SDG vs. FIXT
SDG (iShares MSCI Global Sustainable Development Goals ETF) and FIXT (Procure Disaster Recovery Strategy ETF) are both Global Equities funds - SDG tracks the MSCI ACWI Sustainable Development Index while FIXT tracks the VettaFi Natural Disaster Response and Mitigation Index. Both are passively managed. At a 0.42 correlation, their price movements are largely independent. SDG charges 0.50%/yr vs 0.75%/yr for FIXT.
Performance
SDG vs. FIXT - Performance Comparison
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Returns By Period
In the year-to-date period, SDG achieves a 9.89% return, which is significantly higher than FIXT's 0.23% return.
SDG
- 1D
- -0.33%
- 1M
- 4.20%
- YTD
- 9.89%
- 6M
- 9.62%
- 1Y
- 25.55%
- 3Y*
- 7.55%
- 5Y*
- 0.66%
- 10Y*
- 8.63%
FIXT
- 1D
- -0.24%
- 1M
- 0.27%
- YTD
- 0.23%
- 6M
- 0.07%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SDG vs. FIXT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SDG iShares MSCI Global Sustainable Development Goals ETF | 9.89% | 11.74% |
FIXT Procure Disaster Recovery Strategy ETF | 0.23% | 4.58% |
Correlation
The correlation between SDG and FIXT is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 17, 2025 | 0.42 |
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Return for Risk
SDG vs. FIXT — Risk / Return Rank
SDG
FIXT
SDG vs. FIXT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Sustainable Development Goals ETF (SDG) and Procure Disaster Recovery Strategy ETF (FIXT). 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 | FIXT | 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 | 2.96 | — | — |
| Martin ratioReturn relative to average drawdown | 10.84 | — | — |
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 | FIXT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 1.34 | -0.82 |
Drawdowns
SDG vs. FIXT - Drawdown Comparison
The maximum SDG drawdown since its inception was -30.35%, which is greater than FIXT's maximum drawdown of -3.02%. Use the drawdown chart below to compare losses from any high point for SDG and FIXT.
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Drawdown Indicators
| SDG | FIXT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.35% | -3.02% | -27.33% |
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 | -0.33% | -1.88% | +1.55% |
Average DrawdownAverage peak-to-trough decline | -9.66% | -0.71% | -8.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | — | — |
Volatility
SDG vs. FIXT - Volatility Comparison
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Volatility by Period
| SDG | FIXT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.28% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.41% | 3.77% | +10.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.63% | 3.77% | +11.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.68% | 3.77% | +12.91% |
SDG vs. FIXT - Expense Ratio Comparison
SDG has a 0.50% expense ratio, which is lower than FIXT's 0.75% expense ratio.
Dividends
SDG vs. FIXT - Dividend Comparison
SDG's dividend yield for the trailing twelve months is around 1.82%, less than FIXT's 5.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FIXT Procure Disaster Recovery Strategy ETF | 5.55% | 3.24% | 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 | 1.82% | 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 FIXT have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SDG is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SDG is cheaper with a 0.50% expense ratio, compared with 0.75% for FIXT.
FIXT has the higher dividend yield at 5.55%, compared with 1.82% for SDG.
SDG tracks MSCI ACWI Sustainable Development Index, while FIXT tracks VettaFi Natural Disaster Response and Mitigation Index. They also come from different issuers: iShares and Procure. Their fees differ too: 0.50% for SDG and 0.75% for FIXT.
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