- ISIN
- US46435G5320
- CUSIP
- 46435G532
- Issuer
- iShares
- Inception Date
- Apr 20, 2016
- Region
- Developed Markets (Broad)
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI ACWI Sustainable Development Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $171M
Share Price Chart
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Performance
SDG Performance Chart
iShares MSCI Global Sustainable Development Goals ETF (SDG) is up 7.3% since the beginning of the year. SDG is currently trading at $90 per share. Investors who bought $1,000 worth of SDG shares 5 years ago would now be looking at an investment worth $1,005.
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Returns By Period
iShares MSCI Global Sustainable Development Goals ETF (SDG) has returned 7.33% so far this year and 23.73% over the past 12 months. Over the last ten years, SDG has returned 8.80% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
iShares MSCI Global Sustainable Development Goals ETF
- 1D
- 0.08%
- 1M
- -0.84%
- YTD
- 7.33%
- 6M
- 7.12%
- 1Y
- 23.73%
- 3Y*
- 7.07%
- 5Y*
- 0.09%
- 10Y*
- 8.80%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
SDG Monthly Returns History
Based on dividend-adjusted daily data since Apr 22, 2016, SDG's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, an investment would double in approximately 7.8 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% | 6.11% | 2.85% | -1.34% | 7.33% | ||||||
| 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 -0.59%, beta of 0.70, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since April 22, 2016.
- This ETF participated in 81.92% of S&P 500 Index downside but only 67.11% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.70 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
- -0.59%
- Beta
- 0.70
- R²
- 0.57
- Upside Capture
- 67.11%
- Downside Capture
- 81.92%
Expense Ratio
SDG has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SDG ranks 51 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
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 S&P 500 Index.
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.
| SDG | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.37 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 2.78 | -0.04 |
| Martin ratioReturn relative to average drawdown | 9.88 | 12.44 | -2.56 |
Dividends
Dividend History
iShares MSCI Global Sustainable Development Goals ETF provided a 1.69% dividend yield over the last twelve months, with an annual payout of $1.51 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.51 | $1.68 | $1.39 | $1.43 | $1.44 | $1.50 | $0.90 | $0.91 | $1.31 | $1.50 | $0.64 |
Dividend yield | 1.69% | 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 | $0.00 | $0.66 | $0.66 | ||||||
| 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. Recovery took 288 trading sessions.
The current iShares MSCI Global Sustainable Development Goals ETF drawdown is 2.95%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -30.35%Apr 2025 | 3y 7mo | 1y 1mo | 4y 8moSep 2021 - Jun 2026 |
COVID crash2020 | -27.28%Mar 2020 | 1mo 2d | 3mo 15d | 4mo 17dFeb 2020 - Jul 2020 |
Rate-hike selloffLate 2018 | -15.79%Dec 2018 | 10mo 29d | 10mo 4d | 1y 8moJan 2018 - Oct 2019 |
2016 pullback2016 | -8.05%Nov 2016 | 2mo 8d | 3mo 3d | 5mo 11dSep 2016 - Feb 2017 |
2021 pullback2021 | -7.86%Mar 2021 | 1mo 6d | 3mo 27d | 5mo 3dJan 2021 - Jun 2021 |
Drawdown Indicators
| SDG | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.35% | -56.78% | +26.43% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -9.10% | +0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -22.92% | -18.90% | -4.02% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | -25.43% | -4.92% |
Max Drawdown (10Y)Largest decline over 10 years | -30.35% | -33.92% | +3.57% |
Current DrawdownCurrent decline from peak | -2.95% | -1.80% | -1.15% |
Average DrawdownAverage peak-to-trough decline | -9.63% | -10.71% | +1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 2.03% | +0.38% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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