SIMS vs. DIVD

Last updated Apr 1, 2026

Compare and contrast key facts about SPDR S&P Kensho Intelligent Structures ETF (SIMS) and Altrius Global Dividend ETF (DIVD).

SIMS and DIVD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. DIVD is an actively managed fund by Altrius. It was launched on Sep 29, 2022.

Performance

SIMS vs. DIVD - Performance Comparison

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

SIMS vs. DIVD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SIMS SPDR S&P Kensho Intelligent Structures ETF	0.39%	23.75%	-0.27%	7.43%	1.70%
DIVD Altrius Global Dividend ETF	7.05%	26.18%	2.52%	14.27%	18.38%

Returns By Period

In the year-to-date period, SIMS achieves a 0.39% return, which is significantly lower than DIVD's 7.05% return.

SIMS

• 1D: 3.19%
• 1M: -6.56%
• YTD: 0.39%
• 6M: -0.54%
• 1Y: 36.91%
• 3Y*: 7.72%
• 5Y*: -0.69%
• 10Y*: —

DIVD

• 1D: 1.87%
• 1M: -3.26%
• YTD: 7.05%
• 6M: 12.76%
• 1Y: 22.41%
• 3Y*: 15.21%
• 5Y*: —
• 10Y*: —

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

SIMS vs. DIVD - Expense Ratio Comparison

SIMS has a 0.45% expense ratio, which is lower than DIVD's 0.49% expense ratio.

DIVD

Altrius Global Dividend ETF

SIMS

SPDR S&P Kensho Intelligent Structures ETF

Return for Risk

SIMS vs. DIVD — Risk / Return Rank

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

SIMS

SIMS Risk / Return Rank: 72
SIMS Sharpe Ratio Rank: 74
SIMS Sortino Ratio Rank: 74
SIMS Omega Ratio Rank: 69
SIMS Calmar Ratio Rank: 82
SIMS Martin Ratio Rank: 61

DIVD

DIVD Risk / Return Rank: 80
DIVD Sharpe Ratio Rank: 79
DIVD Sortino Ratio Rank: 81
DIVD Omega Ratio Rank: 80
DIVD Calmar Ratio Rank: 75
DIVD Martin Ratio Rank: 84

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.

SIMS vs. DIVD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho Intelligent Structures ETF (SIMS) and Altrius Global Dividend ETF (DIVD). 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.

	SIMS	DIVD	Difference
Sharpe ratio Return per unit of total volatility	1.35	1.47	-0.12
Sortino ratio Return per unit of downside risk	1.88	2.07	-0.19
Omega ratio Gain probability vs. loss probability	1.25	1.30	-0.05
Calmar ratio Return relative to maximum drawdown	2.31	1.92	+0.40
Martin ratio Return relative to average drawdown	5.95	9.42	-3.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SIMS vs. DIVD - Sharpe Ratio Comparison

The current SIMS Sharpe Ratio is 1.35, which is comparable to the DIVD Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of SIMS and DIVD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SIMS	DIVD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.35	1.47	-0.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.03	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	1.48	-1.28

Correlation

The correlation between SIMS and DIVD is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

SIMS vs. DIVD - Dividend Comparison

SIMS's dividend yield for the trailing twelve months is around 0.65%, less than DIVD's 2.87% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
SIMS SPDR S&P Kensho Intelligent Structures ETF	0.65%	0.66%	0.88%	1.49%	1.48%	0.97%	0.58%	1.24%	0.85%
DIVD Altrius Global Dividend ETF	2.87%	2.86%	3.39%	2.96%	0.60%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SIMS vs. DIVD - Drawdown Comparison

The maximum SIMS drawdown since its inception was -43.97%, which is greater than DIVD's maximum drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for SIMS and DIVD.

Drawdown Indicators

	SIMS	DIVD	Difference
Max Drawdown Largest peak-to-trough decline	-43.97%	-13.88%	-30.09%
Max Drawdown (1Y) Largest decline over 1 year	-15.79%	-11.88%	-3.91%
Max Drawdown (5Y) Largest decline over 5 years	-43.97%	—	—
Current Drawdown Current decline from peak	-11.64%	-3.54%	-8.10%
Average Drawdown Average peak-to-trough decline	-16.33%	-2.28%	-14.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.14%	2.43%	+3.71%

Volatility

SIMS vs. DIVD - Volatility Comparison

SPDR S&P Kensho Intelligent Structures ETF (SIMS) has a higher volatility of 7.30% compared to Altrius Global Dividend ETF (DIVD) at 4.36%. This indicates that SIMS's price experiences larger fluctuations and is considered to be riskier than DIVD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SIMS	DIVD	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.30%	4.36%	+2.94%
Volatility (6M) Calculated over the trailing 6-month period	19.68%	8.35%	+11.33%
Volatility (1Y) Calculated over the trailing 1-year period	27.54%	15.31%	+12.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.09%	13.37%	+11.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.17%	13.37%	+12.80%