iShares MSCI Global Impact ETF (SDG) Performance
SDG total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +3.1% since Dec 31, 2025
- 1 year
- +4.8% total return
- 5 years
- −0.4% a year
- 10 years
- +7.9% a year
- Since first price
- +7.6% a year since 2016
SDG trailing returns vs SPY, QQQ, AGG
| Period | SDG total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −3.0% | −3.0% | −1.0% | −5.0% | +0.9% |
| 3 months | −1.4% | −1.4% | +3.2% | +1.9% | −0.4% |
| 6 months | −2.2% | −2.9% | +7.8% | +8.4% | −1.5% |
| YTD | +3.1% | +2.4% | +12.3% | +15.1% | −1.0% |
| 1 year | +4.8% | +3.0% | +14.4% | +15.9% | −1.1% |
| 3 years | +28.3%+8.7%/yr | +21.3% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | −2.1%−0.4%/yr | −10.9% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +113.3%+7.9%/yr | +77.5% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionApr 22, 2016 | +115.1%+7.6%/yr | +78.2% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: SDG vs SPY
From Apr 22, 2016: SDG grew to $21,506, SPY to $43,023.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
SDG returns by calendar year
5 of 9 full years positive. Best 2020 (+44.4%), worst 2022 (−11.5%). 2026 is year to date.
SDG annual returns table
| Year | SDG | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +3.1% | −8.9% | +12.3% | +15.1% | −1.0% |
| 2025 | +20.2% | −14.0% | +17.7% | +20.8% | +7.2% |
| 2024 | −10.1% | −16.0% | +24.9% | +25.6% | +1.3% |
| 2023 | +4.6% | −14.8% | +26.2% | +54.9% | +5.7% |
| 2022 | −11.5% | −22.6% | −18.2% | −32.6% | −13.0% |
| 2021 | −1.2% | −11.8% | +28.7% | +27.4% | −1.8% |
| 2020 | +44.4% | −27.3% | +18.3% | +48.6% | +7.5% |
| 2019 | +25.4% | −8.4% | +31.2% | +39.0% | +8.5% |
| 2018 | −8.3% | −15.8% | −4.6% | −0.1% | +0.1% |
| 2017 | +27.3% | −6.3% | +21.7% | +32.7% | +3.6% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
SDG largest drawdowns
Now 8.5% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Sep 3, 2021 | −30.4% | Apr 8, 2025 | Jun 2, 2026 | 3.6 years | 4.7 years |
| Feb 19, 2020 | −27.3% | Mar 23, 2020 | Jul 6, 2020 | 33 days | 5 months |
| Jan 26, 2018 | −15.8% | Dec 24, 2018 | Oct 24, 2019 | 11 months | 1.7 years |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
SDG risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2016 |
|---|---|---|---|---|
| Annualized return | +7.4% | −0.0% | +7.7% | +7.9% |
| Volatility (annualized) | 13.0% | 14.7% | 14.8% | 14.6% |
| Sharpe ratio | 0.28 | -0.17 | 0.42 | 0.44 |
| Sortino ratio | 0.39 | -0.23 | 0.64 | 0.67 |
| Best month | +7.6% | +11.6% | +13.6% | +13.6% |
| Worst month | −6.9% | −9.9% | −10.1% | −10.1% |
| Best 12 months | +25.2% | +25.2% | +67.0% | +67.0% |
| Worst 12 months | −10.1% | −24.7% | −24.7% | −24.7% |
| Positive months | 64% | 58% | 61% | 62% |
| Beta vs S&P 500 | 0.64 | 0.65 | 0.73 | — |
| Correlation with S&P 500 | 0.61 | 0.69 | 0.76 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
SDG rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 115 | −24.7% | +4.6% | +67.0% | 67% |
| 3-year (a year) | 91 | −7.2% | +7.7% | +23.3% | 76% |
| 5-year (a year) | 67 | −0.6% | +7.6% | +17.9% | 91% |
| 10-year (a year) | 7 | +7.7% | +8.3% | +8.6% | 100% |
Every holding period starting at a month-end since 2016. Returns for 3 years and longer are annualized.
SDG performance overview
iShares MSCI Global Impact ETF (SDG) returned +4.8% over the past year and +7.9% a year over ten years, with distributions reinvested. Since its first recorded price in 2016 it has returned +7.6% a year, turning $10,000 into about $21,506. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −30.4%, from Sep 3, 2021 to Apr 8, 2025, and it took 1.1 years to get back to the old high. SDG finished 5 of its 9 full calendar years with a gain; the best year was 2020 (+44.4%) and the worst 2022 (−11.5%). Volatility has been 14.6% a year.
Related: SDG chart, SDG holdings, SDG dividends. See the SDG overview for the latest quote and fund facts.
SDG performance FAQ
What is the SDG return over the past year?
SDG returned +4.8% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 3.0%.
What is the average annual return of SDG?
SDG has returned −0.4% a year over 5 years, +7.9% a year over 10 years, +7.6% a year since April 22, 2016 (total return, distributions reinvested).
How much would $10,000 invested in SDG be worth?
$10,000 invested in SDG at its first recorded close on April 22, 2016 would be worth about $21,506 on October 23, 2026 with distributions reinvested.
What was the worst year for SDG?
The worst calendar year was 2022, with a total return of −11.5%. The best was 2020 at +44.4%.
What is the biggest drawdown of SDG?
The largest peak-to-trough decline was −30.4% between September 3, 2021 and April 8, 2025. It recovered to the old high on June 2, 2026, 1.1 years after the bottom.
How volatile is SDG?
Over the past 3 years SDG had an annualized volatility of 13.0% and a Sharpe ratio of 0.28 (excess return over 1–3 month T-bills per unit of risk).