SDG vs. KNO
SDG (iShares MSCI Global Sustainable Development Goals ETF) and KNO (AXS Knowledge Leaders ETF) are both Global Equities funds. SDG is passively managed, while KNO is actively managed. Over the past year, SDG returned 16.09% vs 32.48% for KNO. Their 0.72 correlation means they have sometimes moved together and sometimes differently. SDG charges 0.50%/yr vs 0.84%/yr for KNO.
Performance
SDG vs. KNO - Performance Comparison
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Returns By Period
In the year-to-date period, SDG achieves a 8.34% return, which is significantly lower than KNO's 25.64% return.
SDG
- 1D
- -0.73%
- 1M
- 0.49%
- 6M
- 6.81%
- YTD
- 8.34%
- 1Y
- 16.09%
- 3Y*
- 6.09%
- 5Y*
- 0.20%
- 10Y*
- 8.17%
- ALL TIME*
- 8.23%
KNO
- 1D
- 0.37%
- 1M
- 1.71%
- 6M
- 17.68%
- YTD
- 25.64%
- 1Y
- 32.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 21.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $33.95K | $26.25K | $36.90K | |
| $384.58K | $295.54K | $416.52K |
SDG vs. KNO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SDG iShares MSCI Global Sustainable Development Goals ETF | 8.34% | 20.19% | -6.61% |
KNO AXS Knowledge Leaders ETF | 25.64% | 19.84% | -1.19% |
Correlation
The correlation between SDG and KNO is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2024 | 0.72 |
The correlation between SDG and KNO has been stable across timeframes, ranging from 0.72 to 0.75 - a consistent structural relationship.
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Return for Risk
SDG vs. KNO — Risk / Return Rank
SDG
KNO
SDG vs. KNO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Sustainable Development Goals ETF (SDG) and AXS Knowledge Leaders ETF (KNO). 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 | KNO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.33 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 2.80 | -0.93 |
| Martin ratioReturn relative to average drawdown | 5.71 | 10.14 | -4.43 |
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Drawdowns
SDG vs. KNO - Drawdown Comparison
The maximum SDG drawdown since its inception was -30.35%, which is greater than KNO's maximum drawdown of -15.50%. Use the drawdown chart below to compare losses from any high point for SDG and KNO.
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Drawdown Indicators
| SDG | KNO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.35% | -15.50% | -14.85% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -11.67% | +2.99% |
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 | -2.03% | -1.08% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -9.56% | -2.99% | -6.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 3.21% | -0.39% |
Volatility
SDG vs. KNO - Volatility Comparison
The current volatility for iShares MSCI Global Sustainable Development Goals ETF (SDG) is 3.78%, while AXS Knowledge Leaders ETF (KNO) has a volatility of 5.14%. This indicates that SDG experiences smaller price fluctuations and is considered to be less risky than KNO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDG | KNO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 5.14% | -1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 12.29% | 16.18% | -3.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.05% | 18.00% | -2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.80% | 17.41% | -1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 17.41% | -0.79% |
SDG vs. KNO - Expense Ratio Comparison
SDG has a 0.50% expense ratio, which is lower than KNO's 0.84% expense ratio.
Dividends
SDG vs. KNO - Dividend Comparison
SDG's dividend yield for the trailing twelve months is around 1.67%, more than KNO's 0.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
KNO AXS Knowledge Leaders ETF | 0.86% | 1.08% | 3.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SDG iShares MSCI Global Sustainable Development Goals ETF | 1.67% | 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 KNO have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KNO has higher volatility (5.14%) compared to SDG (3.78%). In terms of maximum drawdown, SDG dropped -30.35% vs KNO's -15.50%.
On 1-year performance, KNO leads with 32.48% vs 16.09% for SDG. On fees, SDG is cheaper at 0.50% per year. On volatility, SDG has been the lower-risk option at 3.78%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, KNO has performed better with a 32.48% return vs 16.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SDG is cheaper with a 0.50% expense ratio, compared with 0.84% for KNO.
SDG has the higher dividend yield at 1.67%, compared with 0.86% for KNO.
They also come from different issuers: iShares and AXS. Their fees differ too: 0.50% for SDG and 0.84% for KNO.
KNO currently has the higher Sharpe Ratio (1.81 vs 1.07), 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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