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SDG vs. RING
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SDG and RING is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

SDG vs. RING - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Impact ETF (SDG) and iShares MSCI Global Gold Miners ETF (RING). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%December2025FebruaryMarchAprilMay
79.82%
130.14%
SDG
RING

Key characteristics

Sharpe Ratio

SDG:

-0.07

RING:

1.48

Sortino Ratio

SDG:

0.02

RING:

2.00

Omega Ratio

SDG:

1.00

RING:

1.26

Calmar Ratio

SDG:

-0.04

RING:

1.24

Martin Ratio

SDG:

-0.13

RING:

5.36

Ulcer Index

SDG:

10.21%

RING:

9.32%

Daily Std Dev

SDG:

18.01%

RING:

33.88%

Max Drawdown

SDG:

-30.35%

RING:

-79.48%

Current Drawdown

SDG:

-21.32%

RING:

-10.77%

Returns By Period

In the year-to-date period, SDG achieves a 3.65% return, which is significantly lower than RING's 39.91% return.


SDG

YTD

3.65%

1M

1.69%

6M

-5.85%

1Y

-3.65%

5Y*

5.89%

10Y*

N/A

RING

YTD

39.91%

1M

2.74%

6M

21.89%

1Y

47.89%

5Y*

8.98%

10Y*

10.55%

*Annualized

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SDG vs. RING - Expense Ratio Comparison

SDG has a 0.49% expense ratio, which is higher than RING's 0.39% expense ratio.


Expense ratio chart for SDG: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SDG: 0.49%
Expense ratio chart for RING: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RING: 0.39%

Risk-Adjusted Performance

SDG vs. RING — Risk-Adjusted Performance Rank

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

SDG
The Risk-Adjusted Performance Rank of SDG is 1414
Overall Rank
The Sharpe Ratio Rank of SDG is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of SDG is 1414
Sortino Ratio Rank
The Omega Ratio Rank of SDG is 1414
Omega Ratio Rank
The Calmar Ratio Rank of SDG is 1515
Calmar Ratio Rank
The Martin Ratio Rank of SDG is 1515
Martin Ratio Rank

RING
The Risk-Adjusted Performance Rank of RING is 8787
Overall Rank
The Sharpe Ratio Rank of RING is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of RING is 8888
Sortino Ratio Rank
The Omega Ratio Rank of RING is 8787
Omega Ratio Rank
The Calmar Ratio Rank of RING is 8686
Calmar Ratio Rank
The Martin Ratio Rank of RING is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SDG vs. RING - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Impact ETF (SDG) and iShares MSCI Global Gold Miners ETF (RING). 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.


The chart of Sharpe ratio for SDG, currently valued at -0.07, compared to the broader market-1.000.001.002.003.004.00
SDG: -0.07
RING: 1.48
The chart of Sortino ratio for SDG, currently valued at 0.02, compared to the broader market-2.000.002.004.006.008.00
SDG: 0.02
RING: 2.00
The chart of Omega ratio for SDG, currently valued at 1.00, compared to the broader market0.501.001.502.002.50
SDG: 1.00
RING: 1.26
The chart of Calmar ratio for SDG, currently valued at -0.04, compared to the broader market0.002.004.006.008.0010.0012.00
SDG: -0.04
RING: 2.19
The chart of Martin ratio for SDG, currently valued at -0.13, compared to the broader market0.0020.0040.0060.00
SDG: -0.13
RING: 5.36

The current SDG Sharpe Ratio is -0.07, which is lower than the RING Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of SDG and RING, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
-0.07
1.48
SDG
RING

Dividends

SDG vs. RING - Dividend Comparison

SDG's dividend yield for the trailing twelve months is around 1.88%, more than RING's 1.02% yield.


TTM20242023202220212020201920182017201620152014
SDG
iShares MSCI Global Impact ETF
1.88%1.95%1.77%1.82%1.66%0.97%1.39%2.47%2.54%1.34%0.00%0.00%
RING
iShares MSCI Global Gold Miners ETF
1.02%1.43%2.01%2.29%2.38%0.82%0.83%0.70%0.42%1.42%0.97%0.85%

Drawdowns

SDG vs. RING - Drawdown Comparison

The maximum SDG drawdown since its inception was -30.35%, smaller than the maximum RING drawdown of -79.48%. Use the drawdown chart below to compare losses from any high point for SDG and RING. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-21.32%
-9.40%
SDG
RING

Volatility

SDG vs. RING - Volatility Comparison

The current volatility for iShares MSCI Global Impact ETF (SDG) is 10.01%, while iShares MSCI Global Gold Miners ETF (RING) has a volatility of 16.70%. This indicates that SDG experiences smaller price fluctuations and is considered to be less risky than RING based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
10.01%
16.70%
SDG
RING