3Y*
- 21.32%
- 5Y*
- 9.68%
- 10Y*
- 12.13%
SPIT
- 1D
- -1.91%
- 1M
- 0.33%
- 6M
- 18.89%
- YTD
- 27.30%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SHE vs. SPIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SHE SPDR SSGA Gender Diversity Index ETF | 16.82% | 3.70% |
SPIT F/m Emerald Special Situations ETF | 27.30% | 5.31% |
Correlation
The correlation between SHE and SPIT is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 6, 2025 | 0.75 |
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Return for Risk
SHE vs. SPIT — Risk / Return Rank
SHE
SPIT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SHE vs. SPIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA Gender Diversity Index ETF (SHE) and F/m Emerald Special Situations ETF (SPIT). 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 | SPIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.32 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | — | — |
| Martin ratioReturn relative to average drawdown | 11.19 | — | — |
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Drawdowns
SHE vs. SPIT - Drawdown Comparison
The maximum SHE drawdown since its inception was -35.80%, which is greater than SPIT's maximum drawdown of -12.49%. Use the drawdown chart below to compare losses from any high point for SHE and SPIT.
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Drawdown Indicators
| SHE | SPIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.80% | -12.49% | -23.31% |
Max Drawdown (1Y)Largest decline over 1 year | -8.54% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -17.07% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -31.69% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.80% | — | — |
Current DrawdownCurrent decline from peak | -2.86% | -5.43% | +2.57% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -2.51% | -3.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | — | — |
Volatility
SHE vs. SPIT - Volatility Comparison
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Volatility by Period
| SHE | SPIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.76% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.46% | 26.39% | -12.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 26.39% | -9.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 26.39% | -8.38% |
SHE vs. SPIT - Expense Ratio Comparison
SHE has a 0.20% expense ratio, which is lower than SPIT's 0.89% expense ratio.
Dividends
SHE vs. SPIT - Dividend Comparison
SHE's dividend yield for the trailing twelve months is around 1.09%, less than SPIT's 5.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
SHE SPDR SSGA Gender Diversity Index ETF | 1.09% | 1.18% | 1.14% | 1.37% | 1.54% | 0.99% | 1.24% | 1.91% | 7.39% | 5.37% | 6.41% |
SPIT F/m Emerald Special Situations ETF | 5.64% | 7.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SHE and SPIT have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SHE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SHE is cheaper with a 0.20% expense ratio, compared with 0.89% for SPIT.
SPIT has the higher dividend yield at 5.64%, compared with 1.09% for SHE.
They also come from different issuers: State Street and F/m Investments. Their fees differ too: 0.20% for SHE and 0.89% for SPIT.
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