Sheik is Zelda's alter ego. It is unknown what gender it is. But, it is refer as a "she" since that s Zelda.
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|Final Smash||Light Arrow|
As Zelda’s alter ego, Sheik is easily accessible from Zelda’s slot in on the character selection screen. Additionally, each character’s down special allows you to transform into the other. It’s up to you whether you want to stick with one character exclusively or switch depending on the situation.
While Zelda uses a lot of magic and spells, Sheik is all about precise physical attacks and an assortment of weapons. You’ll also find that Sheik is able to move around much more quickly.