SDG vs. SCHD
SDG (iShares MSCI Global Sustainable Development Goals ETF) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds - SDG is a Global Equities fund tracking the MSCI ACWI Sustainable Development Index, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Both are passively managed. Over the past 10 years, SDG returned 8.59%/yr vs 12.72%/yr for SCHD. A 0.60 correlation means they provide meaningful diversification when combined. SDG charges 0.50%/yr vs 0.06%/yr for SCHD.
Performance
SDG vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, SDG achieves a 5.30% return, which is significantly lower than SCHD's 17.72% return. Over the past 10 years, SDG has underperformed SCHD with an annualized return of 8.59%, while SCHD has yielded a comparatively higher 12.72% annualized return.
SDG
- 1D
- -1.89%
- 1M
- -2.71%
- YTD
- 5.30%
- 6M
- 4.80%
- 1Y
- 20.41%
- 3Y*
- 6.40%
- 5Y*
- -0.46%
- 10Y*
- 8.59%
SCHD
- 1D
- 0.41%
- 1M
- -2.47%
- YTD
- 17.72%
- 6M
- 17.25%
- 1Y
- 24.56%
- 3Y*
- 14.60%
- 5Y*
- 8.71%
- 10Y*
- 12.72%
SDG vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SDG iShares MSCI Global Sustainable Development Goals ETF | 5.30% | 20.19% | -10.09% | 4.59% | -11.51% | -1.20% | 44.36% | 25.38% | -8.32% | 27.28% |
SCHD Schwab U.S. Dividend Equity ETF | 17.72% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Correlation
The correlation between SDG and SCHD is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2016 | 0.60 |
Over the past year, the correlation between SDG and SCHD has dropped to 0.37 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.
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Return for Risk
SDG vs. SCHD — Risk / Return Rank
SDG
SCHD
SDG vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Sustainable Development Goals ETF (SDG) and Schwab U.S. Dividend Equity ETF (SCHD). 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 | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.40 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 5.35 | -2.98 |
| Martin ratioReturn relative to average drawdown | 8.43 | 12.94 | -4.50 |
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Drawdowns
SDG vs. SCHD - Drawdown Comparison
The maximum SDG drawdown since its inception was -30.35%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SDG and SCHD.
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Drawdown Indicators
| SDG | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.35% | -33.37% | +3.02% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -4.61% | -4.07% |
Max Drawdown (3Y)Largest decline over 3 years | -22.92% | -16.13% | -6.79% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | -16.85% | -13.50% |
Max Drawdown (10Y)Largest decline over 10 years | -30.35% | -33.37% | +3.02% |
Current DrawdownCurrent decline from peak | -4.78% | -2.47% | -2.31% |
Average DrawdownAverage peak-to-trough decline | -9.62% | -3.31% | -6.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 1.90% | +0.53% |
Volatility
SDG vs. SCHD - Volatility Comparison
iShares MSCI Global Sustainable Development Goals ETF (SDG) has a higher volatility of 5.94% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.58%. This indicates that SDG's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDG | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 3.58% | +2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 12.01% | 7.73% | +4.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.02% | 11.07% | +3.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.79% | 14.36% | +1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.64% | 16.71% | -0.07% |
SDG vs. SCHD - Expense Ratio Comparison
SDG has a 0.50% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Dividends
SDG vs. SCHD - Dividend Comparison
SDG's dividend yield for the trailing twelve months is around 1.72%, less than SCHD's 3.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 3.30% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
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% | 0.00% |
Frequently Asked Questions
SDG and SCHD have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDG has higher volatility (5.94%) compared to SCHD (3.58%). In terms of maximum drawdown, SDG dropped -30.35% vs SCHD's -33.37%.
On 10-year performance, SCHD leads with 12.72% vs 8.59% for SDG. On fees, SCHD is cheaper at 0.06% per year. On volatility, SCHD has been the lower-risk option at 3.58%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SCHD has performed better with a 12.72% return vs 8.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHD is cheaper with a 0.06% expense ratio, compared with 0.50% for SDG.
SCHD has the higher dividend yield at 3.30%, compared with 1.72% for SDG.
SDG is categorized as Global Equities, while SCHD is Dividend. SDG tracks MSCI ACWI Sustainable Development Index, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.50% for SDG and 0.06% for SCHD.
SCHD currently has the higher Sharpe Ratio (2.23 vs 1.37), 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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