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

ORCL vs. QDVE.DE

Last updated Jun 13, 2026

ORCL (Oracle Corporation) 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, ORCL returned 18.60%/yr vs 26.01%/yr for QDVE.DE. At a 0.38 correlation, their price movements are largely independent.

Performance

ORCL vs. QDVE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oracle Corporation (ORCL) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.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 QDVE.DE is traded in EUR. To make them comparable, the QDVE.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 -4.95% return, which is significantly lower than QDVE.DE's 17.00% return. Over the past 10 years, ORCL has underperformed QDVE.DE with an annualized return of 18.60%, while QDVE.DE has yielded a comparatively higher 26.01% annualized return.

ORCL

1D
0.02%
1M
-4.57%
YTD
-4.95%
6M
-2.48%
1Y
-13.59%
3Y*
17.80%
5Y*
18.90%
10Y*
18.60%

QDVE.DE

1D
2.41%
1M
0.06%
YTD
17.00%
6M
19.03%
1Y
43.65%
3Y*
31.42%
5Y*
22.64%
10Y*
26.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ORCL vs. QDVE.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ORCL
Oracle Corporation		-4.95%18.13%59.99%30.94%-4.65%36.89%24.25%19.34%-2.97%24.94%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF		17.00%24.19%37.73%59.04%-29.90%35.16%42.34%50.64%-1.76%37.99%

Correlation

The correlation between ORCL and QDVE.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.47

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

0.46

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

0.44

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

0.38

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2015

0.38

Compare stocks, funds, or ETFs

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Oracle Corporation

iShares S&P 500 Information Technology Sector UCITS ETF

Often compared with ORCL:
ORCL vs. NVDAORCL vs. QQQORCL vs. VOOORCL vs. ORCXORCL vs. ORC.DEORCL vs. HPEORCL vs. META.TO
Often compared with QDVE.DE:
QDVE.DE vs. QQQQDVE.DE vs. SXRV.DEQDVE.DE vs. XDWT.DEQDVE.DE vs. SMHQDVE.DE vs. VVSM.DEQDVE.DE vs. IGVQDVE.DE vs. XAIX.DE

Return for Risk

ORCL vs. QDVE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
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
QDVE.DE
QDVE.DE Risk / Return Rank: 6363
Overall Rank
QDVE.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 6464
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 4949
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. QDVE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) 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.

ORCLQDVE.DEDifference
Sharpe ratioReturn per unit of total volatility
-0.11
2.01

-2.12

Sortino ratioReturn per unit of downside risk
0.33
2.67

-2.34

Omega ratioGain probability vs. loss probability

1.04

1.33

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.12

2.56

-2.68

Martin ratioReturn relative to average drawdown

-0.20

7.56

-7.76

ORCL vs. QDVE.DE - Sharpe Ratio Comparison

The current ORCL Sharpe Ratio is -0.11, which is lower than the QDVE.DE Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of ORCL and QDVE.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. QDVE.DE - Drawdown Comparison

The maximum ORCL drawdown since its inception was -84.19%, which is greater than QDVE.DE's maximum drawdown of -33.59%. Use the drawdown chart below to compare losses from any high point for ORCL and QDVE.DE.

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Drawdown Indicators

ORCLQDVE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-84.19%

-33.59%

-50.60%

Max Drawdown (1Y)

Largest decline over 1 year

-58.25%

-16.48%

-41.77%

Max Drawdown (3Y)

Largest decline over 3 years

-58.25%

-26.14%

-32.11%

Max Drawdown (5Y)

Largest decline over 5 years

-58.25%

-33.59%

-24.66%

Max Drawdown (10Y)

Largest decline over 10 years

-58.25%

-33.59%

-24.66%

Current Drawdown

Current decline from peak

-43.48%

-7.66%

-35.82%

Average Drawdown

Average peak-to-trough decline

-29.11%

-5.95%

-23.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.41%

5.58%

+29.83%

Volatility

ORCL vs. QDVE.DE - Volatility Comparison

Oracle Corporation (ORCL) has a higher volatility of 23.44% compared to iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) at 8.28%. This indicates that ORCL'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

ORCLQDVE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.44%

8.28%

+15.16%

Volatility (6M)

Calculated over the trailing 6-month period

43.42%

16.00%

+27.42%

Volatility (1Y)

Calculated over the trailing 1-year period

65.91%

20.96%

+44.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.16%

23.50%

+18.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.12%

22.06%

+13.06%

Dividends

ORCL vs. QDVE.DE - Dividend Comparison

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

PositionTTM20252024202320222021202020192018201720162015
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%
QDVE.DE
iShares S&P 500 Information Technology Sector 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%

Frequently Asked Questions

ORCL and QDVE.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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