SDG vs. BDVL
SDG (iShares MSCI Global Sustainable Development Goals ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds from iShares - SDG tracks the MSCI ACWI Sustainable Development Index while BDVL tracks the MSCI ACWI Minimum Volatility Index. Both are passively managed. Their 0.76 correlation means they have sometimes moved together and sometimes differently. SDG charges 0.50%/yr vs 0.40%/yr for BDVL.
Performance
SDG vs. BDVL - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SDG having a 6.68% return and BDVL slightly higher at 6.70%.
SDG
- 1D
- -0.79%
- 1M
- -0.13%
- 6M
- 5.77%
- YTD
- 6.68%
- 1Y
- 15.56%
- 3Y*
- 5.00%
- 5Y*
- 0.06%
- 10Y*
- 8.00%
- ALL TIME*
- 8.08%
BDVL
- 1D
- 0.14%
- 1M
- 0.66%
- 6M
- 4.88%
- YTD
- 6.70%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.62M | $5.40M | $7.08M | |
| $355.88K | $282.94K | $402.28K |
SDG vs. BDVL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SDG iShares MSCI Global Sustainable Development Goals ETF | 6.68% | 3.01% |
BDVL iShares Disciplined Volatility Equity Active ETF | 6.70% | 2.20% |
Correlation
The correlation between SDG and BDVL is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 15, 2025 | 0.76 |
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Return for Risk
SDG vs. BDVL — Risk / Return Rank
SDG
BDVL
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SDG vs. BDVL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Sustainable Development Goals ETF (SDG) and iShares Disciplined Volatility Equity Active ETF (BDVL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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 | BDVL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.20 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.89 | — | — |
| Martin ratioReturn relative to average drawdown | 5.81 | — | — |
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Drawdowns
SDG vs. BDVL - Drawdown Comparison
The maximum SDG drawdown since its inception was -30.35%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for SDG and BDVL.
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Drawdown Indicators
| SDG | BDVL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.35% | -7.71% | -22.64% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -22.92% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -30.35% | — | — |
Current DrawdownCurrent decline from peak | -3.53% | 0.00% | -3.53% |
Average DrawdownAverage peak-to-trough decline | -9.57% | -1.13% | -8.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | — | — |
Volatility
SDG vs. BDVL - Volatility Comparison
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Volatility by Period
| SDG | BDVL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.70% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.23% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.01% | 9.44% | +5.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.79% | 9.44% | +6.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.61% | 9.44% | +7.17% |
SDG vs. BDVL - Expense Ratio Comparison
SDG has a 0.50% expense ratio, which is higher than BDVL's 0.40% expense ratio.
Dividends
SDG vs. BDVL - Dividend Comparison
SDG's dividend yield for the trailing twelve months is around 1.70%, less than BDVL's 3.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BDVL iShares Disciplined Volatility Equity Active ETF | 3.49% | 2.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SDG iShares MSCI Global Sustainable Development Goals ETF | 1.70% | 2.00% | 1.95% | 1.77% | 1.82% | 1.66% | 0.97% | 1.39% | 2.47% | 2.54% | 1.34% |
Frequently Asked Questions
SDG and BDVL have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BDVL is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BDVL is cheaper with a 0.40% expense ratio, compared with 0.50% for SDG.
BDVL has the higher dividend yield at 3.49%, compared with 1.70% for SDG.
SDG tracks MSCI ACWI Sustainable Development Index, while BDVL tracks MSCI ACWI Minimum Volatility Index. Their fees differ too: 0.50% for SDG and 0.40% for BDVL.
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