SIMS vs. FGD
Compare and contrast key facts about SPDR S&P Kensho Intelligent Structures ETF (SIMS) and First Trust Dow Jones Global Select Dividend Index Fund (FGD).
SIMS and FGD 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. FGD is a passively managed fund by First Trust that tracks the performance of the Dow Jones Global Select Dividend Index. It was launched on Nov 21, 2007. Both SIMS and FGD 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
SIMS vs. FGD - Performance Comparison
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SIMS vs. FGD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIMS SPDR S&P Kensho Intelligent Structures ETF | 0.39% | 23.75% | -0.27% | 7.43% | -27.13% | 9.00% | 29.88% | 35.30% | -18.07% | 0.03% |
FGD First Trust Dow Jones Global Select Dividend Index Fund | 5.86% | 44.42% | 5.71% | 8.20% | -7.25% | 20.83% | -5.23% | 20.64% | -12.49% | 0.19% |
Returns By Period
In the year-to-date period, SIMS achieves a 0.39% return, which is significantly lower than FGD's 5.86% return.
SIMS
- 1D
- 3.19%
- 1M
- -6.56%
- YTD
- 0.39%
- 6M
- -0.54%
- 1Y
- 36.91%
- 3Y*
- 7.72%
- 5Y*
- -0.69%
- 10Y*
- —
FGD
- 1D
- 2.21%
- 1M
- -5.56%
- YTD
- 5.86%
- 6M
- 13.83%
- 1Y
- 39.89%
- 3Y*
- 20.04%
- 5Y*
- 11.06%
- 10Y*
- 9.62%
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SIMS vs. FGD - Expense Ratio Comparison
SIMS has a 0.45% expense ratio, which is lower than FGD's 0.59% expense ratio.
Return for Risk
SIMS vs. FGD — Risk / Return Rank
SIMS
FGD
SIMS vs. FGD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho Intelligent Structures ETF (SIMS) and First Trust Dow Jones Global Select Dividend Index Fund (FGD). 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 | FGD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 2.66 | -1.32 |
Sortino ratioReturn per unit of downside risk | 1.88 | 3.49 | -1.60 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.52 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 2.31 | 3.75 | -1.44 |
Martin ratioReturn relative to average drawdown | 5.95 | 14.43 | -8.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SIMS | FGD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 2.66 | -1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.75 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.25 | -0.05 |
Correlation
The correlation between SIMS and FGD is 0.67, 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. FGD - Dividend Comparison
SIMS's dividend yield for the trailing twelve months is around 0.65%, less than FGD's 5.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
FGD First Trust Dow Jones Global Select Dividend Index Fund | 5.34% | 5.62% | 5.87% | 6.44% | 5.74% | 5.35% | 6.17% | 5.19% | 5.88% | 4.01% | 4.36% | 5.07% |
Drawdowns
SIMS vs. FGD - Drawdown Comparison
The maximum SIMS drawdown since its inception was -43.97%, smaller than the maximum FGD drawdown of -68.05%. Use the drawdown chart below to compare losses from any high point for SIMS and FGD.
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Drawdown Indicators
| SIMS | FGD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.97% | -68.05% | +24.08% |
Max Drawdown (1Y)Largest decline over 1 year | -15.79% | -10.51% | -5.28% |
Max Drawdown (5Y)Largest decline over 5 years | -43.97% | -28.68% | -15.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.84% | — |
Current DrawdownCurrent decline from peak | -11.64% | -6.66% | -4.98% |
Average DrawdownAverage peak-to-trough decline | -16.33% | -12.67% | -3.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.14% | 2.73% | +3.41% |
Volatility
SIMS vs. FGD - Volatility Comparison
SPDR S&P Kensho Intelligent Structures ETF (SIMS) has a higher volatility of 7.30% compared to First Trust Dow Jones Global Select Dividend Index Fund (FGD) at 6.62%. This indicates that SIMS's price experiences larger fluctuations and is considered to be riskier than FGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIMS | FGD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 6.62% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 19.68% | 10.04% | +9.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.54% | 15.05% | +12.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.09% | 14.92% | +10.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.17% | 18.29% | +7.88% |