MHL.DE vs. IEF
MHL.DE (S&P Global Inc) is a stock, while IEF (iShares 7-10 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index. Over the past 10 years, MHL.DE returned 14.70%/yr vs 0.45%/yr for IEF. At a 0.07 correlation, their price movements are largely independent.
Performance
MHL.DE vs. IEF - Performance Comparison
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Different Trading Currencies
MHL.DE is traded in EUR, while IEF is traded in USD. To make them comparable, the IEF values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, MHL.DE achieves a -18.97% return, which is significantly lower than IEF's 0.60% return. Over the past 10 years, MHL.DE has outperformed IEF with an annualized return of 14.70%, while IEF has yielded a comparatively lower 0.45% annualized return.
MHL.DE
- 1D
- 3.41%
- 1M
- 1.09%
- YTD
- -18.97%
- 6M
- -14.45%
- 1Y
- -19.02%
- 3Y*
- 1.85%
- 5Y*
- 3.86%
- 10Y*
- 14.70%
IEF
- 1D
- -0.01%
- 1M
- 0.57%
- YTD
- 0.60%
- 6M
- -0.47%
- 1Y
- 1.70%
- 3Y*
- -0.20%
- 5Y*
- -0.19%
- 10Y*
- 0.45%
MHL.DE vs. IEF - 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% |
IEF iShares 7-10 Year Treasury Bond ETF | 0.60% | -4.79% | 5.92% | 0.53% | -9.90% | 3.90% | 0.94% | 10.47% | 5.73% | -10.05% |
Correlation
The correlation between MHL.DE and IEF is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2010 | 0.07 |
The correlation between MHL.DE and IEF shifts across timeframes, from 0.07 (all time) to 0.18 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
MHL.DE vs. IEF — Risk / Return Rank
MHL.DE
IEF
MHL.DE vs. IEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc (MHL.DE) and iShares 7-10 Year Treasury Bond ETF (IEF). 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 | IEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.05 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 0.34 | -0.93 |
| Martin ratioReturn relative to average drawdown | -1.22 | 0.96 | -2.19 |
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 | IEF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.73 | 0.28 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | -0.02 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.05 | +0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.28 | 0.36 | +0.91 |
Drawdowns
MHL.DE vs. IEF - Drawdown Comparison
The maximum MHL.DE drawdown since its inception was -37.25%, which is greater than IEF's maximum drawdown of -21.59%. Use the drawdown chart below to compare losses from any high point for MHL.DE and IEF.
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Drawdown Indicators
| MHL.DE | IEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.25% | -21.59% | -15.66% |
Max Drawdown (1Y)Largest decline over 1 year | -32.65% | -5.08% | -27.57% |
Max Drawdown (3Y)Largest decline over 3 years | -37.25% | -11.07% | -26.18% |
Max Drawdown (5Y)Largest decline over 5 years | -37.25% | -15.81% | -21.44% |
Max Drawdown (10Y)Largest decline over 10 years | -37.25% | -21.59% | -15.66% |
Current DrawdownCurrent decline from peak | -29.42% | -16.64% | -12.78% |
Average DrawdownAverage peak-to-trough decline | -10.32% | -9.55% | -0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.66% | 1.82% | +13.84% |
Volatility
MHL.DE vs. IEF - Volatility Comparison
S&P Global Inc (MHL.DE) has a higher volatility of 9.50% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.01%. This indicates that MHL.DE's price experiences larger fluctuations and is considered to be riskier than IEF 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 | IEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.50% | 1.01% | +8.49% |
Volatility (6M)Calculated over the trailing 6-month period | 23.12% | 4.60% | +18.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.33% | 6.15% | +20.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.09% | 9.19% | +15.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.11% | 8.75% | +24.36% |
Dividends
MHL.DE vs. IEF - Dividend Comparison
MHL.DE's dividend yield for the trailing twelve months is around 0.78%, less than IEF's 3.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | 3.90% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
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 IEF have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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