To achieve the UN 2030 Agenda Goals, and considering their complexity and multidisciplinary, Multi-criteria analysis appears to be a suitable approach to give a true support to public decision makers in defining policy lines. This study focuses on the application of the Multiple Reference Point Weak-Strong Composite Indicators (MRP-WSCI) and its partially compensatory version (MRP-PCI), to assess, in the framework of the UN 2030 Agenda, the sustainability of the 28 members of the European Union (pre-Brexit). Countries were analyzed and compared according to their conditions and progress against the 17 Sustainable Development Goals, considering three reference years: 2007, 2012 and 2017. The analysis shows that Nordic countries reach a good level of global sustainability, with values of the indicators, W-W-W and S-W-W, between 2 and 3; while the States of east Europe, in particular Romania, Bulgaria and Greece, stay at the worst levels, having overall indicators values less than 1.5. Furthermore, the results highlight how countries in the lower group have difficulties especially in social and economic sustainability. On the other hand, states with a good overall condition record the worst results in the environmental dimension, such as the Netherlands, which shows, for the year 2017, a value for this sphere less than 2, while in the other two show a good value (over 2.5).