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iShares MSCI Global Impact ETF (SDG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46435G5320

CUSIP

46435G532

Issuer

iShares

Inception Date

Apr 20, 2016

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

MSCI ACWI Sustainable Impact Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

SDG features an expense ratio of 0.49%, falling within the medium range.


Expense ratio chart for SDG: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
SDG vs. RING SDG vs. LCTD SDG vs. ICLN SDG vs. ITOT SDG vs. SCHD SDG vs. VOO SDG vs. EFG SDG vs. SPDW SDG vs. XVV SDG vs. ESGD
Popular comparisons:
SDG vs. RING SDG vs. LCTD SDG vs. ICLN SDG vs. ITOT SDG vs. SCHD SDG vs. VOO SDG vs. EFG SDG vs. SPDW SDG vs. XVV SDG vs. ESGD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI Global Impact ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


80.00%100.00%120.00%140.00%160.00%180.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
75.00%
183.56%
SDG (iShares MSCI Global Impact ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI Global Impact ETF had a return of -9.31% year-to-date (YTD) and -7.24% in the last 12 months.


SDG

YTD

-9.31%

1M

-3.25%

6M

-3.51%

1Y

-7.24%

5Y*

3.85%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of SDG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-6.11%1.05%2.35%-2.73%3.79%-4.55%3.33%3.62%5.49%-6.20%-2.62%-9.31%
20235.17%-6.40%1.94%1.76%-4.70%3.83%4.58%-5.04%-5.07%-3.72%7.55%6.03%4.59%
2022-4.63%0.35%-1.80%-3.42%2.14%-4.21%3.92%-5.20%-9.94%1.83%11.61%-1.18%-11.51%
20212.93%-2.32%1.04%1.81%0.49%2.88%-1.72%2.60%-4.13%0.66%-5.71%0.71%-1.20%
20201.39%-3.67%-10.07%8.62%3.88%5.87%7.29%11.99%-1.74%-3.42%13.58%6.26%44.36%
20197.06%2.39%1.56%0.92%-7.12%5.30%-0.74%-0.13%2.10%4.51%2.59%5.16%25.38%
20184.02%-4.07%-0.29%-0.25%0.05%-2.20%3.30%-0.19%-0.22%-7.90%4.60%-4.73%-8.32%
20172.88%1.86%3.18%2.07%4.06%2.68%-0.13%1.50%2.93%1.64%-0.82%2.62%27.28%
2016-0.87%0.19%-0.25%4.00%0.16%0.62%-4.04%-1.02%1.31%-0.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SDG is 6, meaning it’s performing worse than 94% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SDG is 66
Overall Rank
The Sharpe Ratio Rank of SDG is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of SDG is 66
Sortino Ratio Rank
The Omega Ratio Rank of SDG is 66
Omega Ratio Rank
The Calmar Ratio Rank of SDG is 55
Calmar Ratio Rank
The Martin Ratio Rank of SDG is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares MSCI Global Impact ETF (SDG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SDG, currently valued at -0.38, compared to the broader market0.002.004.00-0.382.10
The chart of Sortino ratio for SDG, currently valued at -0.42, compared to the broader market-2.000.002.004.006.008.0010.00-0.422.80
The chart of Omega ratio for SDG, currently valued at 0.95, compared to the broader market0.501.001.502.002.503.000.951.39
The chart of Calmar ratio for SDG, currently valued at -0.25, compared to the broader market0.005.0010.0015.00-0.253.09
The chart of Martin ratio for SDG, currently valued at -0.99, compared to the broader market0.0020.0040.0060.0080.00100.00-0.9913.49
SDG
^GSPC

The current iShares MSCI Global Impact ETF Sharpe ratio is -0.38. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares MSCI Global Impact ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.38
2.10
SDG (iShares MSCI Global Impact ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Global Impact ETF provided a 1.93% dividend yield over the last twelve months, with an annual payout of $1.39 per share.


1.00%1.50%2.00%2.50%$0.00$0.50$1.00$1.5020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$1.39$1.44$1.44$1.50$0.90$0.91$1.31$1.50$0.64

Dividend yield

1.93%1.77%1.82%1.66%0.97%1.39%2.47%2.54%1.34%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Global Impact ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.80$0.00$0.00$0.00$0.00$0.00$0.59$1.39
2023$0.00$0.00$0.00$0.00$0.00$0.68$0.00$0.00$0.00$0.00$0.00$0.76$1.44
2022$0.00$0.00$0.00$0.00$0.00$0.74$0.00$0.00$0.00$0.00$0.00$0.70$1.44
2021$0.00$0.00$0.00$0.00$0.00$0.45$0.00$0.00$0.00$0.00$0.00$1.05$1.50
2020$0.00$0.00$0.00$0.00$0.00$0.50$0.00$0.00$0.00$0.00$0.00$0.41$0.90
2019$0.00$0.00$0.00$0.00$0.00$0.55$0.00$0.00$0.00$0.00$0.00$0.36$0.91
2018$0.00$0.00$0.00$0.00$0.00$0.80$0.00$0.00$0.00$0.00$0.00$0.51$1.31
2017$0.00$0.00$0.00$0.00$0.00$0.77$0.00$0.00$0.00$0.00$0.00$0.74$1.50
2016$0.23$0.00$0.00$0.00$0.00$0.00$0.41$0.64

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.44%
-2.62%
SDG (iShares MSCI Global Impact ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Global Impact ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI Global Impact ETF was 29.20%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current iShares MSCI Global Impact ETF drawdown is 23.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.2%Sep 7, 2021280Oct 14, 2022
-27.28%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-15.79%Jan 29, 2018227Dec 24, 2018210Oct 24, 2019437
-8.05%Sep 7, 201632Nov 14, 201650Feb 15, 201782
-7.86%Jan 27, 202126Mar 4, 202181Jun 29, 2021107

Volatility

Volatility Chart

The current iShares MSCI Global Impact ETF volatility is 4.79%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.79%
3.79%
SDG (iShares MSCI Global Impact ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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