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• Sensitivity analysis is used to ensure equal importance of the variables. • In the EU, synergies among SDGs (41) are more common than trade-offs (2). • SDG5 – gender equality – has the highest associations number (all positive). • SDG7 – affordable and clean energy – is not significantly related to the others. • More developed economies lead in SDGs execution (Sweden, Denmark, the Netherlands). Sustainable development is one of the most urgent challenges facing humanity. Its basic principle is to improve people's well-being and maintain it over time. In 2015, the United Nations approved 17 sustainable development goals (SDGs) to ensure a better and sustainable future for all, balancing economic, social and environmental development. SDGs create an 'indivisible whole'; thus, examining their interactions is crucial. Our goals were twofold: (i) to assess the implementation degree of SDGs in EU countries and (ii) to examine the interactions between goals. The potential to achieve a given SDG is approximated by a composite indicator, calculated based on an innovative method of implementing tools derived from sensitivity analysis (SA). Respecting the degree of variability of individual variables and their correlation, we set the weights to equalise their importance. Moreover, the application of SA allows us to remove strongly correlated variables that are not transferring supplementary information. We use countries' linear ordering and Spearman's rank correlation coefficient to assess interactions between SDGs. Our research shows that Scandinavian countries predominately occupy the leading positions, respectively, eight times on the podium for Sweden and four by Denmark (of which three as a leader). The Netherlands also stands out, occupying the superior position in the performance of SDGs 2, 3, 5, 8, 9, 12 and 17. The top in achieving one of the most priority area – no poverty (SDG1) belongs to Czechia. Our study confirmed the results obtained by many researchers regarding the more potent synergy between SDGs compared to the trade-offs. The only trade-offs observed in our study relate to SDG15, which negatively correlated with SDG3 and 17. Furthermore, SDG7 was the only one not associated with others. [ABSTRACT FROM AUTHOR]