i'm white and middle class, do i need to send one?
I'm white and grew up under comfortable circumstances. I sent in a diversity statement everywhere they would let me. I wrote about having been a Squad Boss on a wildland firefighting crew, and took that opportunity to allude to where I come from.
At least one thing about your activities, interests, work, or your origin is likely to be odd, and maybe even very odd. Pick that. Write well about it. Take every opportunity that you are afforded to present yourself well and round out your application package.
That's my take.