<p>This study aims to explore the multifractal characteristics and resilience of Sukuk and green bond indices during three major global crises: the COVID-19 outbreak (December 1, 2019, to February 23, 2022), the Russo-Ukrainian War (February 24, 2022, to September 22, 2024). In this paper, we use daily return data from Sukuk indices, including Sukuk AAA, Sukuk AA, Sukuk A, and Sukuk BBB, as well as green bond indices, including S&amp;P Green Bond Index, Green Bond Select Index, and clean equity Kensho Clean Energy Index, and Cleantech Index to use the multifractal detrended fluctuation analysis (MFDFA) method. It is to evaluate their sustainability, consistency, and ability to cope with market shocks resulting from these crises. The results show that all the indices are multifractal. However, Sukuk with higher ratings (AAA and AA) demonstrate better stability and more remarkable persistence by having higher values of hq and a narrow scaling exponent spectrum. A and BBB Sukuk’s lower credit ranks were characterized by higher multifractality and increased responses to market dynamics. Among all the green bonds, the Green Bond Select Index exhibited high multifractal properties and a widespread and symmetrical multifractal spectrum, apart from the high value of persistence and adaptability, which was also reflected in the Kensho Clean Energy Index. Conversely, the Cleantech Index showed clearer market trends, along with a small set of quantifiable characteristics. This study, then, emphasizes the value of analyzing high-rated Sukuk, as well as strong, green bond indices, while appreciating the role of these within the geopolitical and pandemic trading context. This comparative approach during several crises recognizes the value of these instruments and how they mitigate losses and stabilize the turbulent phases of the financial markets. It illustrates the risks associated when turbulent phases of financial markets ensue and how these instruments advocates for a financial market.</p>