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. A 0.75 correlation means they provide meaningful diversification when combined. SDG charges 0.50%/yr vs 0.40%/yr for BDVL.
Performance
SDG vs. BDVL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SDG achieves a 10.59% return, which is significantly higher than BDVL's 5.11% return.
SDG
- 1D
- 0.64%
- 1M
- 4.06%
- YTD
- 10.59%
- 6M
- 10.55%
- 1Y
- 25.38%
- 3Y*
- 7.92%
- 5Y*
- 0.79%
- 10Y*
- 8.52%
BDVL
- 1D
- 0.38%
- 1M
- 0.49%
- YTD
- 5.11%
- 6M
- 5.65%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SDG vs. BDVL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SDG iShares MSCI Global Sustainable Development Goals ETF | 10.59% | 2.61% |
BDVL iShares Disciplined Volatility Equity Active ETF | 5.11% | 1.97% |
Correlation
The correlation between SDG and BDVL is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 16, 2025 | 0.75 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SDG vs. BDVL — Risk / Return Rank
SDG
BDVL
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.
| SDG | BDVL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.32 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | — | — |
| Martin ratioReturn relative to average drawdown | 10.77 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SDG | BDVL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 1.07 | -0.55 |
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.
Loading charts...
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 | 0.00% | -0.57% | +0.57% |
Average DrawdownAverage peak-to-trough decline | -9.66% | -1.19% | -8.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | — | — |
Volatility
SDG vs. BDVL - Volatility Comparison
Loading charts...
Volatility by Period
| SDG | BDVL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.27% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.08% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.42% | 9.47% | +4.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.63% | 9.47% | +6.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.68% | 9.47% | +7.21% |
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 1.81%, less than BDVL's 2.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BDVL iShares Disciplined Volatility Equity Active ETF | 2.65% | 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 | 1.81% | 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 0.75, 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 2.65%, compared with 1.81% 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.
Find the right allocation for SDG and BDVL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer