SDG vs. ESGD
Compare and contrast key facts about iShares MSCI Global Impact ETF (SDG) and iShares ESG Aware MSCI EAFE ETF (ESGD).
SDG and ESGD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDG is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Sustainable Impact Index. It was launched on Apr 20, 2016. ESGD is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Extended ESG Focus Index. It was launched on Jun 28, 2016. Both SDG and ESGD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SDG or ESGD.
Key characteristics
| SDG | ESGD | |
|---|---|---|
| YTD Return | 0.01% | 8.34% |
| 1Y Return | 3.19% | 14.78% |
| 3Y Return (Ann) | -3.94% | 3.68% |
| 5Y Return (Ann) | 9.13% | 8.05% |
| Sharpe Ratio | 0.18 | 1.16 |
| Daily Std Dev | 14.33% | 12.54% |
| Max Drawdown | -29.20% | -33.70% |
| Current Drawdown | -15.57% | -0.21% |
Correlation
The correlation between SDG and ESGD is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SDG vs. ESGD - Performance Comparison
In the year-to-date period, SDG achieves a 0.01% return, which is significantly lower than ESGD's 8.34% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SDG vs. ESGD - Expense Ratio Comparison
SDG has a 0.49% expense ratio, which is higher than ESGD's 0.20% expense ratio.
Risk-Adjusted Performance
SDG vs. ESGD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Impact ETF (SDG) and iShares ESG Aware MSCI EAFE ETF (ESGD). 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.
Dividends
SDG vs. ESGD - Dividend Comparison
SDG's dividend yield for the trailing twelve months is around 1.77%, less than ESGD's 2.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
SDG iShares MSCI Global Impact ETF | 1.77% | 1.77% | 1.82% | 1.66% | 0.97% | 1.39% | 2.47% | 2.54% | 1.34% |
ESGD iShares ESG Aware MSCI EAFE ETF | 2.79% | 3.02% | 2.59% | 2.75% | 1.63% | 2.57% | 2.69% | 2.65% | 0.09% |
Drawdowns
SDG vs. ESGD - Drawdown Comparison
The maximum SDG drawdown since its inception was -29.20%, smaller than the maximum ESGD drawdown of -33.70%. Use the drawdown chart below to compare losses from any high point for SDG and ESGD. For additional features, visit the drawdowns tool.
Volatility
SDG vs. ESGD - Volatility Comparison
iShares MSCI Global Impact ETF (SDG) has a higher volatility of 3.63% compared to iShares ESG Aware MSCI EAFE ETF (ESGD) at 3.18%. This indicates that SDG's price experiences larger fluctuations and is considered to be riskier than ESGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.