This paper investigates how investors can integrate the Sustainable Development Goals (SDG) into government bond portfolios. First, the Authors develop a framework that assesses if countries: (i) have good policies for the SDGs; (ii) need better access to capital in order to finance sustainable development; and (iii) respect key sustainability principles. We argue that countries meeting these three criteria deserve priority for inclusion in SDG-aligned government bond portfolios. Second, they apply this framework to 170 countries, allowing us to create SDG-scores for each country. Third, to show how these scores can be used in practice, the Authors create a hypothetical sovereign bond portfolio that aligns with the SDGs. the paper raises implications for sustainable investing and the financing of the SDGs.