Comparing the impacts of future scenarios is essential for developing and guiding the political sustainability agenda. This review-based analysis compares six IPBES scenarios for their impacts on 17 Sustainable Development Goals (SDGs) and 20 biodiversity targets (Aichi targets) for the Europe and Central Asia regions. The comparison is based on a review of 143 modeled scenarios synthesized in a plural cost–benefit approach which provides the distances to multiple policy goals. We confirm and substantiate the claim that transformative change is vital but also point out which directions for political transformation are to be preferred. The hopeful message is that large societal losses might still be avoided, and multiple benefits can be generated over the coming decades and centuries. Yet, policies will need to strongly steer away from scenarios based on regional competition, inequality, and economic optimism.