SDG vs. SHEH
SDG (iShares MSCI Global Sustainable Development Goals ETF) and SHEH (Shell plc ADRhedged ETF) are both exchange-traded funds - SDG is a Global Equities fund tracking the MSCI ACWI Sustainable Development Index, while SHEH is a Energy Equities fund tracking the Shell plc - Benchmark Price Return. Both are passively managed. Over the past year, SDG returned 15.56% vs 28.64% for SHEH. Their -0.06 correlation means they have often moved in opposite directions in the past. SDG charges 0.50%/yr vs 0.19%/yr for SHEH.
Performance
SDG vs. SHEH - Performance Comparison
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Returns By Period
In the year-to-date period, SDG achieves a 6.68% return, which is significantly lower than SHEH's 25.94% return.
SDG
- 1D
- -0.79%
- 1M
- -0.13%
- 6M
- 5.77%
- YTD
- 6.68%
- 1Y
- 15.56%
- 3Y*
- 5.00%
- 5Y*
- 0.06%
- 10Y*
- 8.00%
- ALL TIME*
- 8.08%
SHEH
- 1D
- 1.60%
- 1M
- 16.32%
- 6M
- 22.14%
- YTD
- 25.94%
- 1Y
- 28.64%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 31.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $355.88K | $282.94K | $402.28K | |
| $787.46K | $653.61K | $317.20K |
SDG vs. SHEH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SDG iShares MSCI Global Sustainable Development Goals ETF | 6.68% | 19.71% |
SHEH Shell plc ADRhedged ETF | 25.94% | 12.63% |
Correlation
The correlation between SDG and SHEH is -0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.08 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2025 | -0.06 |
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Return for Risk
SDG vs. SHEH — Risk / Return Rank
SDG
SHEH
SDG vs. SHEH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Sustainable Development Goals ETF (SDG) and Shell plc ADRhedged ETF (SHEH). 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 | SHEH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.89 | 1.60 | +0.29 |
| Martin ratioReturn relative to average drawdown | 5.81 | 4.36 | +1.45 |
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Drawdowns
SDG vs. SHEH - Drawdown Comparison
The maximum SDG drawdown since its inception was -30.35%, which is greater than SHEH's maximum drawdown of -17.53%. Use the drawdown chart below to compare losses from any high point for SDG and SHEH.
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Drawdown Indicators
| SDG | SHEH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.35% | -17.53% | -12.82% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -17.53% | +8.85% |
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 | -3.53% | -2.90% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -9.57% | -4.14% | -5.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 6.41% | -3.60% |
Volatility
SDG vs. SHEH - Volatility Comparison
The current volatility for iShares MSCI Global Sustainable Development Goals ETF (SDG) is 3.70%, while Shell plc ADRhedged ETF (SHEH) has a volatility of 6.72%. This indicates that SDG experiences smaller price fluctuations and is considered to be less risky than SHEH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDG | SHEH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.70% | 6.72% | -3.02% |
Volatility (6M)Calculated over the trailing 6-month period | 12.23% | 17.32% | -5.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.01% | 20.97% | -5.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.79% | 20.55% | -4.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.61% | 20.55% | -3.94% |
SDG vs. SHEH - Expense Ratio Comparison
SDG has a 0.50% expense ratio, which is higher than SHEH's 0.19% expense ratio.
Dividends
SDG vs. SHEH - Dividend Comparison
SDG's dividend yield for the trailing twelve months is around 1.70%, less than SHEH's 1.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
SDG iShares MSCI Global Sustainable Development Goals ETF | 1.70% | 2.00% | 1.95% | 1.77% | 1.82% | 1.66% | 0.97% | 1.39% | 2.47% | 2.54% | 1.34% |
SHEH Shell plc ADRhedged ETF | 1.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SDG and SHEH have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHEH has higher volatility (6.72%) compared to SDG (3.70%). In terms of maximum drawdown, SDG dropped -30.35% vs SHEH's -17.53%.
On 1-year performance, SHEH leads with 28.64% vs 15.56% for SDG. On fees, SHEH is cheaper at 0.19% per year. On volatility, SDG has been the lower-risk option at 3.70%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SHEH has performed better with a 28.64% return vs 15.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SHEH is cheaper with a 0.19% expense ratio, compared with 0.50% for SDG.
SHEH has the higher dividend yield at 1.84%, compared with 1.70% for SDG.
SDG is categorized as Global Equities, while SHEH is Energy Equities. SDG tracks MSCI ACWI Sustainable Development Index, while SHEH tracks Shell plc - Benchmark Price Return. They also come from different issuers: iShares and ADRhedged. Their fees differ too: 0.50% for SDG and 0.19% for SHEH.
SHEH currently has the higher Sharpe Ratio (1.34 vs 1.09), 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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