PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SIMS vs. SPYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SIMS vs. SPYM

Last updated Aug 2, 2026
Documentation

SIMS (SPDR S&P Kensho Intelligent Structures ETF) and SPYM (State Street SPDR Portfolio S&P 500 ETF) are both exchange-traded funds - SIMS is a Global Equities fund tracking the S&P Kensho Intelligent Infrastructure Index, while SPYM is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, SIMS returned 0.17%/yr vs 12.82%/yr for SPYM. Their 0.77 correlation means they have sometimes moved together and sometimes differently. SIMS charges 0.45%/yr vs 0.02%/yr for SPYM.

Performance

SIMS vs. SPYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Kensho Intelligent Structures ETF (SIMS) and State Street SPDR Portfolio S&P 500 ETF (SPYM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SIMS achieves a 5.98% return, which is significantly lower than SPYM's 10.15% return.

SIMS

1D
0.31%
1M
-2.75%
6M
0.76%
YTD
5.98%
1Y
20.81%
3Y*
6.15%
5Y*
0.17%
10Y*
—
ALL TIME*
5.68%

SPYM

1D
0.68%
1M
0.26%
6M
8.55%
YTD
10.15%
1Y
21.52%
3Y*
19.39%
5Y*
12.82%
10Y*
15.15%
ALL TIME*
11.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

SIMS

SPDR S&P Kensho Intelligent Structures ETF
$11.54K$25.32K$26.77K

SPYM

State Street SPDR Portfolio S&P 500 ETF
$811.10M$977.30M$1.09B

SIMS vs. SPYM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SIMS
SPDR S&P Kensho Intelligent Structures ETF		5.98%23.75%-0.27%7.43%-27.13%9.00%29.88%35.30%-18.07%0.03%
SPYM
State Street SPDR Portfolio S&P 500 ETF		10.15%17.79%25.00%26.24%-18.09%28.78%18.49%31.99%-4.78%-0.13%

Correlation

The correlation between SIMS and SPYM is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.75

Correlation (3Y)
Balances recent behavior with more history.

0.75

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.80

Correlation (All Time)
Calculated using the full available price history since Dec 27, 2017

0.77

The correlation between SIMS and SPYM has been stable across timeframes, ranging from 0.75 to 0.80 - a consistent structural relationship.

SIMS vs. SPYM - Sectors Allocation Comparison

Sectors
SIMS
SPYM

Industrials

49.6%
8.4%

Technology

23.3%
38.5%

Consumer Cyclical

7.0%
9.5%

Energy

6.5%
3.0%

Utilities

5.5%
2.2%

Communication Services

4.4%
9.9%

Basic Materials

3.7%
1.7%

Consumer Defensive

-

4.5%

Financial Services

-

11.6%

Healthcare

-

8.9%

Real Estate

-

1.8%

Industrials

SIMS
49.6%
SPYM
8.4%

Technology

SIMS
23.3%
SPYM
38.5%

Consumer Cyclical

SIMS
7.0%
SPYM
9.5%

Energy

SIMS
6.5%
SPYM
3.0%

Utilities

SIMS
5.5%
SPYM
2.2%

Communication Services

SIMS
4.4%
SPYM
9.9%

Basic Materials

SIMS
3.7%
SPYM
1.7%

Consumer Defensive

SIMS

-

SPYM
4.5%

Financial Services

SIMS

-

SPYM
11.6%

Healthcare

SIMS

-

SPYM
8.9%

Real Estate

SIMS

-

SPYM
1.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

SPDR S&P Kensho Intelligent Structures ETF

State Street SPDR Portfolio S&P 500 ETF

Often compared with SIMS:
SIMS vs. GRIDSIMS vs. SPYSIMS vs. XHBSIMS vs. ^GSPCSIMS vs. QQQSIMS vs. PRCOXSIMS vs. PAVE
Often compared with SPYM:
SPYM vs. VOOSPYM vs. SPYSPYM vs. QQQMSPYM vs. SPMOSPYM vs. VTISPYM vs. SPYGSPYM vs. SCHG

