SDG vs. SPDW
Compare and contrast key facts about iShares MSCI Global Impact ETF (SDG) and SPDR Portfolio World ex-US ETF (SPDW).
SDG and SPDW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDG is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Sustainable Impact Index. It was launched on Apr 20, 2016. SPDW is a passively managed fund by State Street that tracks the performance of the S&P Developed Ex-U.S. BMI Index. It was launched on Apr 26, 2007. Both SDG and SPDW are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SDG or SPDW.
Performance
SDG vs. SPDW - Performance Comparison
Returns By Period
In the year-to-date period, SDG achieves a -6.26% return, which is significantly lower than SPDW's 5.19% return.
SDG
-6.26%
-6.72%
-3.88%
0.09%
5.62%
N/A
SPDW
5.19%
-3.22%
-0.49%
11.79%
5.77%
5.11%
Key characteristics
| SDG | SPDW | |
|---|---|---|
| Sharpe Ratio | 0.04 | 0.95 |
| Sortino Ratio | 0.16 | 1.36 |
| Omega Ratio | 1.02 | 1.17 |
| Calmar Ratio | 0.03 | 1.28 |
| Martin Ratio | 0.13 | 4.46 |
| Ulcer Index | 4.92% | 2.71% |
| Daily Std Dev | 15.19% | 12.76% |
| Max Drawdown | -29.20% | -60.02% |
| Current Drawdown | -20.87% | -7.40% |
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SDG vs. SPDW - Expense Ratio Comparison
SDG has a 0.49% expense ratio, which is higher than SPDW's 0.04% expense ratio.
Correlation
The correlation between SDG and SPDW is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
SDG vs. SPDW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Impact ETF (SDG) and SPDR Portfolio World ex-US ETF (SPDW). 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.
Dividends
SDG vs. SPDW - Dividend Comparison
SDG's dividend yield for the trailing twelve months is around 2.07%, less than SPDW's 2.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDG iShares MSCI Global Impact ETF | 2.07% | 1.77% | 1.82% | 1.66% | 0.97% | 1.39% | 2.47% | 2.54% | 1.34% | 0.00% | 0.00% | 0.00% |
SPDW SPDR Portfolio World ex-US ETF | 2.75% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.08% | 1.86% | 3.11% | 2.79% | 3.51% | 2.37% |
Drawdowns
SDG vs. SPDW - Drawdown Comparison
The maximum SDG drawdown since its inception was -29.20%, smaller than the maximum SPDW drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for SDG and SPDW. For additional features, visit the drawdowns tool.
Volatility
SDG vs. SPDW - Volatility Comparison
iShares MSCI Global Impact ETF (SDG) has a higher volatility of 5.90% compared to SPDR Portfolio World ex-US ETF (SPDW) at 3.63%. This indicates that SDG's price experiences larger fluctuations and is considered to be riskier than SPDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.