The SDS drill is a drill with built in hammer action. SDS stands for Special Direct System. An SDS drill differs from a conventional hammer drill in that it is able to deliver much greater energy per blow. The chuck design also differs and they use special SDS drill bits to eliminate the possibility of the drill bit slipping, the bits are also designed in such a way to withstand the increased force of the improved hammer action.
When you combine all of the above it means that an SDS drill will make light work of hard masonry or engineering bricks. Using a standard hammer drill may take minutes to make even a shallow hole, whereas an SDS drill delivers much more force and will work through them in seconds. You’ll need to take care when drilling through thin objects such as walls as the hammer action can end up removing large chunks as it exits the other side. Generally the advice when drilling thin objects is to drill inwards from either side of the object, starting with a small pilot hole. SDS drills commonly have 2 settings, some have three, read more on SDS settings.