The paper discusses the intricate interplay of Sustainable Development Goals (SDGs) and their impact on sustainable development. We emphasise the interconnected nature of the SDGs in terms of advancements in one area, which can lead to positive outcomes in others and the synergies and trade-offs among the goals. The research aims to unveil empirical relations among SDGs on a global country level by employing modern multivariate techniques to assess SDGs and rank them in terms of their importance in global development. The study takes a holistic approach to reveal the underlying complex governing these relationships, providing a comprehensive understanding of how these factors collectively shape sustainable development pathways. The factor analysis results reveal that one factor captures a significant portion of the variability of SDG scores. The factor and multivariate regression analyses highlight the relationships between the SDG Index scores and individual SDG scores, demonstrating the strong positive relationship between specific SDG scores and the 2023 SDG Index Score. The discussion emphasises the importance of integrated approaches that recognise the complexity of development challenges and the necessity for coordinated efforts across sectors and governance levels.  The paper’s findings contribute to a more comprehensive understanding of the SDGs’ interdependencies, facilitating informed decision-making and policy formulation to foster sustainable and equitable development for future generations.