Summary
SHE
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 22.73% Volatility 17.07% Sharpe 0.59
Official loaded data — not a live quote.

STATE STREET(R) SPDR(R) MSCI USA GENDER DIVERSITY ETF

Symbol: SHE

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 07/03/2016

Latest date: 20/07/2026

Current price: $151.38

Expense ratio: 0.20%

Assets under management
$324.5M
-0.25% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-2.43%

Ann. -33.96% (Sharpe / Sortino numerator)

Volatility

16.81%

Sharpe ratio

-2.237

VaR 95%

-1.59%

CVaR 95%: -1.60%
Max drawdown: -6.79%
Sortino ratio: -3.952
Calmar ratio: -5.00

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.08%

Ann. -9.73% (Sharpe / Sortino numerator)

Volatility

14.92%

Sharpe ratio

-0.896

VaR 95%

-1.53%

CVaR 95%: -1.58%
Max drawdown: -8.78%
Sortino ratio: -1.498
Calmar ratio: -1.11

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

14.72%

Ann. 3.41% (Sharpe / Sortino numerator)

Volatility

13.86%

Sharpe ratio

-0.016

VaR 95%

-1.51%

CVaR 95%: -1.75%
Max drawdown: -8.78%
Sortino ratio: -0.025
Calmar ratio: 0.39

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

22.73%

Ann. 13.68% (Sharpe / Sortino numerator)

Volatility

17.07%

Sharpe ratio

0.589

VaR 95%

-1.50%

CVaR 95%: -2.40%
Max drawdown: -8.78%
Sortino ratio: 0.756
Calmar ratio: 1.56

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

40.52%

Ann. 12.18% (Sharpe / Sortino numerator)

Volatility

15.29%

Sharpe ratio

0.559

VaR 95%

-1.53%

CVaR 95%: -2.17%
Max drawdown: -17.07%
Sortino ratio: 0.739
Calmar ratio: 0.71

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

74.08%

Ann. 17.44% (Sharpe / Sortino numerator)

Volatility

14.09%

Sharpe ratio

0.980

VaR 95%

-1.38%

CVaR 95%: -1.96%
Max drawdown: -17.07%
Sortino ratio: 1.346
Calmar ratio: 1.02

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.086%

Best day

2.678%

06/05/2026
Worst day

-2.589%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $151.76 $151.76 $151.38 $151.38 600
17/07/2026 $150.82 $153.18 $150.72 $151.66 4,200
16/07/2026 $152.72 $153.04 $152.72 $152.95 1,500
15/07/2026 $153.21 $153.36 $153.21 $153.36 3,300
14/07/2026 $153.77 $153.77 $153.72 $153.73 1,200
13/07/2026 $154.40 $154.40 $153.45 $153.45 1,800
10/07/2026 $154.07 $154.75 $154.07 $154.73 1,200
09/07/2026 $154.13 $154.36 $153.96 $154.13 1,900
08/07/2026 $152.30 $152.91 $152.30 $152.91 1,000
07/07/2026 $154.03 $154.03 $153.52 $153.52 2,000