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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iShares MSCI Global Sustainable Development Goals ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
iShares MSCI Global Sustainable Development Goals ETF (SDG) has returned -0.32% so far this year and 18.43% over the past 12 months.
iShares MSCI Global Sustainable Development Goals ETF
- 1D
- 3.01%
- 1M
- -3.35%
- YTD
- -0.32%
- 6M
- 1.93%
- 1Y
- 18.43%
- 3Y*
- 3.93%
- 5Y*
- -0.71%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Apr 22, 2016, SDG's average daily return is +0.03%, while the average monthly return is +0.70%. At this rate, your investment would double in approximately 8.3 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +13.6%, while the worst month was Mar 2020 at -10.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SDG closed higher 51% of trading days. The best single day was Apr 24, 2017 with a return of +8.9%, while the worst single day was Mar 16, 2020 at -9.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.86% | 2.25% | -3.35% | -0.32% | |||||||||
| 2025 | 0.57% | 3.10% | -2.44% | 0.40% | 2.96% | 2.49% | 2.87% | 3.88% | 2.63% | 1.66% | 1.10% | -0.51% | 20.19% |
| 2024 | -6.11% | 1.05% | 2.35% | -2.73% | 3.79% | -4.55% | 3.33% | 3.62% | 5.49% | -6.20% | -2.62% | -6.87% | -10.09% |
| 2023 | 5.17% | -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% |
| 2021 | 2.93% | -2.32% | 1.04% | 1.81% | 0.49% | 2.88% | -1.72% | 2.60% | -4.13% | 0.66% | -5.71% | 0.71% | -1.20% |
Benchmark Metrics
iShares MSCI Global Sustainable Development Goals ETF has an annualized alpha of -0.34%, beta of 0.69, and R² of 0.57 versus S&P 500 Index. Calculated based on daily prices since April 25, 2016.
- This ETF participated in 81.77% of S&P 500 Index downside but only 68.02% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.69 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -0.34%
- Beta
- 0.69
- R²
- 0.57
- Upside Capture
- 68.02%
- Downside Capture
- 81.77%
Expense Ratio
SDG has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SDG ranks 63 for risk / return — better than 63% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares MSCI Global Sustainable Development Goals ETF (SDG) and compare them to a chosen benchmark (S&P 500 Index).
| SDG | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.90 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.39 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 1.40 | +0.37 |
Martin ratioReturn relative to average drawdown | 6.92 | 6.61 | +0.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore SDG risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
iShares MSCI Global Sustainable Development Goals ETF provided a 2.00% dividend yield over the last twelve months, with an annual payout of $1.68 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.68 | $1.68 | $1.39 | $1.43 | $1.44 | $1.50 | $0.90 | $0.91 | $1.31 | $1.50 | $0.64 |
Dividend yield | 2.00% | 2.00% | 1.95% | 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 Sustainable Development Goals ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.83 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.85 | $1.68 |
| 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 | $1.43 |
| 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 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the iShares MSCI Global Sustainable Development Goals 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 Sustainable Development Goals ETF was 30.35%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current iShares MSCI Global Sustainable Development Goals ETF drawdown is 9.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.35% | Sep 7, 2021 | 901 | Apr 8, 2025 | — | — | — |
| -27.28% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -15.79% | Jan 29, 2018 | 229 | Dec 24, 2018 | 210 | Oct 24, 2019 | 439 |
| -8.05% | Sep 7, 2016 | 49 | Nov 14, 2016 | 63 | Feb 15, 2017 | 112 |
| -7.86% | Jan 27, 2021 | 26 | Mar 4, 2021 | 81 | Jun 29, 2021 | 107 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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