By the Bogomolov decomposition theorem, irreducible holomorphic symplectic manifolds play a central role in the classification of compact Kähler manifolds with numerically trivial canonical bundle. Very recently, Höring and Peternell completed the proof of the existence of a singular analogue of the Bogomolov decomposition theorem. In view of this result, singular irreducible symplectic varieties (following Greb, Kebekus and Peternell) are singular analogue of irreducible holomorphic symplectic manifolds. In a joint work with Arvid Perego, still in progress, we show that all moduli spaces of sheaves on projective K3 surfaces are singular irreducible symplectic varieties. We compute their Beauville form and the Hodge decomposition of their second integral cohomology, generalizing previous results, in the smooth case, due to Mukai, O'Grady and Yoshioka.