MHL.DE vs. IQQH.DE
MHL.DE (S&P Global Inc) is a stock, while IQQH.DE (iShares Global Clean Energy UCITS ETF USD (Dist)) is Energy Equities fund tracking the S&P Global Clean Energy. Over the past 10 years, MHL.DE returned 14.70%/yr vs 11.71%/yr for IQQH.DE. At a 0.14 correlation, their price movements are largely independent.
Performance
MHL.DE vs. IQQH.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 IQQH.DE's 39.28% return. Over the past 10 years, MHL.DE has outperformed IQQH.DE with an annualized return of 14.70%, while IQQH.DE has yielded a comparatively lower 11.71% 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%
IQQH.DE
- 1D
- -1.81%
- 1M
- 8.45%
- YTD
- 39.28%
- 6M
- 35.95%
- 1Y
- 78.04%
- 3Y*
- 5.37%
- 5Y*
- 2.58%
- 10Y*
- 11.71%
MHL.DE vs. IQQH.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% |
IQQH.DE iShares Global Clean Energy UCITS ETF USD (Dist) | 39.28% | 29.83% | -21.49% | -22.15% | 0.84% | -17.65% | 117.65% | 49.62% | -4.26% | 7.71% |
Correlation
The correlation between MHL.DE and IQQH.DE is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2010 | 0.15 |
The correlation between MHL.DE and IQQH.DE shifts across timeframes, from -0.15 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
MHL.DE vs. IQQH.DE — Risk / Return Rank
MHL.DE
IQQH.DE
MHL.DE vs. IQQH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc (MHL.DE) and iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.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 | IQQH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.91 | ||
| Sortino ratioReturn per unit of downside risk | -4.99 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.50 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 6.29 | -6.88 |
| Martin ratioReturn relative to average drawdown | -1.22 | 19.88 | -21.11 |
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 | IQQH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.73 | 3.18 | -3.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.10 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.46 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.28 | -0.01 | +1.29 |
Drawdowns
MHL.DE vs. IQQH.DE - Drawdown Comparison
The maximum MHL.DE drawdown since its inception was -37.25%, smaller than the maximum IQQH.DE drawdown of -86.09%. Use the drawdown chart below to compare losses from any high point for MHL.DE and IQQH.DE.
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Drawdown Indicators
| MHL.DE | IQQH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.25% | -86.09% | +48.84% |
Max Drawdown (1Y)Largest decline over 1 year | -32.65% | -12.32% | -20.33% |
Max Drawdown (3Y)Largest decline over 3 years | -37.25% | -44.43% | +7.18% |
Max Drawdown (5Y)Largest decline over 5 years | -37.25% | -57.70% | +20.45% |
Max Drawdown (10Y)Largest decline over 10 years | -37.25% | -63.78% | +26.53% |
Current DrawdownCurrent decline from peak | -29.42% | -24.01% | -5.41% |
Average DrawdownAverage peak-to-trough decline | -10.32% | -59.78% | +49.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.66% | 3.90% | +11.76% |
Volatility
MHL.DE vs. IQQH.DE - Volatility Comparison
S&P Global Inc (MHL.DE) and iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.DE) have volatilities of 9.50% and 9.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MHL.DE | IQQH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.50% | 9.79% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 23.12% | 18.31% | +4.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.33% | 24.37% | +1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.09% | 24.69% | +0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.11% | 25.08% | +8.03% |
Dividends
MHL.DE vs. IQQH.DE - Dividend Comparison
MHL.DE's dividend yield for the trailing twelve months is around 0.78%, less than IQQH.DE's 0.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQH.DE iShares Global Clean Energy UCITS ETF USD (Dist) | 0.94% | 1.53% | 1.32% | 1.23% | 0.83% | 1.23% | 0.56% | 2.89% | 3.30% | 4.82% | 4.72% | 2.86% |
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 IQQH.DE have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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