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

ORCL vs. EUNL.DE

Last updated Jun 16, 2026

ORCL (Oracle Corporation) is a stock, while EUNL.DE (iShares Core MSCI World UCITS ETF USD (Acc)) is Global Equities fund tracking the MSCI World Index. Over the past 10 years, ORCL returned 18.88%/yr vs 13.44%/yr for EUNL.DE. At a 0.40 correlation, their price movements are largely independent.

Performance

ORCL vs. EUNL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oracle Corporation (ORCL) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, ORCL achieves a -0.56% return, which is significantly lower than EUNL.DE's 9.70% return. Over the past 10 years, ORCL has outperformed EUNL.DE with an annualized return of 18.88%, while EUNL.DE has yielded a comparatively lower 13.44% annualized return.

ORCL

1D
4.62%
1M
-0.16%
YTD
-0.56%
6M
4.81%
1Y
-9.59%
3Y*
16.73%
5Y*
21.74%
10Y*
18.88%

EUNL.DE

1D
1.34%
1M
2.36%
YTD
9.70%
6M
11.02%
1Y
25.71%
3Y*
19.48%
5Y*
11.90%
10Y*
13.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ORCL vs. EUNL.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ORCL
Oracle Corporation		-0.56%18.13%59.99%30.94%-4.65%36.89%24.25%19.34%-2.97%24.94%
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)		9.70%21.82%18.73%23.92%-18.35%22.26%15.78%28.57%-9.59%22.94%

Correlation

The correlation between ORCL and EUNL.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.35

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

0.38

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

0.39

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

0.37

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2009

0.40

Compare stocks, funds, or ETFs

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Oracle Corporation

iShares Core MSCI World UCITS ETF USD (Acc)

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Often compared with EUNL.DE:
EUNL.DE vs. VWCE.DEEUNL.DE vs. SPYEUNL.DE vs. IS3N.DEEUNL.DE vs. XDWD.DEEUNL.DE vs. AMEW.DEEUNL.DE vs. QDVE.DEEUNL.DE vs. EXXY.DE

Return for Risk

ORCL vs. EUNL.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
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
EUNL.DE
EUNL.DE Risk / Return Rank: 8181
Overall Rank
EUNL.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 7878
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
EUNL.DE Martin Ratio Rank: 8686
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.

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

This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.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.

ORCLEUNL.DEDifference
Sharpe ratioReturn per unit of total volatility
-0.15
2.14

-2.29

Sortino ratioReturn per unit of downside risk
0.25
3.11

-2.86

Omega ratioGain probability vs. loss probability

1.03

1.37

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.17

3.03

-3.19

Martin ratioReturn relative to average drawdown

-0.27

12.73

-13.00

ORCL vs. EUNL.DE - Sharpe Ratio Comparison

The current ORCL Sharpe Ratio is -0.15, which is lower than the EUNL.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of ORCL and EUNL.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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Drawdowns

ORCL vs. EUNL.DE - Drawdown Comparison

The maximum ORCL drawdown since its inception was -84.19%, which is greater than EUNL.DE's maximum drawdown of -34.10%. Use the drawdown chart below to compare losses from any high point for ORCL and EUNL.DE.

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Drawdown Indicators

ORCLEUNL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-84.19%

-34.10%

-50.09%

Max Drawdown (1Y)

Largest decline over 1 year

-58.25%

-8.45%

-49.80%

Max Drawdown (3Y)

Largest decline over 3 years

-58.25%

-17.99%

-40.26%

Max Drawdown (5Y)

Largest decline over 5 years

-58.25%

-25.82%

-32.43%

Max Drawdown (10Y)

Largest decline over 10 years

-58.25%

-34.10%

-24.15%

Current Drawdown

Current decline from peak

-40.86%

-0.35%

-40.51%

Average Drawdown

Average peak-to-trough decline

-29.11%

-4.67%

-24.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.50%

2.01%

+33.49%

Volatility

ORCL vs. EUNL.DE - Volatility Comparison

Oracle Corporation (ORCL) has a higher volatility of 23.69% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 3.54%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than EUNL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ORCLEUNL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.69%

3.54%

+20.15%

Volatility (6M)

Calculated over the trailing 6-month period

42.14%

9.11%

+33.03%

Volatility (1Y)

Calculated over the trailing 1-year period

64.39%

12.01%

+52.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.22%

15.60%

+26.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.16%

15.94%

+19.22%

Dividends

ORCL vs. EUNL.DE - Dividend Comparison

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

PositionTTM20252024202320222021202020192018201720162015
EUNL.DE
iShares Core MSCI World 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

ORCL and EUNL.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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