SHE

SPDR SSGA Gender Diversity Index ETF
*Unless otherwise stated, data provided by FactSet.

SHE Fund Description

SHE tracks a market-cap-weighted index of US large-cap companies with a relatively high proportion of women in executive and director positions.

SHE Factset Analytics Insight

SHE seeks out companies that employ women in high-level leadership roles. The fund evaluates the 1000 largest US firms for the ratio of women on the board of directors and in executive positions (defined as Senior VP or higher). Companies ranking in the top 10% in each sector are included in the portfolio, with the caveat that each firm must have at least one woman on its board or as CEO. Firms are selected by sector and weighted by market cap with an individual capping weight of 5%. Launched in March 2016, SHE's performance shouldn't depart radically from the broad market — appealing to investors who want neutral large-cap coverage while still supporting the fund's principles.

SHE MSCI ESG Analytics Insight

SPDR SSGA Gender Diversity Index ETF has an MSCI ESG Fund Rating of AA based on a score of 7.93 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. SPDR SSGA Gender Diversity Index ETF ranks in the 90th percentile within its peer group and in the 99th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

SHE MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 07/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SHE 3.89% 5.07% 15.91% 41.80% 15.36% 14.81% --
SHE (NAV) 3.63% 5.69% 16.04% 42.25% 15.43% 14.66% --
SSgA Gender Diversity Index -- -- -- -- -- -- --
MSCI USA Large Cap Index 3.39% 6.65% 16.98% 35.78% 19.29% 18.05% 15.27%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SHE Summary Data

SPDR
03/07/16
Open-Ended Fund
0.20%
$265.89M
$1.04M
0.03%

SHE Portfolio Data

$131.16B
40.86
4.36
0.99%
09/17/21
163

SHE Index Data

SSgA Gender Diversity Index
Market Cap
Principles-based
MSCI USA Large Cap Index

SHE Portfolio Management

0.20%
-0.15%
-0.11%
-0.46%

SHE Tax Exposures

20.00% / 39.60%
1.42%
Qualified dividends
No

SHE Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

SHE Factset Analytics Block Liquidity

As of 07/23/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of SHE. SHE is rated a 5 out of 5.

SHE Tradability

10,347
$1.04M
8,914
$900.98K
0.03%
$0.03
0.05%
0.24% / -0.09%
None
100.00%
25,000
0.36
0.03%
0.01%
0
$103.46
5

SHE Sector/Industry Breakdown


SHE
Segment Benchmark
26.51%
35.75%
17.08%
14.48%
14.88%
12.96%
14.23%
8.91%
13.33%
13.20%
6.42%
6.22%
2.57%
2.52%
2.48%
2.07%
2.30%
2.16%

SHE Top 10 Holdings[View All]

Intuit Inc. 2.81%
2.31%
38.41%

SHE Countries


SHE
Segment Benchmark
100.00%
99.90%
--
0.10%

SHE Regions


SHE
Segment Benchmark
100.00%
100.00%

SHE Economic Development


SHE
Segment Benchmark
100.00%
100.00%

SHE Performance Statistics

0.87
0.92
0.91
0.87
0.34%
MSCI USA Large Cap Index

SHE MSCI ESG Ratings

7.93 / 10
98.55
90.19
4.44%
4.11%
113.47

SHE Benchmark Comparison Holdings

163
291
45
13.09%

SHE Benchmark Comparison Summary


SHE
Segment Benchmark
163
291
$131.16B
$529.51B
40.86
32.61
4.36
4.89
1.18%
1.35%
Medium
Low

SHE Benchmark Comparison Market Cap Size


SHE
Segment Benchmark
89.08%
100.00%
10.81%
0.00%
0.11%
0.00%
0.00%
0.00%