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CSSPX.MI vs. ORCL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CSSPX.MI vs. ORCL

Last updated Jun 16, 2026

CSSPX.MI (iShares Core S&P 500 UCITS ETF USD (Acc)) is S&P 500 fund tracking the S&P 500 Index, while ORCL (Oracle Corporation) is a stock. Over the past 10 years, CSSPX.MI returned 15.10%/yr vs 18.55%/yr for ORCL. At a 0.37 correlation, their price movements are largely independent.

Performance

CSSPX.MI vs. ORCL - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI) and Oracle Corporation (ORCL). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CSSPX.MI is traded in EUR, while ORCL is traded in USD. To make them comparable, the ORCL values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CSSPX.MI achieves a 11.47% return, which is significantly higher than ORCL's 0.75% return. Over the past 10 years, CSSPX.MI has underperformed ORCL with an annualized return of 15.10%, while ORCL has yielded a comparatively higher 18.55% annualized return.

CSSPX.MI

1D
1.49%
1M
2.06%
YTD
11.47%
6M
12.80%
1Y
26.64%
3Y*
18.49%
5Y*
14.55%
10Y*
15.10%

ORCL

1D
4.39%
1M
0.13%
YTD
0.75%
6M
6.26%
1Y
-9.93%
3Y*
14.49%
5Y*
22.57%
10Y*
18.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSSPX.MI vs. ORCL - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CSSPX.MI
iShares Core S&P 500 UCITS ETF USD (Acc)		11.47%4.27%33.76%22.03%-14.58%40.89%7.57%34.27%-1.05%6.71%
ORCL
Oracle Corporation		0.75%4.11%70.55%27.02%1.26%47.13%14.01%22.04%1.59%9.58%

Correlation

The correlation between CSSPX.MI and ORCL is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since May 19, 2010

0.37

Compare stocks, funds, or ETFs

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iShares Core S&P 500 UCITS ETF USD (Acc)

Oracle Corporation

Often compared with CSSPX.MI:
CSSPX.MI vs. SPYCSSPX.MI vs. IUSA.DECSSPX.MI vs. IWDA.LCSSPX.MI vs. SSAC.LCSSPX.MI vs. BRK-BCSSPX.MI vs. VWRD.LCSSPX.MI vs. ACWI.L
Often compared with ORCL:
ORCL vs. NVDAORCL vs. QQQORCL vs. VOOORCL vs. ORCXORCL vs. ORC.DEORCL vs. HPEORCL vs. META.TO

Return for Risk

CSSPX.MI vs. ORCL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CSSPX.MI
CSSPX.MI Risk / Return Rank: 7777
Overall Rank
CSSPX.MI Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
CSSPX.MI Sortino Ratio Rank: 7575
Sortino Ratio Rank
CSSPX.MI Omega Ratio Rank: 7777
Omega Ratio Rank
CSSPX.MI Calmar Ratio Rank: 7878
Calmar Ratio Rank
CSSPX.MI Martin Ratio Rank: 7575
Martin Ratio Rank
ORCL
ORCL Risk / Return Rank: 3737
Overall Rank
ORCL Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ORCL Sortino Ratio Rank: 3737
Sortino Ratio Rank
ORCL Omega Ratio Rank: 3636
Omega Ratio Rank
ORCL Calmar Ratio Rank: 3737
Calmar Ratio Rank
ORCL Martin Ratio Rank: 3838
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.

CSSPX.MI vs. ORCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI) and Oracle Corporation (ORCL). 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.

CSSPX.MIORCLDifference
Sharpe ratioReturn per unit of total volatility
2.27
-0.16

+2.42

Sortino ratioReturn per unit of downside risk
3.09
0.24

+2.85

Omega ratioGain probability vs. loss probability

1.42

1.03

+0.39

Calmar ratioReturn relative to maximum drawdown

3.73

-0.17

+3.90

Martin ratioReturn relative to average drawdown

13.13

-0.28

+13.41

CSSPX.MI vs. ORCL - Sharpe Ratio Comparison

The current CSSPX.MI Sharpe Ratio is 2.27, which is higher than the ORCL Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of CSSPX.MI and ORCL, 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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Drawdowns

CSSPX.MI vs. ORCL - Drawdown Comparison

The maximum CSSPX.MI drawdown since its inception was -33.56%, smaller than the maximum ORCL drawdown of -58.52%. Use the drawdown chart below to compare losses from any high point for CSSPX.MI and ORCL.

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Drawdown Indicators

CSSPX.MIORCLDifference

Max Drawdown

Largest peak-to-trough decline

-33.56%

-58.52%

+24.96%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-58.52%

+51.38%

Max Drawdown (3Y)

Largest decline over 3 years

-23.26%

-58.52%

+35.26%

Max Drawdown (5Y)

Largest decline over 5 years

-23.26%

-58.52%

+35.26%

Max Drawdown (10Y)

Largest decline over 10 years

-33.56%

-58.52%

+24.96%

Current Drawdown

Current decline from peak

-0.31%

-40.32%

+40.01%

Average Drawdown

Average peak-to-trough decline

-4.13%

-10.03%

+5.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

35.43%

-33.40%

Volatility

CSSPX.MI vs. ORCL - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI) is 3.40%, while Oracle Corporation (ORCL) has a volatility of 23.33%. This indicates that CSSPX.MI experiences smaller price fluctuations and is considered to be less risky than ORCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CSSPX.MIORCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

23.33%

-19.93%

Volatility (6M)

Calculated over the trailing 6-month period

8.02%

41.79%

-33.77%

Volatility (1Y)

Calculated over the trailing 1-year period

11.76%

64.35%

-52.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.30%

42.12%

-26.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.14%

35.42%

-19.28%

Dividends

CSSPX.MI vs. ORCL - Dividend Comparison

CSSPX.MI has not paid dividends to shareholders, while ORCL's dividend yield for the trailing twelve months is around 1.04%.

PositionTTM20252024202320222021202020192018201720162015
CSSPX.MI
iShares Core S&P 500 UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ORCL
Oracle Corporation		1.04%0.97%0.96%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%

Frequently Asked Questions

CSSPX.MI and ORCL have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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