ORCL vs. VWCE.DE
ORCL (Oracle Corporation) is a stock, while VWCE.DE (Vanguard FTSE All-World UCITS ETF) is Global Equities fund tracking the FTSE All-World Index. Over the past 5 years, ORCL returned 18.90%/yr vs 10.87%/yr for VWCE.DE. At a 0.37 correlation, their price movements are largely independent.
Performance
ORCL vs. VWCE.DE - Performance Comparison
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Different Trading Currencies
ORCL is traded in USD, while VWCE.DE is traded in EUR. To make them comparable, the VWCE.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 VWCE.DE's 10.00% 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%
VWCE.DE
- 1D
- 1.71%
- 1M
- 1.38%
- YTD
- 10.00%
- 6M
- 11.71%
- 1Y
- 26.52%
- 3Y*
- 19.75%
- 5Y*
- 10.87%
- 10Y*
- —
ORCL vs. VWCE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ORCL Oracle Corporation | -4.95% | 18.13% | 59.99% | 30.94% | -4.65% | 36.89% | 24.25% | -8.42% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 10.00% | 23.23% | 17.30% | 21.91% | -18.24% | 18.47% | 15.65% | 7.58% |
Correlation
The correlation between ORCL and VWCE.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019 | 0.37 |
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Return for Risk
ORCL vs. VWCE.DE — Risk / Return Rank
ORCL
VWCE.DE
ORCL vs. VWCE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and Vanguard FTSE All-World UCITS ETF (VWCE.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.
| ORCL | VWCE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -2.64 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.36 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 2.86 | -2.98 |
| Martin ratioReturn relative to average drawdown | -0.20 | 11.93 | -12.13 |
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Drawdowns
ORCL vs. VWCE.DE - Drawdown Comparison
The maximum ORCL drawdown since its inception was -84.19%, which is greater than VWCE.DE's maximum drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for ORCL and VWCE.DE.
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Drawdown Indicators
| ORCL | VWCE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.19% | -33.91% | -50.28% |
Max Drawdown (1Y)Largest decline over 1 year | -58.25% | -8.91% | -49.34% |
Max Drawdown (3Y)Largest decline over 3 years | -58.25% | -17.27% | -40.98% |
Max Drawdown (5Y)Largest decline over 5 years | -58.25% | -26.11% | -32.14% |
Max Drawdown (10Y)Largest decline over 10 years | -58.25% | — | — |
Current DrawdownCurrent decline from peak | -43.48% | -2.01% | -41.47% |
Average DrawdownAverage peak-to-trough decline | -29.11% | -5.43% | -23.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.41% | 2.14% | +33.27% |
Volatility
ORCL vs. VWCE.DE - Volatility Comparison
Oracle Corporation (ORCL) has a higher volatility of 23.44% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 3.93%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORCL | VWCE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.44% | 3.93% | +19.51% |
Volatility (6M)Calculated over the trailing 6-month period | 43.42% | 9.70% | +33.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.91% | 12.46% | +53.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.16% | 15.33% | +26.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.12% | 17.33% | +17.79% |
Dividends
ORCL vs. VWCE.DE - Dividend Comparison
ORCL's dividend yield for the trailing twelve months is around 1.09%, while VWCE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VWCE.DE Vanguard FTSE All-World 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 VWCE.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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