Sort criteria by year for blog posts
You don't need a Relationship to add the Tags sort (use the actual Tags field reference, not the generic "Terms on node"). 

But this way the results will be sorted by TID, not by term names. If your tags have been added chronologically then their TIDs will also be chronological and you can use this sort criteria (it doesn't matter if asc. or desc.). 



But if your TIDs for years terms are mixed up you have to sort by term name. This is an alphabetical sort, not a numerical sort, but luckily it will work correctly in your "years" case. 

To do that you have to: 


Add the Relationship for your tags field, you can require it since you only want nodes that have the years tag to appear 
Add Sort criteria Name from the Taxonomy term Category (it will automatically use the Relationship from above) 


Now your results will be sorted by text 2015, 2016 etc.