SPDR S&P Kensho Intelligent Structures (SIMS) Performance
SIMS total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +1.6% since Dec 31, 2025
- 1 year
- −6.8% total return
- 5 years
- −0.5% a year
- Since first price
- +5.0% a year since 2017
SIMS trailing returns vs SPY, QQQ, AGG
| Period | SIMS total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −0.9% | −0.9% | −1.0% | −5.0% | +0.9% |
| 3 months | −3.7% | −3.9% | +3.2% | +1.9% | −0.4% |
| 6 months | −6.9% | −7.1% | +7.8% | +8.4% | −1.5% |
| YTD | +1.6% | +1.2% | +12.3% | +15.1% | −1.0% |
| 1 year | −6.8% | −7.3% | +14.4% | +15.9% | −1.1% |
| 3 years | +48.3%+14.0%/yr | +45.0% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | −2.4%−0.5%/yr | −7.3% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionDec 27, 2017 | +54.1%+5.0%/yr | +41.2% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: SIMS vs SPY
From Dec 27, 2017: SIMS grew to $15,406, SPY to $32,464.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
SIMS returns by calendar year
5 of 8 full years positive. Best 2019 (+35.3%), worst 2022 (−27.1%). 2026 is year to date.
SIMS annual returns table
| Year | SIMS | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +1.6% | −13.3% | +12.3% | +15.1% | −1.0% |
| 2025 | +23.7% | −24.0% | +17.7% | +20.8% | +7.2% |
| 2024 | −0.3% | −14.0% | +24.9% | +25.6% | +1.3% |
| 2023 | +7.4% | −25.5% | +26.2% | +54.9% | +5.7% |
| 2022 | −27.1% | −31.6% | −18.2% | −32.6% | −13.0% |
| 2021 | +9.0% | −12.7% | +28.7% | +27.4% | −1.8% |
| 2020 | +29.9% | −40.7% | +18.3% | +48.6% | +7.5% |
| 2019 | +35.3% | −10.4% | +31.2% | +39.0% | +8.5% |
| 2018 | −18.1% | −25.8% | −4.6% | −0.1% | +0.1% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
SIMS largest drawdowns
Now 10.8% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Nov 8, 2021 | −44.0% | Apr 8, 2025 | Oct 29, 2025 | 3.4 years | 4.0 years |
| Feb 12, 2020 | −40.7% | Mar 23, 2020 | Aug 12, 2020 | 40 days | 6 months |
| Sep 21, 2018 | −25.8% | Dec 24, 2018 | Nov 1, 2019 | 3 months | 1.1 years |
| Oct 29, 2025 | −15.8% | Nov 20, 2025 | Jun 2, 2026 | 22 days | 7 months |
| Jun 2, 2026 | −13.3% | Oct 19, 2026 | not yet | 5 months | 5 months so far |
| Jun 8, 2021 | −11.0% | Oct 4, 2021 | Nov 3, 2021 | 4 months | 5 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
SIMS risk statistics
| Statistic | 3 years | 5 years | Since 2017 |
|---|---|---|---|
| Annualized return | +10.5% | +0.3% | +4.9% |
| Volatility (annualized) | 22.4% | 24.9% | 24.6% |
| Sharpe ratio | 0.36 | -0.01 | 0.22 |
| Sortino ratio | 0.59 | -0.02 | 0.32 |
| Best month | +12.7% | +16.3% | +19.9% |
| Worst month | −10.4% | −12.1% | −21.3% |
| Best 12 months | +54.4% | +54.4% | +98.0% |
| Worst 12 months | −10.0% | −27.1% | −32.3% |
| Positive months | 50% | 47% | 52% |
| Beta vs S&P 500 | 1.32 | 1.31 | — |
| Correlation with S&P 500 | 0.73 | 0.83 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
SIMS rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 95 | −32.3% | +2.8% | +98.0% | 57% |
| 3-year (a year) | 71 | −10.3% | +7.5% | +24.2% | 72% |
| 5-year (a year) | 47 | −1.1% | +3.8% | +9.1% | 94% |
Every holding period starting at a month-end since 2017. Returns for 3 years and longer are annualized.
SIMS performance overview
SPDR S&P Kensho Intelligent Structures (SIMS) returned −6.8% over the past year and −0.5% a year over five years, with distributions reinvested. Since its first recorded price in 2017 it has returned +5.0% a year, turning $10,000 into about $15,406. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −44.0%, from Nov 8, 2021 to Apr 8, 2025, and it took 7 months to get back to the old high. SIMS finished 5 of its 8 full calendar years with a gain; the best year was 2019 (+35.3%) and the worst 2022 (−27.1%). Volatility has been 24.6% a year.
Related: SIMS chart, SIMS holdings, SIMS dividends, SIMS valuation. See the SIMS overview for the latest quote and fund facts.
SIMS performance FAQ
What is the SIMS return over the past year?
SIMS returned −6.8% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 7.3%.
What is the average annual return of SIMS?
SIMS has returned −0.5% a year over 5 years, +5.0% a year since December 27, 2017 (total return, distributions reinvested).
How much would $10,000 invested in SIMS be worth?
$10,000 invested in SIMS at its first recorded close on December 27, 2017 would be worth about $15,406 on October 23, 2026 with distributions reinvested.
What was the worst year for SIMS?
The worst calendar year was 2022, with a total return of −27.1%. The best was 2019 at +35.3%.
What is the biggest drawdown of SIMS?
The largest peak-to-trough decline was −44.0% between November 8, 2021 and April 8, 2025. It recovered to the old high on October 29, 2025, 7 months after the bottom.
How volatile is SIMS?
Over the past 3 years SIMS had an annualized volatility of 22.4% and a Sharpe ratio of 0.36 (excess return over 1–3 month T-bills per unit of risk).