See what your fund actually adds
iShares MSCI Global Sustainable Development Goals ETF SDG
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SDG | Replication |
|---|---|---|
| Annualized growth | 0.2% | 4.1% |
| Annualized volatility | 14.4% | 13.8% |
| Sharpe ratio | 0.09 | 0.36 |
| Maximum drawdown | 26.4% | 28.2% |
| Replication fit (R²) | 0.80 · Tracking error 6.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model SDG’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VWO | Emerging Markets | 38.2% |
| VNQI | Alternatives · Intl Real Estate | 23.9% |
| EFG | Intl · Growth | 20.8% |
| XLV | Sector · Healthcare | 14.1% |
| VSS | Intl · Small Cap | 3.0% |