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IS0E.DE vs. ORCL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IS0E.DE vs. ORCL

Last updated Jun 14, 2026

IS0E.DE (iShares Gold Producers UCITS ETF) is Gold fund tracking the S&P Commodity Producers Gold, while ORCL (Oracle Corporation) is a stock. Over the past 10 years, IS0E.DE returned 12.85%/yr vs 18.22%/yr for ORCL. At a 0.03 correlation, their price movements are largely independent.

Performance

IS0E.DE vs. ORCL - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Gold Producers UCITS ETF (IS0E.DE) and Oracle Corporation (ORCL). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IS0E.DE 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, IS0E.DE achieves a -7.03% return, which is significantly lower than ORCL's -3.49% return. Over the past 10 years, IS0E.DE has underperformed ORCL with an annualized return of 12.85%, while ORCL has yielded a comparatively higher 18.22% annualized return.

IS0E.DE

1D
5.81%
1M
-13.97%
YTD
-7.03%
6M
-3.86%
1Y
46.28%
3Y*
36.13%
5Y*
18.25%
10Y*
12.85%

ORCL

1D
0.10%
1M
-5.03%
YTD
-3.49%
6M
-1.04%
1Y
-13.72%
3Y*
15.10%
5Y*
19.99%
10Y*
18.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0E.DE vs. ORCL - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IS0E.DE
iShares Gold Producers UCITS ETF		-7.03%129.59%18.76%6.25%-3.74%-3.07%13.51%44.07%-4.43%-6.02%
ORCL
Oracle Corporation		-3.49%4.11%70.55%27.02%1.26%47.13%14.01%22.04%1.59%9.58%

Correlation

The correlation between IS0E.DE and ORCL is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.16

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

0.08

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

0.03

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

0.02

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2011

0.03

The correlation between IS0E.DE and ORCL shifts across timeframes, from 0.02 (10 years) to 0.16 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Gold Producers UCITS ETF

Oracle Corporation

Often compared with IS0E.DE:
IS0E.DE vs. G2X.DEIS0E.DE vs. GDXIS0E.DE vs. IUSQ.DEIS0E.DE vs. SOXXIS0E.DE vs. GLDIS0E.DE vs. SPYIS0E.DE vs. 4GLD.DE
Often compared with ORCL:
ORCL vs. NVDAORCL vs. QQQORCL vs. VOOORCL vs. ORCXORCL vs. ORC.DEORCL vs. HPEORCL vs. META.TO

Return for Risk

IS0E.DE vs. ORCL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IS0E.DE
IS0E.DE Risk / Return Rank: 3535
Overall Rank
IS0E.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IS0E.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
IS0E.DE Omega Ratio Rank: 3636
Omega Ratio Rank
IS0E.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
IS0E.DE Martin Ratio Rank: 3333
Martin Ratio Rank
ORCL
ORCL Risk / Return Rank: 3939
Overall Rank
ORCL Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ORCL Sortino Ratio Rank: 4040
Sortino Ratio Rank
ORCL Omega Ratio Rank: 3939
Omega Ratio Rank
ORCL Calmar Ratio Rank: 3939
Calmar Ratio Rank
ORCL Martin Ratio Rank: 4040
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.

IS0E.DE vs. ORCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (IS0E.DE) 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.

IS0E.DEORCLDifference
Sharpe ratioReturn per unit of total volatility
1.18
-0.11

+1.29

Sortino ratioReturn per unit of downside risk
1.65
0.33

+1.32

Omega ratioGain probability vs. loss probability

1.21

1.04

+0.18

Calmar ratioReturn relative to maximum drawdown

1.53

-0.12

+1.65

Martin ratioReturn relative to average drawdown

4.31

-0.19

+4.50

IS0E.DE vs. ORCL - Sharpe Ratio Comparison

The current IS0E.DE Sharpe Ratio is 1.18, which is higher than the ORCL Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of IS0E.DE 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

IS0E.DE vs. ORCL - Drawdown Comparison

The maximum IS0E.DE drawdown since its inception was -82.14%, which is greater than ORCL's maximum drawdown of -58.52%. Use the drawdown chart below to compare losses from any high point for IS0E.DE and ORCL.

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Drawdown Indicators

IS0E.DEORCLDifference

Max Drawdown

Largest peak-to-trough decline

-82.14%

-58.52%

-23.62%

Max Drawdown (1Y)

Largest decline over 1 year

-32.80%

-58.52%

+25.72%

Max Drawdown (3Y)

Largest decline over 3 years

-32.80%

-58.52%

+25.72%

Max Drawdown (5Y)

Largest decline over 5 years

-38.05%

-58.52%

+20.47%

Max Drawdown (10Y)

Largest decline over 10 years

-45.61%

-58.52%

+12.91%

Current Drawdown

Current decline from peak

-28.30%

-42.83%

+14.53%

Average Drawdown

Average peak-to-trough decline

-54.08%

-10.03%

-44.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.59%

35.34%

-23.75%

Volatility

IS0E.DE vs. ORCL - Volatility Comparison

The current volatility for iShares Gold Producers UCITS ETF (IS0E.DE) is 14.22%, while Oracle Corporation (ORCL) has a volatility of 23.17%. This indicates that IS0E.DE 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

IS0E.DEORCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.22%

23.17%

-8.95%

Volatility (6M)

Calculated over the trailing 6-month period

34.38%

43.21%

-8.83%

Volatility (1Y)

Calculated over the trailing 1-year period

42.45%

65.73%

-23.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.47%

42.07%

-9.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.12%

35.39%

-3.27%

Dividends

IS0E.DE vs. ORCL - Dividend Comparison

IS0E.DE has not paid dividends to shareholders, while ORCL's dividend yield for the trailing twelve months is around 1.09%.

PositionTTM20252024202320222021202020192018201720162015
IS0E.DE
iShares Gold Producers UCITS ETF		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		1.09%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

IS0E.DE and ORCL have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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