SDG vs. IBIT
SDG (iShares MSCI Global Sustainable Development Goals ETF) and IBIT (iShares Bitcoin Trust ETF) are both exchange-traded funds - SDG is a Global Equities fund tracking the MSCI ACWI Sustainable Development Index, while IBIT is a Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Both are passively managed. Over the past year, SDG returned 18.22% vs -43.61% for IBIT. At a 0.31 correlation, their price movements are largely independent. SDG charges 0.50%/yr vs 0.25%/yr for IBIT.
Performance
SDG vs. IBIT - Performance Comparison
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Returns By Period
In the year-to-date period, SDG achieves a 5.31% return, which is significantly higher than IBIT's -31.78% return.
SDG
- 1D
- 0.01%
- 1M
- -2.70%
- YTD
- 5.31%
- 6M
- 4.51%
- 1Y
- 18.22%
- 3Y*
- 6.40%
- 5Y*
- -0.48%
- 10Y*
- 8.59%
IBIT
- 1D
- -4.08%
- 1M
- -21.16%
- YTD
- -31.78%
- 6M
- -31.52%
- 1Y
- -43.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SDG vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SDG iShares MSCI Global Sustainable Development Goals ETF | 5.31% | 20.19% | -8.25% |
IBIT iShares Bitcoin Trust ETF | -31.78% | -6.41% | 89.87% |
Correlation
The correlation between SDG and IBIT is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.31 |
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Return for Risk
SDG vs. IBIT — Risk / Return Rank
SDG
IBIT
SDG vs. IBIT - 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 Bitcoin Trust ETF (IBIT). 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 | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.21 | ||
| Sortino ratioReturn per unit of downside risk | +3.21 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.84 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 2.11 | -0.83 | +2.94 |
| Martin ratioReturn relative to average drawdown | 7.47 | -1.42 | +8.89 |
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Drawdowns
SDG vs. IBIT - Drawdown Comparison
The maximum SDG drawdown since its inception was -30.35%, smaller than the maximum IBIT drawdown of -52.49%. Use the drawdown chart below to compare losses from any high point for SDG and IBIT.
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Drawdown Indicators
| SDG | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.35% | -52.49% | +22.14% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -52.49% | +43.81% |
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 | -4.77% | -52.49% | +47.72% |
Average DrawdownAverage peak-to-trough decline | -9.62% | -16.91% | +7.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 30.76% | -28.31% |
Volatility
SDG vs. IBIT - Volatility Comparison
The current volatility for iShares MSCI Global Sustainable Development Goals ETF (SDG) is 5.94%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 13.48%. This indicates that SDG experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDG | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 13.48% | -7.54% |
Volatility (6M)Calculated over the trailing 6-month period | 11.98% | 34.60% | -22.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.00% | 44.48% | -29.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.78% | 50.25% | -34.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.63% | 50.25% | -33.62% |
SDG vs. IBIT - Expense Ratio Comparison
SDG has a 0.50% expense ratio, which is higher than IBIT's 0.25% expense ratio.
Dividends
SDG vs. IBIT - Dividend Comparison
SDG's dividend yield for the trailing twelve months is around 1.72%, while IBIT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IBIT iShares Bitcoin Trust ETF | 0.00% | 0.00% | 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 | 1.72% | 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 IBIT have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (13.48%) compared to SDG (5.94%). In terms of maximum drawdown, SDG dropped -30.35% vs IBIT's -52.49%.
On 1-year performance, SDG leads with 18.22% vs -43.61% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, SDG has been the lower-risk option at 5.94%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SDG has performed better with a 18.22% return vs -43.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBIT is cheaper with a 0.25% expense ratio, compared with 0.50% for SDG.
SDG has the higher dividend yield at 1.72%, compared with 0.00% for IBIT.
SDG is categorized as Global Equities, while IBIT is Cryptocurrency. SDG tracks MSCI ACWI Sustainable Development Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.50% for SDG and 0.25% for IBIT.
SDG currently has the higher Sharpe Ratio (1.23 vs -0.98), 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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