SHE vs SCIO

Comparison between STATE STREET(R) SPDR(R) MSCI USA GENDER DIVERSITY ETF (SHE, ETF) and FIRST TRUST STRUCTURED CREDIT INCOME OPPORTUNITIES ETF (SCIO, ETF).

SHE vs SCIO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SHE(ETF)	SCIO(ETF)
Net Assets	$381M	$381M
Expense Ratio	0.20%	0.70%
Max Drawdown	36.16%	3.10%
Sharpe Ratio	1.70	0.72
5Y Beta	0.88	0.01
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

SCIO

$381M

Expense Ratio

Winner

SHE

0.20%

SCIO

0.70%

Max Drawdown

SHE

36.16%

Winner

SCIO

3.10%

Sharpe Ratio

Winner

SHE

1.70

SCIO

0.72

5Y Beta

SHE

0.88

Winner

SCIO

0.01

P/E Ratio

SHE

25.73

SCIO

N/A

Forward P/E

SHE

19.72

SCIO

N/A

PEG Ratio

SHE

0.48

SCIO

N/A

5Y Dividends CAGR

SHE

13.48%

SCIO

N/A

5Y EPS CAGR

SHE

18.78%

SCIO

N/A

Debt to Equity

SHE

52.19%

SCIO

N/A

P/S Ratio

SHE

2.98

SCIO

N/A

P/B Ratio

SHE

4.56

SCIO

N/A

SHE vs SCIO - Historical Returns

Returns include dividend reinvestment.

Period	SHE	SCIO
1 month	+1.20%	+0.73%
3 months	+19.28%	+1.59%
6 months	+16.31%	+1.93%
1 year	+28.00%	+5.42%
5 years(CAGR)	+10.34%	N/A
10 years(CAGR)	+12.50%	N/A
Max(CAGR)	+12.82%	+7.95%

Winner

SHE

+1.20%

SCIO

+0.73%

Winner

SHE

+19.28%

SCIO

+1.59%

Winner

SHE

+16.31%

SCIO

+1.93%

Winner

SHE

+28.00%

SCIO

+5.42%

5Y(CAGR)

SHE

+10.34%

SCIO

N/A

10Y(CAGR)

SHE

+12.50%

SCIO

N/A

Max(CAGR)

Winner

SHE

+12.82%

SCIO

+7.95%

SHE vs SCIO - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	SHE	SCIO
2026	+16.15%	+1.93%
2025	+15.65%	+10.19%
2024	+24.08%	+6.43%
2023	+22.55%	N/A
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 SCIO Drawdown Comparison

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

The maximum drawdown for SCIO was -1.72%, occurring on Mar 26, 2026. Recovery took 73 trading sessions.

The current SHE drawdown is -2.98%. The current SCIO drawdown is -0.10%.

Rank	SHE	SCIO
#1	-35.78% Feb 19, 2020 - Sep 2, 2020	-1.72% Feb 27, 2026 - Jun 12, 2026
#2	-31.69% Nov 16, 2021 - Mar 7, 2024	-1.41% Apr 3, 2025 - May 7, 2025
#3	-18.17% Sep 21, 2018 - Apr 30, 2019	-0.97% Sep 3, 2025 - Oct 22, 2025
#4	-17.07% Feb 19, 2025 - Jun 26, 2025	-0.96% Jun 23, 2025 - Jul 14, 2025
#5	-10.28% Jan 26, 2018 - Jul 25, 2018	-0.89% Jul 14, 2025 - Aug 1, 2025
#6	-8.74% Jul 16, 2024 - Aug 30, 2024	-0.86% Oct 2, 2024 - Nov 26, 2024
#7	-8.54% Jan 28, 2026 - Apr 15, 2026	-0.74% Dec 9, 2024 - Jan 16, 2025
#8	-8.16% Sep 2, 2020 - Oct 9, 2020	-0.74% Nov 7, 2025 - Nov 25, 2025
#9	-7.79% Oct 12, 2020 - Nov 9, 2020	-0.67% Mar 8, 2024 - Mar 26, 2024
#10	-6.56% Jul 26, 2019 - Nov 14, 2019	-0.66% Mar 27, 2024 - May 7, 2024
#11	-5.83% Aug 24, 2016 - Nov 22, 2016	-0.64% May 16, 2024 - Jun 4, 2024
#12	-5.70% Apr 28, 2016 - Jul 8, 2016	-0.59% Aug 5, 2024 - Aug 20, 2024
#13	-5.68% Nov 12, 2025 - Dec 11, 2025	-0.59% Jun 5, 2025 - Jun 11, 2025
#14	-5.34% Mar 27, 2024 - May 15, 2024	-0.57% Feb 6, 2025 - Feb 19, 2025
#15	-5.24% Dec 4, 2024 - Feb 5, 2025	-0.54% May 7, 2025 - May 27, 2025

Correlation

Correlation between SHE and SCIO is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.

0.91

-101

Dividend Comparison (2016 - 2026)

SHE vs SCIO dividend yield comparison.

Year	SHE	SCIO
2026	0.52%	2.29%
2025	1.18%	6.31%
2024	1.14%	6.02%
2023	1.37%	0.00%
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%