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SDG vs. IWM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SDG vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Sustainable Development Goals ETF (SDG) and iShares Russell 2000 ETF (IWM). The values are adjusted to include any dividend payments, if applicable.

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SDG vs. IWM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IWM
iShares Russell 2000 ETF
0.93%12.66%11.38%16.83%-20.48%14.54%20.03%25.39%-11.12%14.58%

Returns By Period

In the year-to-date period, SDG achieves a -0.32% return, which is significantly lower than IWM's 0.93% return.


SDG

1D
3.01%
1M
-3.35%
YTD
-0.32%
6M
1.93%
1Y
18.43%
3Y*
3.93%
5Y*
-0.71%
10Y*

IWM

1D
3.50%
1M
-4.96%
YTD
0.93%
6M
3.02%
1Y
25.66%
3Y*
12.94%
5Y*
3.34%
10Y*
9.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SDG vs. IWM - Expense Ratio Comparison

SDG has a 0.50% expense ratio, which is higher than IWM's 0.19% expense ratio.


Return for Risk

SDG vs. IWM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SDG
SDG Risk / Return Rank: 6666
Overall Rank
SDG Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SDG Sortino Ratio Rank: 6565
Sortino Ratio Rank
SDG Omega Ratio Rank: 6363
Omega Ratio Rank
SDG Calmar Ratio Rank: 7070
Calmar Ratio Rank
SDG Martin Ratio Rank: 6969
Martin Ratio Rank

IWM
IWM Risk / Return Rank: 6969
Overall Rank
IWM Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 6969
Sortino Ratio Rank
IWM Omega Ratio Rank: 6161
Omega Ratio Rank
IWM Calmar Ratio Rank: 7575
Calmar Ratio Rank
IWM Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SDG vs. IWM - 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 Russell 2000 ETF (IWM). 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.


SDGIWMDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.11

+0.02

Sortino ratio

Return per unit of downside risk

1.64

1.66

-0.02

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

1.77

1.82

-0.05

Martin ratio

Return relative to average drawdown

6.92

6.76

+0.15

SDG vs. IWM - Sharpe Ratio Comparison

The current SDG Sharpe Ratio is 1.13, which is comparable to the IWM Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of SDG and IWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SDGIWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.11

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.15

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.34

+0.12

Correlation

The correlation between SDG and IWM is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SDG vs. IWM - Dividend Comparison

SDG's dividend yield for the trailing twelve months is around 2.00%, more than IWM's 1.02% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
IWM
iShares Russell 2000 ETF
1.02%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%

Drawdowns

SDG vs. IWM - Drawdown Comparison

The maximum SDG drawdown since its inception was -30.35%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for SDG and IWM.


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Drawdown Indicators


SDGIWMDifference

Max Drawdown

Largest peak-to-trough decline

-30.35%

-59.05%

+28.70%

Max Drawdown (1Y)

Largest decline over 1 year

-9.98%

-13.74%

+3.76%

Max Drawdown (5Y)

Largest decline over 5 years

-30.35%

-31.91%

+1.56%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

Current Drawdown

Current decline from peak

-9.06%

-7.91%

-1.15%

Average Drawdown

Average peak-to-trough decline

-9.77%

-10.83%

+1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

3.70%

-1.14%

Volatility

SDG vs. IWM - Volatility Comparison

The current volatility for iShares MSCI Global Sustainable Development Goals ETF (SDG) is 7.01%, while iShares Russell 2000 ETF (IWM) has a volatility of 7.47%. This indicates that SDG experiences smaller price fluctuations and is considered to be less risky than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDGIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

7.47%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

14.47%

-3.69%

Volatility (1Y)

Calculated over the trailing 1-year period

16.42%

23.18%

-6.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.49%

22.55%

-7.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.66%

22.99%

-6.33%