Scholars are researching how to assess a country's sustainable development performance. However, not many proposals differentiate the performance via the three dimensions of sustainable development: social, economic and environmental. This article proposes to assess a country's sustainable development performance in general as well as in each of the dimensions. It pursues three objectives: (1) identifying sustainably developed countries; (2) assessing the best performers in terms of sustainable development; and (3) understanding the relations between the dimensions. Results show a globally bad sustainable development performance, with no sustainably developed countries. They also show that the economic dimension is not the best performing dimension at a global level and that very high levels of gross national income (GNI) per capita usually imply a bad environmental performance.