SHE vs JMSI

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

SHE vs JMSI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

SHE

$381M

Winner

JMSI

$382M

Expense Ratio

SHE

0.20%

Winner

JMSI

0.18%

Max Drawdown

SHE

36.16%

Winner

JMSI

5.42%

Sharpe Ratio

Winner

SHE

1.70

JMSI

0.78

5Y Beta

SHE

0.88

Winner

JMSI

0.03

P/E Ratio

SHE

25.73

JMSI

N/A

Forward P/E

SHE

19.72

JMSI

N/A

PEG Ratio

SHE

0.48

JMSI

N/A

5Y Dividends CAGR

SHE

13.48%

JMSI

N/A

5Y EPS CAGR

SHE

18.78%

JMSI

N/A

Debt to Equity

SHE

52.19%

JMSI

N/A

P/S Ratio

SHE

2.98

JMSI

N/A

P/B Ratio

SHE

4.56

JMSI

N/A

SHE vs JMSI - Historical Returns

Returns include dividend reinvestment.

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

SHE

+1.20%

Winner

JMSI

+1.45%

Winner

SHE

+19.28%

JMSI

+1.71%

Winner

SHE

+16.31%

JMSI

+1.59%

Winner

SHE

+28.00%

JMSI

+5.95%

5Y(CAGR)

SHE

+10.34%

JMSI

N/A

10Y(CAGR)

SHE

+12.50%

JMSI

N/A

Max(CAGR)

Winner

SHE

+12.82%

JMSI

+3.86%

SHE vs JMSI - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

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

SHE vs JMSI Drawdown Comparison

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

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

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

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

Correlation

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

0.95

-101

Dividend Comparison (2016 - 2026)

SHE vs JMSI dividend yield comparison.

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