Return for Risk

SIMS vs. SPYM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
SIMS
SIMS Risk / Return Rank: 3131
Overall Rank
SIMS Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SIMS Sortino Ratio Rank: 3131
Sortino Ratio Rank
SIMS Omega Ratio Rank: 3030
Omega Ratio Rank
SIMS Calmar Ratio Rank: 3434
Calmar Ratio Rank
SIMS Martin Ratio Rank: 3232
Martin Ratio Rank
SPYM
SPYM Risk / Return Rank: 6868
Overall Rank
SPYM Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SPYM Sortino Ratio Rank: 6565
Sortino Ratio Rank
SPYM Omega Ratio Rank: 6666
Omega Ratio Rank
SPYM Calmar Ratio Rank: 6464
Calmar Ratio Rank
SPYM Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SIMS vs. SPYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Kensho Intelligent Structures ETF (SIMS) and State Street SPDR Portfolio S&P 500 ETF (SPYM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

SIMSSPYMDifference
Sharpe ratioReturn per unit of total volatility
0.76
1.53

-0.78

Sortino ratioReturn per unit of downside risk
1.16
2.14

-0.98

Omega ratioGain probability vs. loss probability

1.14

1.28

-0.13

Calmar ratioReturn relative to maximum drawdown

1.17

2.21

-1.04

Martin ratioReturn relative to average drawdown

2.91

9.43

-6.53

SIMS vs. SPYM - Sharpe Ratio Comparison

The current SIMS Sharpe Ratio is 0.76, which is lower than the SPYM Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of SIMS and SPYM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

SIMS vs. SPYM - Drawdown Comparison

The maximum SIMS drawdown since its inception was -43.97%, smaller than the maximum SPYM drawdown of -54.46%. Use the drawdown chart below to compare losses from any high point for SIMS and SPYM.

Loading charts...

Drawdown Indicators

SIMSSPYMDifference

Max Drawdown

Largest peak-to-trough decline

-43.97%

-54.46%

+10.49%

Max Drawdown (1Y)

Largest decline over 1 year

-15.79%

-8.90%

-6.89%

Max Drawdown (3Y)

Largest decline over 3 years

-28.70%

-18.72%

-9.98%

Max Drawdown (5Y)

Largest decline over 5 years

-43.97%

-24.48%

-19.49%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.87%

—

Current Drawdown

Current decline from peak

-6.95%

-1.41%

-5.54%

Average Drawdown

Average peak-to-trough decline

-15.87%

-7.11%

-8.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.36%

2.08%

+4.28%

Volatility

SIMS vs. SPYM - Volatility Comparison

SPDR S&P Kensho Intelligent Structures ETF (SIMS) has a higher volatility of 5.59% compared to State Street SPDR Portfolio S&P 500 ETF (SPYM) at 3.48%. This indicates that SIMS's price experiences larger fluctuations and is considered to be riskier than SPYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

SIMSSPYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

3.48%

+2.11%

Volatility (6M)

Calculated over the trailing 6-month period

15.34%

10.09%

+5.25%

Volatility (1Y)

Calculated over the trailing 1-year period

24.52%

12.83%

+11.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.26%

16.92%

+8.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.98%

18.01%

+7.97%

SIMS vs. SPYM - Expense Ratio Comparison

SIMS has a 0.45% expense ratio, which is higher than SPYM's 0.02% expense ratio.

Dividends

SIMS vs. SPYM - Dividend Comparison

SIMS's dividend yield for the trailing twelve months is around 0.56%, less than SPYM's 1.03% yield.

PositionTTM20252024202320222021202020192018201720162015
SIMS
SPDR S&P Kensho Intelligent Structures ETF		0.56%0.66%0.88%1.49%1.48%0.97%0.58%1.24%0.85%0.00%0.00%0.00%
SPYM
State Street SPDR Portfolio S&P 500 ETF		1.03%1.13%1.28%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%

Frequently Asked Questions

SIMS and SPYM have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SIMS has higher volatility (5.59%) compared to SPYM (3.48%). In terms of maximum drawdown, SIMS dropped -43.97% vs SPYM's -54.46%.

On 5-year performance, SPYM leads with 12.82% vs 0.17% for SIMS. On fees, SPYM is cheaper at 0.02% per year. On volatility, SPYM has been the lower-risk option at 3.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SPYM has performed better with a 12.82% return vs 0.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPYM is cheaper with a 0.02% expense ratio, compared with 0.45% for SIMS.

SPYM has the higher dividend yield at 1.03%, compared with 0.56% for SIMS.

SIMS is categorized as Global Equities, while SPYM is S&P 500. SIMS tracks S&P Kensho Intelligent Infrastructure Index, while SPYM tracks S&P 500 Index. Their fees differ too: 0.45% for SIMS and 0.02% for SPYM.

SPYM currently has the higher Sharpe Ratio (1.53 vs 0.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SIMS and SPYM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer