XVV vs. SDG
XVV (iShares ESG Screened S&P 500 ETF) and SDG (iShares MSCI Global Sustainable Development Goals ETF) are both exchange-traded funds - XVV is a S&P 500 fund tracking the S&P 500 Sustainablility Screened Index, while SDG is a Global Equities fund tracking the MSCI ACWI Sustainable Development Index. Both are passively managed. Over the past 5 years, XVV returned 12.69%/yr vs -0.46%/yr for SDG. A 0.68 correlation means they provide meaningful diversification when combined. XVV charges 0.08%/yr vs 0.50%/yr for SDG.
Performance
XVV vs. SDG - Performance Comparison
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Returns By Period
In the year-to-date period, XVV achieves a 6.55% return, which is significantly higher than SDG's 5.30% return.
XVV
- 1D
- -1.36%
- 1M
- -1.49%
- YTD
- 6.55%
- 6M
- 5.50%
- 1Y
- 22.18%
- 3Y*
- 20.50%
- 5Y*
- 12.69%
- 10Y*
- —
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%
XVV vs. SDG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XVV iShares ESG Screened S&P 500 ETF | 6.55% | 17.53% | 25.87% | 29.78% | -21.46% | 29.19% | 16.13% |
SDG iShares MSCI Global Sustainable Development Goals ETF | 5.30% | 20.19% | -10.09% | 4.59% | -11.51% | -1.20% | 19.59% |
Correlation
The correlation between XVV and SDG 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 | 0.61 |
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 XVV and SDG has been stable across timeframes, ranging from 0.60 to 0.69 - a consistent structural relationship.
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Return for Risk
XVV vs. SDG — Risk / Return Rank
XVV
SDG
XVV vs. SDG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Screened S&P 500 ETF (XVV) and iShares MSCI Global Sustainable Development Goals ETF (SDG). 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.
| XVV | SDG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.25 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 2.36 | -0.26 |
| Martin ratioReturn relative to average drawdown | 9.02 | 8.43 | +0.59 |
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Drawdowns
XVV vs. SDG - Drawdown Comparison
The maximum XVV drawdown since its inception was -27.20%, smaller than the maximum SDG drawdown of -30.35%. Use the drawdown chart below to compare losses from any high point for XVV and SDG.
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Drawdown Indicators
| XVV | SDG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.20% | -30.35% | +3.15% |
Max Drawdown (1Y)Largest decline over 1 year | -10.59% | -8.68% | -1.91% |
Max Drawdown (3Y)Largest decline over 3 years | -19.59% | -22.92% | +3.33% |
Max Drawdown (5Y)Largest decline over 5 years | -27.20% | -30.35% | +3.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.35% | — |
Current DrawdownCurrent decline from peak | -3.41% | -4.78% | +1.37% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -9.62% | +3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.43% | +0.03% |
Volatility
XVV vs. SDG - Volatility Comparison
The current volatility for iShares ESG Screened S&P 500 ETF (XVV) is 5.00%, while iShares MSCI Global Sustainable Development Goals ETF (SDG) has a volatility of 5.94%. This indicates that XVV experiences smaller price fluctuations and is considered to be less risky than SDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XVV | SDG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 5.94% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 10.53% | 12.01% | -1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.29% | 15.02% | -1.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 15.79% | +1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.38% | 16.64% | +0.74% |
XVV vs. SDG - Expense Ratio Comparison
XVV has a 0.08% expense ratio, which is lower than SDG's 0.50% expense ratio.
Dividends
XVV vs. SDG - Dividend Comparison
XVV's dividend yield for the trailing twelve months is around 0.95%, less than SDG's 1.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XVV iShares ESG Screened S&P 500 ETF | 0.95% | 0.94% | 1.05% | 1.25% | 1.57% | 0.81% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XVV and SDG 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 (5.94%) compared to XVV (5.00%). In terms of maximum drawdown, XVV dropped -27.20% vs SDG's -30.35%.
On 5-year performance, XVV leads with 12.69% vs -0.46% for SDG. On fees, XVV is cheaper at 0.08% per year. On volatility, XVV has been the lower-risk option at 5.00%. 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 12.69% return vs -0.46%. 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 1.72%, compared with 0.95% for XVV.
XVV is categorized as S&P 500, while SDG is Global Equities. XVV tracks S&P 500 Sustainablility Screened Index, while SDG tracks MSCI ACWI Sustainable Development Index. Their fees differ too: 0.08% for XVV and 0.50% for SDG.
XVV currently has the higher Sharpe Ratio (1.68 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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