XVV vs. SDG
Compare and contrast key facts about iShares ESG Screened S&P 500 ETF (XVV) and iShares MSCI Global Sustainable Development Goals ETF (SDG).
XVV and SDG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Sustainablility Screened Index. It was launched on Sep 22, 2020. SDG is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Sustainable Development Index. It was launched on Apr 20, 2016. Both XVV and SDG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XVV vs. SDG - Performance Comparison
Loading graphics...
XVV vs. SDG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XVV iShares ESG Screened S&P 500 ETF | -6.38% | 17.53% | 25.87% | 29.78% | -21.46% | 29.19% | 16.13% |
SDG iShares MSCI Global Sustainable Development Goals ETF | -0.32% | 20.19% | -10.09% | 4.59% | -11.51% | -1.20% | 19.97% |
Returns By Period
In the year-to-date period, XVV achieves a -6.38% return, which is significantly lower than SDG's -0.32% return.
XVV
- 1D
- 2.93%
- 1M
- -5.54%
- YTD
- -6.38%
- 6M
- -3.96%
- 1Y
- 16.21%
- 3Y*
- 18.11%
- 5Y*
- 11.25%
- 10Y*
- —
SDG
- 1D
- 3.01%
- 1M
- -3.35%
- YTD
- -0.32%
- 6M
- 1.93%
- 1Y
- 18.43%
- 3Y*
- 3.93%
- 5Y*
- -0.71%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XVV vs. SDG - Expense Ratio Comparison
XVV has a 0.08% expense ratio, which is lower than SDG's 0.50% expense ratio.
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.
| XVV | SDG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.13 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.64 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.77 | -0.42 |
Martin ratioReturn relative to average drawdown | 5.89 | 6.92 | -1.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| XVV | SDG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.13 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | -0.05 | +0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.46 | +0.38 |
Correlation
The correlation between XVV and SDG is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XVV vs. SDG - Dividend Comparison
XVV's dividend yield for the trailing twelve months is around 1.03%, less than SDG's 2.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XVV iShares ESG Screened S&P 500 ETF | 1.03% | 0.94% | 1.05% | 1.25% | 1.57% | 0.81% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% |
SDG iShares MSCI Global Sustainable Development Goals ETF | 2.00% | 2.00% | 1.95% | 1.77% | 1.82% | 1.66% | 0.97% | 1.39% | 2.47% | 2.54% | 1.34% |
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.
Loading graphics...
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 | -12.41% | -9.98% | -2.43% |
Max Drawdown (5Y)Largest decline over 5 years | -27.20% | -30.35% | +3.15% |
Current DrawdownCurrent decline from peak | -7.97% | -9.06% | +1.09% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -9.77% | +3.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.56% | +0.30% |
Volatility
XVV vs. SDG - Volatility Comparison
The current volatility for iShares ESG Screened S&P 500 ETF (XVV) is 5.63%, while iShares MSCI Global Sustainable Development Goals ETF (SDG) has a volatility of 7.01%. 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.
Loading graphics...
Volatility by Period
| XVV | SDG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 7.01% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 10.05% | 10.78% | -0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.04% | 16.42% | +2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.60% | 15.49% | +2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.47% | 16.66% | +0.81% |