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MHL.DE vs. IQQH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MHL.DE vs. IQQH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in S&P Global Inc (MHL.DE) and iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MHL.DE vs. IQQH.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MHL.DE
MHL.DE Risk / Return Rank: 1414
Overall Rank
MHL.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
MHL.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
MHL.DE Omega Ratio Rank: 1313
Omega Ratio Rank
MHL.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
MHL.DE Martin Ratio Rank: 1414
Martin Ratio Rank

IQQH.DE
IQQH.DE Risk / Return Rank: 8989
Overall Rank
IQQH.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IQQH.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
IQQH.DE Omega Ratio Rank: 8484
Omega Ratio Rank
IQQH.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
IQQH.DE Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DEIQQH.DEDifference
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

MHL.DE vs. IQQH.DE - Sharpe Ratio Comparison

The current MHL.DE Sharpe Ratio is -0.73, which is lower than the IQQH.DE Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of MHL.DE and IQQH.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MHL.DEIQQH.DEDifference

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.DEIQQH.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-29.42%

-24.01%

-5.41%

Average Drawdown

Average peak-to-trough decline

-10.32%

-59.78%

+49.46%

Ulcer Index

Depth 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.DEIQQH.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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