MHL.DE vs. QDVE.DE
MHL.DE (S&P Global Inc) is a stock, while QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) is Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Over the past 10 years, MHL.DE returned 31.04%/yr vs 24.60%/yr for QDVE.DE. At a 0.28 correlation, their price movements are largely independent.
Performance
MHL.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MHL.DE achieves a -12.28% return, which is significantly lower than QDVE.DE's 18.44% return. Over the past 10 years, MHL.DE has outperformed QDVE.DE with an annualized return of 31.04%, while QDVE.DE has yielded a comparatively lower 24.60% annualized return.
MHL.DE
- 1D
- 0.00%
- 1M
- 9.95%
- 6M
- -14.30%
- YTD
- -12.28%
- 1Y
- -11.85%
- 3Y*
- 1.79%
- 5Y*
- 2.87%
- 10Y*
- 31.04%
- ALL TIME*
- 15.35%
QDVE.DE
- 1D
- 1.19%
- 1M
- -3.75%
- 6M
- 21.07%
- YTD
- 18.44%
- 1Y
- 31.62%
- 3Y*
- 27.67%
- 5Y*
- 21.41%
- 10Y*
- 24.60%
- ALL TIME*
- 22.72%
MHL.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MHL.DE S&P Global Inc | -12.28% | -5.29% | 20.73% | 27.57% | -24.02% | 1,435.82% | 0.00% | 0.00% | 0.00% | 0.00% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 18.44% | 10.01% | 46.09% | 54.17% | -25.82% | 46.74% | 29.67% | 53.89% | 3.09% | 20.90% |
Correlation
The correlation between MHL.DE and QDVE.DE is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 2015 | 0.28 |
Over the past year, the correlation between MHL.DE and QDVE.DE has dropped to 0.01 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
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Return for Risk
MHL.DE vs. QDVE.DE — Risk / Return Rank
MHL.DE
QDVE.DE
MHL.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc (MHL.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MHL.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -2.37 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.25 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 2.02 | -2.38 |
| Martin ratioReturn relative to average drawdown | -0.67 | 4.96 | -5.63 |
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Drawdowns
MHL.DE vs. QDVE.DE - Drawdown Comparison
The maximum MHL.DE drawdown since its inception was -43.39%, which is greater than QDVE.DE's maximum drawdown of -31.40%. Use the drawdown chart below to compare losses from any high point for MHL.DE and QDVE.DE.
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Drawdown Indicators
| MHL.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.39% | -31.40% | -11.99% |
Max Drawdown (1Y)Largest decline over 1 year | -32.61% | -15.60% | -17.01% |
Max Drawdown (3Y)Largest decline over 3 years | -37.19% | -29.81% | -7.38% |
Max Drawdown (5Y)Largest decline over 5 years | -37.19% | -29.81% | -7.38% |
Max Drawdown (10Y)Largest decline over 10 years | -37.19% | -31.40% | -5.79% |
Current DrawdownCurrent decline from peak | -23.52% | -7.45% | -16.07% |
Average DrawdownAverage peak-to-trough decline | -10.53% | -5.81% | -4.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.72% | 6.36% | +11.36% |
Volatility
MHL.DE vs. QDVE.DE - Volatility Comparison
S&P Global Inc (MHL.DE) has a higher volatility of 12.02% compared to iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) at 7.13%. This indicates that MHL.DE's price experiences larger fluctuations and is considered to be riskier than QDVE.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 | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.02% | 7.13% | +4.89% |
Volatility (6M)Calculated over the trailing 6-month period | 25.78% | 16.34% | +9.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.91% | 21.60% | +7.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.95% | 22.97% | +0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 273.01% | 21.85% | +251.16% |
Dividends
MHL.DE vs. QDVE.DE - Dividend Comparison
MHL.DE's dividend yield for the trailing twelve months is around 0.86%, while QDVE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
MHL.DE S&P Global Inc | 0.86% | 0.75% | 0.67% | 0.79% | 0.92% | 0.64% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MHL.DE and QDVE.DE have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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