The Sigma/SD series are NOT caliber convertible . In addition to the obvious differences, the mags/mag wells are different widths from the 9mm to the .40.
A couple of years ago, one of the posters tried to modify Sigma .40 magazines to use a 9mm barrel in his .40 Sigma and wound up with an unreliable (unsafe?) mess.
If you want a caliber convertible gun, get a .40 or .357 M&P to start with. Then you can have .40 and .357 Sig with just a barrel change (mags are the same), and add 9mm with a barrel and magazines.
Science plus Art