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ISIN
US78468R6971
CUSIP
78468R697
Inception Date
Dec 26, 2017
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
S&P Kensho Intelligent Infrastructure Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$9M

Share Price Chart


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Performance

SIMS Performance Chart

SPDR S&P Kensho Intelligent Structures ETF (SIMS) is up 13.1% since the beginning of the year. SIMS is currently trading at $47 per share. Investors who bought $1,000 worth of SIMS shares 5 years ago would now be looking at an investment worth $1,036.


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S&P 500 Index

Returns By Period

SPDR S&P Kensho Intelligent Structures ETF (SIMS) has returned 13.06% so far this year and 39.98% over the past 12 months.


SPDR S&P Kensho Intelligent Structures ETF

1D
-0.74%
1M
1.83%
YTD
13.06%
6M
9.06%
1Y
39.98%
3Y*
12.52%
5Y*
0.71%
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIMS Monthly Returns History

Based on dividend-adjusted daily data since Dec 27, 2017, SIMS's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, an investment would double in approximately 7.4 years.

Historically, 54% of months were positive and 46% were negative. The best month was Nov 2020 with a return of +19.9%, while the worst month was Mar 2020 at -21.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SIMS closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +11.5%, while the worst single day was Mar 18, 2020 at -11.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.18%2.14%-6.56%11.17%-0.56%1.87%13.06%
2025-0.04%-3.58%-5.85%-1.42%9.25%6.52%6.38%4.74%7.69%11.50%-8.08%-3.34%23.75%
2024-7.70%7.30%1.50%-5.39%6.47%-4.38%8.43%-3.50%-0.63%0.30%7.85%-8.40%-0.27%
202312.28%-3.77%-1.44%-6.25%1.50%9.70%5.97%-9.04%-7.91%-10.38%12.68%7.79%7.43%
2022-11.95%-1.18%3.41%-12.05%1.10%-11.29%16.31%-1.84%-11.59%8.60%2.32%-8.48%-27.13%
20212.09%3.10%2.71%2.43%1.52%1.67%-3.16%1.50%-7.01%8.40%-2.98%-0.80%9.00%

Benchmark Metrics

SPDR S&P Kensho Intelligent Structures ETF has an annualized alpha of -5.58%, beta of 1.10, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since December 28, 2017.

  • This ETF participated in 129.56% of S&P 500 Index downside but only 106.88% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -5.58% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 1.10 and R2 of 0.66, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-5.58%
Beta
1.10
0.66
Upside Capture
106.88%
Downside Capture
129.56%

Expense Ratio

SIMS has an expense ratio of 0.45%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SIMS ranks 49 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


SIMS Risk / Return Rank: 4949
Overall Rank
SIMS Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SIMS Sortino Ratio Rank: 4848
Sortino Ratio Rank
SIMS Omega Ratio Rank: 4949
Omega Ratio Rank
SIMS Calmar Ratio Rank: 5252
Calmar Ratio Rank
SIMS Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for SPDR S&P Kensho Intelligent Structures ETF (SIMS) and compare them to S&P 500 Index.


SIMSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.30

1.41

-0.11

Calmar ratioReturn relative to maximum drawdown

2.54

2.93

-0.38

Martin ratioReturn relative to average drawdown

6.65

13.52

-6.87

Dividends

Dividend History

SPDR S&P Kensho Intelligent Structures ETF provided a 0.57% dividend yield over the last twelve months, with an annual payout of $0.27 per share.


0.60%0.80%1.00%1.20%1.40%$0.00$0.10$0.20$0.30$0.40$0.5020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.27$0.28$0.30$0.52$0.48$0.44$0.24$0.40$0.21

Dividend yield

0.57%0.66%0.88%1.49%1.48%0.97%0.58%1.24%0.85%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR S&P Kensho Intelligent Structures ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.06$0.00$0.00$0.00$0.06
2025$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.05$0.00$0.00$0.09$0.28
2024$0.00$0.00$0.08$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.01$0.30
2023$0.00$0.00$0.15$0.00$0.00$0.18$0.00$0.00$0.11$0.00$0.00$0.07$0.52
2022$0.00$0.00$0.10$0.00$0.00$0.18$0.00$0.00$0.15$0.00$0.00$0.06$0.48
2021$0.00$0.00$0.08$0.00$0.00$0.21$0.00$0.00$0.04$0.00$0.00$0.10$0.44

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR S&P Kensho Intelligent Structures ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SPDR S&P Kensho Intelligent Structures ETF was 43.97%, occurring on Apr 8, 2025. Recovery took 141 trading sessions.

The current SPDR S&P Kensho Intelligent Structures ETF drawdown is 0.74%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-43.97%Apr 2025
3y 5mo6mo 24d
3y 11moNov 2021 - Oct 2025
COVID crash2020
-40.67%Mar 2020
1mo 9d4mo 22d
6mo 1dFeb 2020 - Aug 2020
Rate-hike selloffLate 2018
-25.83%Dec 2018
3mo 1d10mo 12d
1y 1moSep 2018 - Nov 2019
2025 correction2025
-15.79%Nov 2025
21d6mo 14d
7mo 5dOct 2025 - Jun 2026
2021 correction2021
-11.01%Oct 2021
3mo 27d1mo
4mo 27dJun 2021 - Nov 2021

Drawdown Indicators


SIMSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-43.97%

-56.78%

+12.81%

Max Drawdown (1Y)

Largest decline over 1 year

-15.79%

-9.10%

-6.69%

Max Drawdown (3Y)

Largest decline over 3 years

-28.78%

-18.90%

-9.88%

Max Drawdown (5Y)

Largest decline over 5 years

-43.97%

-25.43%

-18.54%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.74%

-0.74%

0.00%

Average Drawdown

Average peak-to-trough decline

-16.09%

-10.72%

-5.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.03%

1.97%

+4.06%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with SIMS

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