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SDG vs. SHEH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDG vs. SHEH - Performance Comparison

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

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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


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

Compare historical risk-adjusted metric ranks over the past 12 months.

SDG
SDG Risk / Return Rank: 4646
Overall Rank
SDG Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SDG Sortino Ratio Rank: 4343
Sortino Ratio Rank
SDG Omega Ratio Rank: 4343
Omega Ratio Rank
SDG Calmar Ratio Rank: 5353
Calmar Ratio Rank
SDG Martin Ratio Rank: 4949
Martin Ratio Rank

SHEH
SHEH Risk / Return Rank: 4848
Overall Rank
SHEH Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SHEH Sortino Ratio Rank: 5252
Sortino Ratio Rank
SHEH Omega Ratio Rank: 5151
Omega Ratio Rank
SHEH Calmar Ratio Rank: 4444
Calmar Ratio Rank
SHEH Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


SDGSHEHDifference
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

SDG vs. SHEH - Sharpe Ratio Comparison

The current SDG Sharpe Ratio is 1.09, which is comparable to the SHEH Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of SDG and SHEH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


SDGSHEHDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.53%

-2.90%

-0.63%

Average Drawdown

Average peak-to-trough decline

-9.57%

-4.14%

-5.43%

Ulcer Index

Depth 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


SDGSHEHDifference

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.


PositionTTM2025202420232022202120202019201820172016
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.

Portfolio Optimizer

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