The Sustainable Development Goals (SDGs) represent a universal agenda for addressing pressing global challenges, yet assessing national progress remains complex due to methodological limitations in existing frameworks. This study evaluates the performance of OECD countries in achieving 15 SDGs using an integrated WENSLO (Weights by Envelope and Slope) and CoCoSo (Combined Compromise Solution) approach, addressing critiques of subjective weighting methods like the UN’s equal-weighted index. WENSLO objectively assigns criterion weights based on statistical analysis, while CoCoSo ranks countries through a multi-criteria decision-making process. Results reveal Italy as the top performer, attributed to balanced advancements in economic, social, and environmental dimensions, followed by Austria, Spain, and Portugal. Conversely, Iceland, Luxembourg, and Greece, reflecting disparities in policy integration and socio-economic constraints. The study highlights synergies and trade-offs between SDGs, emphasizing the need for targeted resource allocation, technology transfer, and data standardization. By offering a transparent, adaptable framework, this research advances methodological rigor in sustainability assessments and provides actionable insights for policymakers to prioritize SDG implementation in heterogeneous high-income contexts.