FIXT vs. SIMS

Last updated Apr 2, 2026

Compare and contrast key facts about Procure Disaster Recovery Strategy ETF (FIXT) and SPDR S&P Kensho Intelligent Structures ETF (SIMS).

FIXT and SIMS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FIXT is a passively managed fund by Procure that tracks the performance of the VettaFi Natural Disaster Response and Mitigation Index. It was launched on May 31, 2022. SIMS is a passively managed fund by State Street that tracks the performance of the S&P Kensho Intelligent Infrastructure Index. It was launched on Dec 26, 2017. Both FIXT and SIMS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

FIXT vs. SIMS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Procure Disaster Recovery Strategy ETF (FIXT) and SPDR S&P Kensho Intelligent Structures ETF (SIMS). The values are adjusted to include any dividend payments, if applicable.

FIXT vs. SIMS - Yearly Performance Comparison

	2026 (YTD)	2025
FIXT Procure Disaster Recovery Strategy ETF	0.11%	4.58%
SIMS SPDR S&P Kensho Intelligent Structures ETF	1.02%	20.19%

Returns By Period

In the year-to-date period, FIXT achieves a 0.11% return, which is significantly lower than SIMS's 1.02% return.

FIXT

• 1D: 0.05%
• 1M: -1.56%
• YTD: 0.11%
• 6M: 0.83%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SIMS

• 1D: 0.62%
• 1M: -5.94%
• YTD: 1.02%
• 6M: -1.51%
• 1Y: 37.13%
• 3Y*: 7.94%
• 5Y*: -0.57%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FIXT vs. SIMS - Expense Ratio Comparison

FIXT has a 0.75% expense ratio, which is higher than SIMS's 0.45% expense ratio.

FIXT

Procure Disaster Recovery Strategy ETF

SIMS

SPDR S&P Kensho Intelligent Structures ETF

Return for Risk

FIXT vs. SIMS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SIMS

SIMS Risk / Return Rank: 69
SIMS Sharpe Ratio Rank: 72
SIMS Sortino Ratio Rank: 71
SIMS Omega Ratio Rank: 66
SIMS Calmar Ratio Rank: 79
SIMS Martin Ratio Rank: 57

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.

FIXT vs. SIMS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Procure Disaster Recovery Strategy ETF (FIXT) and SPDR S&P Kensho Intelligent Structures ETF (SIMS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	FIXT	SIMS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.35	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.02	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.57	0.20	+1.37

Correlation

The correlation between FIXT and SIMS is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FIXT vs. SIMS - Dividend Comparison

FIXT's dividend yield for the trailing twelve months is around 4.72%, more than SIMS's 0.64% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
FIXT Procure Disaster Recovery Strategy ETF	4.72%	3.24%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SIMS SPDR S&P Kensho Intelligent Structures ETF	0.64%	0.66%	0.88%	1.49%	1.48%	0.97%	0.58%	1.24%	0.85%

Drawdowns

FIXT vs. SIMS - Drawdown Comparison

The maximum FIXT drawdown since its inception was -2.79%, smaller than the maximum SIMS drawdown of -43.97%. Use the drawdown chart below to compare losses from any high point for FIXT and SIMS.

Drawdown Indicators

	FIXT	SIMS	Difference
Max Drawdown Largest peak-to-trough decline	-2.79%	-43.97%	+41.18%
Max Drawdown (1Y) Largest decline over 1 year	—	-15.79%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-43.97%	—
Current Drawdown Current decline from peak	-2.00%	-11.09%	+9.09%
Average Drawdown Average peak-to-trough decline	-0.48%	-16.33%	+15.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	6.18%	—

Volatility

Volatility by Period

	FIXT	SIMS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.11%	—
Volatility (6M) Calculated over the trailing 6-month period	—	19.68%	—
Volatility (1Y) Calculated over the trailing 1-year period	3.81%	27.54%	-23.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.81%	25.08%	-21.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.81%	26.17%	-22.36%