For many years, BMW produced RWD cars only. You may ask, What does RWD stand for? Well...
Rear Wheel Drive. Cars that are Rear Wheel Drive, send power to the rear wheels, while the front wheels are there just to steer the car.
In the late 80s, BMW wanted a bit of the Audi Quattro action and decided to make AWD cars. AWD stands for All Wheel Drive, (not to be confused with 4WD).
All Wheel Drive cars send power to all 4 wheels, all the time, though when cruising along, the power goes to the Rear wheels to save fuel etc. If the car detects that the front wheels need to be used, it will alter which wheel gets a certain per cent of power.
Author:Michael Gil* from Calgary, AB, Canada*
4 Wheel Drive cars are cars that are normally used in RWD but can put into 4 wheel drive with a push of a button or a pull of a lever. It sends the power equally through the front and rear axles. You should never leave a car in full 4wd because it can mess up the system. 
Anyway, it was the BMW E30 which was the first BMW to have AWD, which in BMWs Language is X. The E30 models had the AWD system were the 1986-1991 325iX and the 325iX touring. Sadly the E36 never received the X drive, but the E46 picked up the iX name.
It wasn't only the E30 that received the iX name back then, it was also the E34 5 Series Saloon and Touring.
It was the X5 that bought back the X name, and they became so popular that the X-series grew from X1 to the big X7. 
The first BMW I remember using** sDrive** was the X70 X5 I drove in Greece.
sDrive stands for single axle drive meaning that one axle gets the power. So back then sDrive meant RWD, though some of the newer BMWs will have** sDrive** on their** FWD** cars.
Oh before I forget, FWD stands for** front-wheel drive**, meaning the front wheels do the steering as well as receiving the power, while the rear wheels just follow the car...