SDG vs GLQ

Comparison between iShares MSCI Global Sustainable Development Goals ETF (SDG, ETF) and Clough Global Equity Fund (GLQ, ETF).

5-Year PerformanceGLQ has outperformed SDG, delivering a return of +0.4% compared to -0.1%

SDG vs GLQ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SDG(ETF)	GLQ(ETF)
Net Assets	$174M	$174M
Expense Ratio	0.50%	N/A
Max Drawdown	34.76%	80.00%
Sharpe Ratio	1.04	1.91
5Y Beta	0.61	0.84
5Y Dividends CAGR	12.42%	-9.03%

Net Assets

Winner

SDG

$174M

GLQ

$174M

Expense Ratio

SDG

0.50%

GLQ

N/A

Max Drawdown

Winner

SDG

34.76%

GLQ

80.00%

Sharpe Ratio

SDG

1.04

Winner

GLQ

1.91

5Y Beta

Winner

SDG

0.61

GLQ

0.84

5Y Dividends CAGR

Winner

SDG

12.42%

GLQ

-9.03%

SDG vs GLQ - Historical Returns

Returns include dividend reinvestment.

Period	SDG	GLQ
1 month	-0.74%	+1.00%
3 months	+8.46%	+10.82%
6 months	+8.18%	+15.22%
1 year	+19.24%	+35.77%
5 years(CAGR)	-0.10%	+0.35%
10 years(CAGR)	+8.59%	+9.43%
Max(CAGR)	+8.28%	+6.23%

SDG

-0.74%

Winner

GLQ

+1.00%

SDG

+8.46%

Winner

GLQ

+10.82%

SDG

+8.18%

Winner

GLQ

+15.22%

SDG

+19.24%

Winner

GLQ

+35.77%

5Y(CAGR)

SDG

-0.10%

Winner

GLQ

+0.35%

10Y(CAGR)

SDG

+8.59%

Winner

GLQ

+9.43%

Max(CAGR)

Winner

SDG

+8.28%

GLQ

+6.23%

SDG vs GLQ - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	SDG	GLQ
2026	+6.08%	+13.26%
2025	+19.82%	+29.33%
2024	-8.93%	+26.81%
2023	+4.07%	+1.00%
2022	-11.71%	-43.01%
2021	-2.33%	+7.67%
2020	+43.49%	+26.54%
2019	+26.32%	+21.22%
2018	-8.88%	-9.79%
2017	+27.09%	+32.58%
2016	-0.08%	+1.16%
2015	N/A	-5.51%
2014	N/A	+4.31%
2013	N/A	+28.51%
2012	N/A	+16.55%
2011	N/A	-14.55%
2010	N/A	+14.38%
2009	N/A	+53.32%
2008	N/A	-49.35%
2007	N/A	+9.40%
2006	N/A	-2.79%
2005	N/A	+22.31%

SDG vs GLQ Drawdown Comparison

The maximum drawdown for SDG was -30.33%, occurring on Apr 8, 2025. Recovery took 1189 trading sessions.

The maximum drawdown for GLQ was -64.46%, occurring on Nov 20, 2008. Recovery took 1173 trading sessions.

The current SDG drawdown is -2.86%. The current GLQ drawdown is -7.25%.

Rank	SDG	GLQ
#1	-30.33% Sep 3, 2021 - Jun 2, 2026	-64.46% Jun 5, 2008 - Feb 1, 2013
#2	-27.28% Feb 19, 2020 - Jul 6, 2020	-57.30% Nov 8, 2021 - Oct 27, 2023
#3	-15.79% Jan 26, 2018 - Oct 24, 2019	-45.20% Sep 17, 2018 - Oct 14, 2020
#4	-8.05% Sep 6, 2016 - Feb 15, 2017	-29.60% Jul 16, 2015 - Mar 31, 2017
#5	-7.86% Jan 26, 2021 - Jun 29, 2021	-23.33% May 10, 2006 - May 21, 2008
#6	-7.83% Jun 8, 2016 - Jul 21, 2016	-15.06% Jul 1, 2014 - Feb 20, 2015
#7	-6.52% Oct 12, 2020 - Nov 5, 2020	-12.56% May 3, 2021 - Aug 6, 2021
#8	-6.25% Apr 24, 2017 - Jun 19, 2017	-11.17% Oct 14, 2020 - Nov 16, 2020
#9	-5.14% Sep 2, 2020 - Oct 12, 2020	-10.84% Jan 24, 2006 - May 3, 2006
#10	-5.02% Jun 4, 2026 - Jun 10, 2026	-10.23% Sep 29, 2005 - Nov 23, 2005
#11	-4.74% May 2, 2016 - Jun 6, 2016	-9.11% Jul 18, 2013 - Nov 27, 2013
#12	-4.11% Jul 1, 2021 - Aug 30, 2021	-8.89% Jan 26, 2018 - Mar 14, 2018
#13	-3.64% Oct 18, 2017 - Dec 26, 2017	-7.43% Feb 17, 2021 - Apr 30, 2021
#14	-3.12% Jun 26, 2017 - Aug 31, 2017	-7.29% Mar 14, 2018 - May 14, 2018
#15	-3.06% Jul 20, 2020 - Aug 12, 2020	-7.09% Sep 17, 2021 - Nov 1, 2021

Correlation

Correlation between SDG and GLQ is 0.74 which considered as a strong positive correlation - the stocks tend to move together.

0.74

-101

Dividend Comparison (2005 - 2026)

SDG vs GLQ dividend yield comparison.

Year	SDG	GLQ
2026	0.00%	4.35%
2025	2.00%	10.18%
2024	1.95%	10.86%
2023	1.77%	12.13%
2022	1.82%	21.42%
2021	1.66%	12.25%
2020	0.97%	9.66%
2019	1.39%	10.96%
2018	2.47%	13.68%
2017	2.54%	9.63%
2016	1.34%	11.68%
2015	0.00%	11.01%
2014	0.00%	10.70%
2013	0.00%	7.38%
2012	0.00%	8.92%
2011	0.00%	9.63%
2010	0.00%	7.67%
2009	0.00%	7.40%
2008	0.00%	17.44%
2007	0.00%	9.69%
2006	0.00%	9.16%
2005	0.00%	2.65%