MHL.DE vs. EXH9.DE
MHL.DE (S&P Global Inc) is a stock, while EXH9.DE (iShares STOXX Europe 600 Utilities UCITS ETF (DE)) is Utilities Equities fund tracking the STOXX® Europe 600 Utilities. Over the past 10 years, MHL.DE returned 14.70%/yr vs 10.74%/yr for EXH9.DE. At a 0.10 correlation, their price movements are largely independent.
Performance
MHL.DE vs. EXH9.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MHL.DE achieves a -18.97% return, which is significantly lower than EXH9.DE's 12.41% return. Over the past 10 years, MHL.DE has outperformed EXH9.DE with an annualized return of 14.70%, while EXH9.DE has yielded a comparatively lower 10.74% annualized return.
MHL.DE
- 1D
- 3.41%
- 1M
- 0.89%
- YTD
- -18.97%
- 6M
- -14.84%
- 1Y
- -18.96%
- 3Y*
- 1.85%
- 5Y*
- 3.86%
- 10Y*
- 14.70%
EXH9.DE
- 1D
- -0.18%
- 1M
- -3.27%
- YTD
- 12.41%
- 6M
- 14.24%
- 1Y
- 26.10%
- 3Y*
- 16.47%
- 5Y*
- 11.76%
- 10Y*
- 10.74%
MHL.DE vs. EXH9.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MHL.DE S&P Global Inc | -18.97% | -5.99% | 22.36% | 26.77% | -24.06% | 63.32% | 4.55% | 66.10% | 4.63% | 34.99% |
EXH9.DE iShares STOXX Europe 600 Utilities UCITS ETF (DE) | 12.41% | 33.92% | 1.25% | 13.58% | -7.50% | 8.84% | 10.88% | 31.91% | 1.47% | 9.93% |
Correlation
The correlation between MHL.DE and EXH9.DE is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2010 | 0.10 |
The correlation between MHL.DE and EXH9.DE shifts across timeframes, from -0.02 (1 year) to 0.19 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
MHL.DE vs. EXH9.DE — Risk / Return Rank
MHL.DE
EXH9.DE
MHL.DE vs. EXH9.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc (MHL.DE) and iShares STOXX Europe 600 Utilities UCITS ETF (DE) (EXH9.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| MHL.DE | EXH9.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.47 | ||
| Sortino ratioReturn per unit of downside risk | -3.14 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.32 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 3.44 | -4.03 |
| Martin ratioReturn relative to average drawdown | -1.22 | 9.54 | -10.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MHL.DE | EXH9.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.73 | 1.74 | -2.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.73 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.63 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.28 | 0.42 | +0.85 |
Drawdowns
MHL.DE vs. EXH9.DE - Drawdown Comparison
The maximum MHL.DE drawdown since its inception was -37.25%, smaller than the maximum EXH9.DE drawdown of -51.33%. Use the drawdown chart below to compare losses from any high point for MHL.DE and EXH9.DE.
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Drawdown Indicators
| MHL.DE | EXH9.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.25% | -51.33% | +14.08% |
Max Drawdown (1Y)Largest decline over 1 year | -32.65% | -7.45% | -25.20% |
Max Drawdown (3Y)Largest decline over 3 years | -37.25% | -13.67% | -23.58% |
Max Drawdown (5Y)Largest decline over 5 years | -37.25% | -22.71% | -14.54% |
Max Drawdown (10Y)Largest decline over 10 years | -37.25% | -33.21% | -4.04% |
Current DrawdownCurrent decline from peak | -29.42% | -5.32% | -24.10% |
Average DrawdownAverage peak-to-trough decline | -10.32% | -16.67% | +6.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.66% | 2.69% | +12.97% |
Volatility
MHL.DE vs. EXH9.DE - Volatility Comparison
S&P Global Inc (MHL.DE) has a higher volatility of 9.50% compared to iShares STOXX Europe 600 Utilities UCITS ETF (DE) (EXH9.DE) at 5.89%. This indicates that MHL.DE's price experiences larger fluctuations and is considered to be riskier than EXH9.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MHL.DE | EXH9.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.50% | 5.89% | +3.61% |
Volatility (6M)Calculated over the trailing 6-month period | 23.12% | 12.89% | +10.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.33% | 14.75% | +11.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.09% | 16.00% | +9.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.11% | 17.03% | +16.08% |
Dividends
MHL.DE vs. EXH9.DE - Dividend Comparison
MHL.DE's dividend yield for the trailing twelve months is around 0.78%, less than EXH9.DE's 2.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXH9.DE iShares STOXX Europe 600 Utilities UCITS ETF (DE) | 2.61% | 2.96% | 3.27% | 3.47% | 3.33% | 3.11% | 2.36% | 3.41% | 3.31% | 6.56% | 4.89% | 4.62% |
MHL.DE S&P Global Inc | 0.78% | 0.65% | 0.77% | 0.72% | 0.85% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MHL.DE and EXH9.DE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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