JMSI vs SHE

Comparison between JPMORGAN SUSTAINABLE MUNICIPAL INCOME ETF (JMSI, ETF) and STATE STREET(R) SPDR(R) MSCI USA GENDER DIVERSITY ETF (SHE, ETF).

JMSI vs SHE - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JMSI(ETF)	SHE(ETF)
Net Assets	$382M	$381M
Expense Ratio	0.18%	0.20%
Max Drawdown	5.42%	36.16%
Sharpe Ratio	0.78	1.70
5Y Beta	0.03	0.88
P/E Ratio	N/A	25.73
Forward P/E	N/A	19.72
PEG Ratio	N/A	0.48
5Y Dividends CAGR	N/A	13.48%
5Y EPS CAGR	N/A	18.78%
Debt to Equity	N/A	52.19%
P/S Ratio	N/A	2.98
P/B Ratio	N/A	4.56

Net Assets

Winner

JMSI

$382M

SHE

$381M

Expense Ratio

Winner

JMSI

0.18%

SHE

0.20%

Max Drawdown

Winner

JMSI

5.42%

SHE

36.16%

Sharpe Ratio

JMSI

0.78

Winner

SHE

1.70

5Y Beta

Winner

JMSI

0.03

SHE

0.88

P/E Ratio

JMSI

N/A

SHE

25.73

Forward P/E

JMSI

N/A

SHE

19.72

PEG Ratio

JMSI

N/A

SHE

0.48

5Y Dividends CAGR

JMSI

N/A

SHE

13.48%

5Y EPS CAGR

JMSI

N/A

SHE

18.78%

Debt to Equity

JMSI

N/A

SHE

52.19%

P/S Ratio

JMSI

N/A

SHE

2.98

P/B Ratio

JMSI

N/A

SHE

4.56

JMSI vs SHE - Historical Returns

Returns include dividend reinvestment.

Period	JMSI	SHE
1 month	+1.45%	+1.20%
3 months	+1.71%	+19.28%
6 months	+1.59%	+16.31%
1 year	+5.95%	+28.00%
5 years(CAGR)	N/A	+10.34%
10 years(CAGR)	N/A	+12.50%
Max(CAGR)	+3.86%	+12.82%

Winner

JMSI

+1.45%

SHE

+1.20%

JMSI

+1.71%

Winner

SHE

+19.28%

JMSI

+1.59%

Winner

SHE

+16.31%

JMSI

+5.95%

Winner

SHE

+28.00%

5Y(CAGR)

JMSI

N/A

SHE

+10.34%

10Y(CAGR)

JMSI

N/A

SHE

+12.50%

Max(CAGR)

JMSI

+3.86%

Winner

SHE

+12.82%

JMSI vs SHE - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	JMSI	SHE
2026	+1.44%	+16.15%
2025	+4.25%	+15.65%
2024	+2.72%	+24.08%
2023	+2.70%	+22.55%
2022	N/A	-21.67%
2021	N/A	+16.93%
2020	N/A	+17.20%
2019	N/A	+23.86%
2018	N/A	-3.64%
2017	N/A	+19.13%
2016	N/A	+12.03%

JMSI vs SHE Drawdown Comparison

The maximum drawdown for JMSI was -4.56%, occurring on Oct 31, 2023. Recovery took 91 trading sessions.

The maximum drawdown for SHE was -35.78%, occurring on Mar 23, 2020. Recovery took 137 trading sessions.

The current JMSI drawdown is -0.52%. The current SHE drawdown is -2.98%.

Rank	JMSI	SHE
#1	-4.56% Jul 21, 2023 - Nov 29, 2023	-35.78% Feb 19, 2020 - Sep 2, 2020
#2	-3.59% Feb 28, 2025 - Sep 5, 2025	-31.69% Nov 16, 2021 - Mar 7, 2024
#3	-2.98% Feb 26, 2026 - Mar 24, 2026	-18.17% Sep 21, 2018 - Apr 30, 2019
#4	-2.08% Oct 3, 2024 - Dec 2, 2024	-17.07% Feb 19, 2025 - Jun 26, 2025
#5	-2.03% Dec 4, 2024 - Feb 28, 2025	-10.28% Jan 26, 2018 - Jul 25, 2018
#6	-1.57% Mar 22, 2024 - May 7, 2024	-8.74% Jul 16, 2024 - Aug 30, 2024
#7	-1.07% May 15, 2024 - Jun 6, 2024	-8.54% Jan 28, 2026 - Apr 15, 2026
#8	-0.98% Jan 8, 2024 - Feb 1, 2024	-8.16% Sep 2, 2020 - Oct 9, 2020
#9	-0.94% Aug 5, 2024 - Sep 9, 2024	-7.79% Oct 12, 2020 - Nov 9, 2020
#10	-0.81% Feb 1, 2024 - Mar 5, 2024	-6.56% Jul 26, 2019 - Nov 14, 2019
#11	-0.54% Nov 11, 2025 - Nov 26, 2025	-5.83% Aug 24, 2016 - Nov 22, 2016
#12	-0.54% Sep 23, 2025 - Oct 10, 2025	-5.70% Apr 28, 2016 - Jul 8, 2016
#13	-0.43% Jun 17, 2024 - Jul 5, 2024	-5.68% Nov 12, 2025 - Dec 11, 2025
#14	-0.35% Jun 6, 2024 - Jun 12, 2024	-5.34% Mar 27, 2024 - May 15, 2024
#15	-0.34% Jan 14, 2026 - Jan 27, 2026	-5.24% Dec 4, 2024 - Feb 5, 2025

Correlation

Correlation between JMSI and SHE is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95

-101

Dividend Comparison (2016 - 2026)

JMSI vs SHE dividend yield comparison.

Year	JMSI	SHE
2026	1.50%	0.52%
2025	3.65%	1.18%
2024	3.66%	1.14%
2023	1.79%	1.37%
2022	0.00%	1.54%
2021	0.00%	0.99%
2020	0.00%	1.24%
2019	0.00%	1.91%
2018	0.00%	7.39%
2017	0.00%	5.37%
2016	0.00%	6.41%