SDG vs. XVV
SDG (iShares MSCI Global Sustainable Development Goals ETF) and XVV (iShares ESG Screened S&P 500 ETF) are both exchange-traded funds - SDG is a Global Equities fund tracking the MSCI ACWI Sustainable Development Index, while XVV is a S&P 500 fund tracking the S&P 500 Sustainablility Screened Index. Both are passively managed. Over the past 5 years, SDG returned 0.09%/yr vs 13.13%/yr for XVV. A 0.68 correlation means they provide meaningful diversification when combined. SDG charges 0.50%/yr vs 0.08%/yr for XVV.
Performance
SDG vs. XVV - Performance Comparison
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Returns By Period
In the year-to-date period, SDG achieves a 7.33% return, which is significantly lower than XVV's 8.02% return.
SDG
- 1D
- 0.08%
- 1M
- -0.84%
- YTD
- 7.33%
- 6M
- 7.12%
- 1Y
- 23.73%
- 3Y*
- 7.07%
- 5Y*
- 0.09%
- 10Y*
- 8.80%
XVV
- 1D
- -0.60%
- 1M
- -0.14%
- YTD
- 8.02%
- 6M
- 7.58%
- 1Y
- 25.24%
- 3Y*
- 21.05%
- 5Y*
- 13.13%
- 10Y*
- —
SDG vs. XVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SDG iShares MSCI Global Sustainable Development Goals ETF | 7.33% | 20.19% | -10.09% | 4.59% | -11.51% | -1.20% | 19.59% |
XVV iShares ESG Screened S&P 500 ETF | 8.02% | 17.53% | 25.87% | 29.78% | -21.46% | 29.19% | 16.13% |
Correlation
The correlation between SDG and XVV is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2020 | 0.68 |
The correlation between SDG and XVV has been stable across timeframes, ranging from 0.60 to 0.69 - a consistent structural relationship.
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Return for Risk
SDG vs. XVV — Risk / Return Rank
SDG
XVV
SDG vs. XVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Sustainable Development Goals ETF (SDG) and iShares ESG Screened S&P 500 ETF (XVV). 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 | XVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.35 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 2.39 | +0.35 |
| Martin ratioReturn relative to average drawdown | 9.88 | 10.31 | -0.43 |
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Drawdowns
SDG vs. XVV - Drawdown Comparison
The maximum SDG drawdown since its inception was -30.35%, which is greater than XVV's maximum drawdown of -27.20%. Use the drawdown chart below to compare losses from any high point for SDG and XVV.
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Drawdown Indicators
| SDG | XVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.35% | -27.20% | -3.15% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -10.59% | +1.91% |
Max Drawdown (3Y)Largest decline over 3 years | -22.92% | -19.59% | -3.33% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | -27.20% | -3.15% |
Max Drawdown (10Y)Largest decline over 10 years | -30.35% | — | — |
Current DrawdownCurrent decline from peak | -2.95% | -2.08% | -0.87% |
Average DrawdownAverage peak-to-trough decline | -9.63% | -5.84% | -3.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 2.45% | -0.04% |
Volatility
SDG vs. XVV - Volatility Comparison
iShares MSCI Global Sustainable Development Goals ETF (SDG) has a higher volatility of 5.68% compared to iShares ESG Screened S&P 500 ETF (XVV) at 4.81%. This indicates that SDG's price experiences larger fluctuations and is considered to be riskier than XVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SDG | XVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 4.81% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 11.87% | 10.46% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.92% | 13.24% | +1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.76% | 17.70% | -1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 17.37% | -0.66% |
SDG vs. XVV - Expense Ratio Comparison
SDG has a 0.50% expense ratio, which is higher than XVV's 0.08% expense ratio.
Dividends
SDG vs. XVV - Dividend Comparison
SDG's dividend yield for the trailing twelve months is around 1.69%, more than XVV's 0.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
SDG iShares MSCI Global Sustainable Development Goals ETF | 1.69% | 2.00% | 1.95% | 1.77% | 1.82% | 1.66% | 0.97% | 1.39% | 2.47% | 2.54% | 1.34% |
XVV iShares ESG Screened S&P 500 ETF | 0.94% | 0.94% | 1.05% | 1.25% | 1.57% | 0.81% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SDG and XVV have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDG has higher volatility (5.68%) compared to XVV (4.81%). In terms of maximum drawdown, SDG dropped -30.35% vs XVV's -27.20%.
On 5-year performance, XVV leads with 13.13% vs 0.09% for SDG. On fees, XVV is cheaper at 0.08% per year. On volatility, XVV has been the lower-risk option at 4.81%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, XVV has performed better with a 13.13% return vs 0.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XVV is cheaper with a 0.08% expense ratio, compared with 0.50% for SDG.
SDG has the higher dividend yield at 1.69%, compared with 0.94% for XVV.
SDG is categorized as Global Equities, while XVV is S&P 500. SDG tracks MSCI ACWI Sustainable Development Index, while XVV tracks S&P 500 Sustainablility Screened Index. Their fees differ too: 0.50% for SDG and 0.08% for XVV.
XVV currently has the higher Sharpe Ratio (1.92 vs 1.60), 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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