SDG vs. ESGD
Compare and contrast key facts about iShares MSCI Global Sustainable Development Goals 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 Development 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.
Performance
SDG vs. ESGD - Performance Comparison
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SDG vs. ESGD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDG iShares MSCI Global Sustainable Development Goals ETF | -0.32% | 20.19% | -10.09% | 4.59% | -11.51% | -1.20% | 44.36% | 25.38% | -8.32% | 27.28% |
ESGD iShares ESG Aware MSCI EAFE ETF | 0.56% | 29.63% | 3.95% | 18.53% | -15.17% | 11.79% | 8.20% | 23.12% | -13.33% | 25.10% |
Returns By Period
In the year-to-date period, SDG achieves a -0.32% return, which is significantly lower than ESGD's 0.56% return.
SDG
- 1D
- 3.01%
- 1M
- -3.35%
- YTD
- -0.32%
- 6M
- 1.93%
- 1Y
- 18.43%
- 3Y*
- 3.93%
- 5Y*
- -0.71%
- 10Y*
- —
ESGD
- 1D
- 3.29%
- 1M
- -8.25%
- YTD
- 0.56%
- 6M
- 4.79%
- 1Y
- 21.50%
- 3Y*
- 13.70%
- 5Y*
- 7.69%
- 10Y*
- —
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SDG vs. ESGD - Expense Ratio Comparison
SDG has a 0.50% expense ratio, which is higher than ESGD's 0.20% expense ratio.
Return for Risk
SDG vs. ESGD — Risk / Return Rank
SDG
ESGD
SDG vs. ESGD - 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 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.
| SDG | ESGD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.22 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.75 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.25 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 1.75 | +0.02 |
Martin ratioReturn relative to average drawdown | 6.92 | 6.75 | +0.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SDG | ESGD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.22 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.47 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.53 | -0.07 |
Correlation
The correlation between SDG and ESGD is 0.79, 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.
Dividends
SDG vs. ESGD - Dividend Comparison
SDG's dividend yield for the trailing twelve months is around 2.00%, less than ESGD's 3.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SDG iShares MSCI Global Sustainable Development Goals ETF | 2.00% | 2.00% | 1.95% | 1.77% | 1.82% | 1.66% | 0.97% | 1.39% | 2.47% | 2.54% | 1.34% |
ESGD iShares ESG Aware MSCI EAFE ETF | 3.58% | 3.60% | 3.23% | 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 -30.35%, 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.
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Drawdown Indicators
| SDG | ESGD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.35% | -33.70% | +3.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.98% | -11.68% | +1.70% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | -30.03% | -0.32% |
Current DrawdownCurrent decline from peak | -9.06% | -8.42% | -0.64% |
Average DrawdownAverage peak-to-trough decline | -9.77% | -6.25% | -3.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 3.03% | -0.47% |
Volatility
SDG vs. ESGD - Volatility Comparison
The current volatility for iShares MSCI Global Sustainable Development Goals ETF (SDG) is 7.01%, while iShares ESG Aware MSCI EAFE ETF (ESGD) has a volatility of 7.99%. This indicates that SDG experiences smaller price fluctuations and is considered to be less risky than ESGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDG | ESGD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.01% | 7.99% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 11.29% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.42% | 17.75% | -1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.49% | 16.45% | -0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 16.94% | -0.28% |