SHE vs. VEGN
Compare and contrast key facts about SPDR SSGA Gender Diversity Index ETF (SHE) and US Vegan Climate ETF (VEGN).
SHE and VEGN 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. VEGN is a passively managed fund by Beyond Investing that tracks the performance of the US Vegan Climate Index. It was launched on Sep 9, 2019. Both SHE and VEGN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SHE vs. VEGN - Performance Comparison
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SHE vs. VEGN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SHE SPDR SSGA Gender Diversity Index ETF | -2.10% | 15.50% | 23.35% | 22.37% | -21.73% | 15.17% | 17.93% | 5.75% |
VEGN US Vegan Climate ETF | -5.66% | 13.71% | 25.42% | 38.10% | -26.87% | 26.01% | 27.72% | 9.10% |
Returns By Period
In the year-to-date period, SHE achieves a -2.10% return, which is significantly higher than VEGN's -5.66% 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%
VEGN
- 1D
- 1.37%
- 1M
- -3.83%
- YTD
- -5.66%
- 6M
- -3.60%
- 1Y
- 15.34%
- 3Y*
- 18.58%
- 5Y*
- 10.08%
- 10Y*
- —
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SHE vs. VEGN - Expense Ratio Comparison
SHE has a 0.20% expense ratio, which is lower than VEGN's 0.60% expense ratio.
Return for Risk
SHE vs. VEGN — Risk / Return Rank
SHE
VEGN
SHE vs. VEGN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA Gender Diversity Index ETF (SHE) and US Vegan Climate ETF (VEGN). 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 | VEGN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.74 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.18 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.29 | -0.01 |
Martin ratioReturn relative to average drawdown | 5.54 | 4.75 | +0.79 |
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 | VEGN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.74 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.50 | -0.07 |
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 | 0.62 | 0.00 |
Correlation
The correlation between SHE and VEGN is 0.91, 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. VEGN - Dividend Comparison
SHE's dividend yield for the trailing twelve months is around 1.25%, more than VEGN's 0.62% 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% |
VEGN US Vegan Climate ETF | 0.62% | 0.51% | 0.51% | 0.67% | 0.81% | 0.41% | 0.71% | 0.29% | 0.00% | 0.00% | 0.00% |
Drawdowns
SHE vs. VEGN - Drawdown Comparison
The maximum SHE drawdown since its inception was -35.80%, roughly equal to the maximum VEGN drawdown of -34.14%. Use the drawdown chart below to compare losses from any high point for SHE and VEGN.
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Drawdown Indicators
| SHE | VEGN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.80% | -34.14% | -1.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.22% | -12.26% | +1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -31.69% | -33.40% | +1.71% |
Max Drawdown (10Y)Largest decline over 10 years | -35.80% | — | — |
Current DrawdownCurrent decline from peak | -5.53% | -8.03% | +2.50% |
Average DrawdownAverage peak-to-trough decline | -6.40% | -7.76% | +1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 3.34% | -0.73% |
Volatility
SHE vs. VEGN - Volatility Comparison
The current volatility for SPDR SSGA Gender Diversity Index ETF (SHE) is 4.94%, while US Vegan Climate ETF (VEGN) has a volatility of 6.09%. This indicates that SHE experiences smaller price fluctuations and is considered to be less risky than VEGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHE | VEGN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 6.09% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 12.29% | -2.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.13% | 20.80% | -3.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.07% | 20.06% | -2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 22.81% | -4.85% |