SDG vs. DGRO
SDG (iShares MSCI Global Sustainable Development Goals ETF) and DGRO (iShares Core Dividend Growth ETF) are both exchange-traded funds - SDG is a Global Equities fund tracking the MSCI ACWI Sustainable Development Index, while DGRO is a Large Cap Growth Equities fund tracking the Morningstar US Dividend Growth Index. Both are passively managed. Over the past 10 years, SDG returned 8.00%/yr vs 13.44%/yr for DGRO. Their 0.64 correlation means they have sometimes moved together and sometimes differently. SDG charges 0.50%/yr vs 0.08%/yr for DGRO.
Performance
SDG vs. DGRO - Performance Comparison
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Returns By Period
In the year-to-date period, SDG achieves a 6.68% return, which is significantly lower than DGRO's 13.39% return. Over the past 10 years, SDG has underperformed DGRO with an annualized return of 8.00%, while DGRO has yielded a comparatively higher 13.44% annualized return.
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%
DGRO
- 1D
- -0.28%
- 1M
- 0.97%
- 6M
- 9.59%
- YTD
- 13.39%
- 1Y
- 24.21%
- 3Y*
- 16.30%
- 5Y*
- 11.08%
- 10Y*
- 13.44%
- ALL TIME*
- 12.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $103.52M | $104.25M | $110.17M | |
| $355.88K | $282.94K | $402.28K |
SDG vs. DGRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDG iShares MSCI Global Sustainable Development Goals ETF | 6.68% | 20.19% | -10.09% | 4.59% | -11.51% | -1.20% | 44.36% | 25.38% | -8.32% | 27.28% |
DGRO iShares Core Dividend Growth ETF | 13.39% | 15.69% | 16.62% | 10.47% | -7.91% | 26.64% | 9.50% | 29.87% | -2.38% | 23.00% |
Correlation
The correlation between SDG and DGRO is 0.50, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.50 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2016 | 0.64 |
The correlation between SDG and DGRO shifts across timeframes, from 0.50 (1 year) to 0.65 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SDG vs. DGRO — Risk / Return Rank
SDG
DGRO
SDG vs. DGRO - 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 Core Dividend Growth ETF (DGRO). 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 | DGRO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.45 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.89 | 3.61 | -1.72 |
| Martin ratioReturn relative to average drawdown | 5.81 | 14.07 | -8.26 |
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Drawdowns
SDG vs. DGRO - Drawdown Comparison
The maximum SDG drawdown since its inception was -30.35%, smaller than the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for SDG and DGRO.
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Drawdown Indicators
| SDG | DGRO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.35% | -35.10% | +4.75% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -6.47% | -2.21% |
Max Drawdown (3Y)Largest decline over 3 years | -22.92% | -14.03% | -8.89% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | -19.31% | -11.04% |
Max Drawdown (10Y)Largest decline over 10 years | -30.35% | -35.10% | +4.75% |
Current DrawdownCurrent decline from peak | -3.53% | -1.35% | -2.18% |
Average DrawdownAverage peak-to-trough decline | -9.57% | -3.41% | -6.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 1.66% | +1.15% |
Volatility
SDG vs. DGRO - Volatility Comparison
iShares MSCI Global Sustainable Development Goals ETF (SDG) has a higher volatility of 3.70% compared to iShares Core Dividend Growth ETF (DGRO) at 3.21%. This indicates that SDG's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDG | DGRO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.70% | 3.21% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 12.23% | 7.12% | +5.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.01% | 9.61% | +5.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.79% | 13.79% | +2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.61% | 16.58% | +0.03% |
SDG vs. DGRO - Expense Ratio Comparison
SDG has a 0.50% expense ratio, which is higher than DGRO's 0.08% expense ratio.
Dividends
SDG vs. DGRO - Dividend Comparison
SDG's dividend yield for the trailing twelve months is around 1.70%, less than DGRO's 1.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRO iShares Core Dividend Growth ETF | 1.89% | 2.09% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% |
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% | 0.00% |
Frequently Asked Questions
SDG and DGRO have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDG has higher volatility (3.70%) compared to DGRO (3.21%). In terms of maximum drawdown, SDG dropped -30.35% vs DGRO's -35.10%.
On 10-year performance, DGRO leads with 13.44% vs 8.00% for SDG. On fees, DGRO is cheaper at 0.08% per year. On volatility, DGRO has been the lower-risk option at 3.21%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, DGRO has performed better with a 13.44% return vs 8.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DGRO is cheaper with a 0.08% expense ratio, compared with 0.50% for SDG.
DGRO has the higher dividend yield at 1.89%, compared with 1.70% for SDG.
SDG is categorized as Global Equities, while DGRO is Large Cap Growth Equities. SDG tracks MSCI ACWI Sustainable Development Index, while DGRO tracks Morningstar US Dividend Growth Index. Their fees differ too: 0.50% for SDG and 0.08% for DGRO.
DGRO currently has the higher Sharpe Ratio (2.44 vs 1.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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