ORCL vs. XDEV.DE

Last updated Jun 13, 2026

ORCL (Oracle Corporation) is a stock, while XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) is Global Equities fund tracking the MSCI ACWI Value NR USD. Over the past 10 years, ORCL returned 18.60%/yr vs 13.05%/yr for XDEV.DE. At a 0.32 correlation, their price movements are largely independent.

Performance

ORCL vs. XDEV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oracle Corporation (ORCL) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ORCL is traded in USD, while XDEV.DE is traded in EUR. To make them comparable, the XDEV.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 XDEV.DE's 32.62% return. Over the past 10 years, ORCL has outperformed XDEV.DE with an annualized return of 18.60%, while XDEV.DE has yielded a comparatively lower 13.05% 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%

XDEV.DE

• 1D: 2.79%
• 1M: 7.24%
• YTD: 32.62%
• 6M: 35.11%
• 1Y: 63.51%
• 3Y*: 28.44%
• 5Y*: 16.16%
• 10Y*: 13.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ORCL vs. XDEV.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ORCL Oracle Corporation	-4.95%	18.13%	59.99%	30.94%	-4.65%	36.89%	24.25%	19.34%	-2.97%	24.94%
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C	32.62%	40.82%	5.25%	19.34%	-10.06%	20.34%	-3.95%	19.47%	-14.62%	23.06%

Correlation

The correlation between ORCL and XDEV.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (10Y) Calculated over the trailing 10-year period	0.31
Correlation (All Time) Calculated using the full available price history since Sep 11, 2014	0.32

The correlation between ORCL and XDEV.DE shifts across timeframes, from 0.17 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ORCL vs. XDEV.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ORCL

ORCL Risk / Return Rank: 39
ORCL Sharpe Ratio Rank: 39
ORCL Sortino Ratio Rank: 40
ORCL Omega Ratio Rank: 39
ORCL Calmar Ratio Rank: 39
ORCL Martin Ratio Rank: 40

XDEV.DE

XDEV.DE Risk / Return Rank: 97
XDEV.DE Sharpe Ratio Rank: 97
XDEV.DE Sortino Ratio Rank: 97
XDEV.DE Omega Ratio Rank: 96
XDEV.DE Calmar Ratio Rank: 97
XDEV.DE Martin Ratio Rank: 97

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. XDEV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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	XDEV.DE	Difference
Sharpe ratio: Return per unit of total volatility	-0.11	3.98	-4.09
Sortino ratio: Return per unit of downside risk	0.33	5.37	-5.04
Omega ratio: Gain probability vs. loss probability	1.04	1.68	-0.65
Calmar ratio: Return relative to maximum drawdown	-0.12	7.29	-7.41
Martin ratio: Return relative to average drawdown	-0.20	26.00	-26.20

ORCL vs. XDEV.DE - Sharpe Ratio Comparison

The current ORCL Sharpe Ratio is -0.11, which is lower than the XDEV.DE Sharpe Ratio of 3.98. The chart below compares the historical Sharpe Ratios of ORCL and XDEV.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.

Drawdowns

ORCL vs. XDEV.DE - Drawdown Comparison

The maximum ORCL drawdown since its inception was -84.19%, which is greater than XDEV.DE's maximum drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for ORCL and XDEV.DE.

Drawdown Indicators

	ORCL	XDEV.DE	Difference
Max Drawdown Largest peak-to-trough decline	-84.19%	-39.47%	-44.72%
Max Drawdown (1Y) Largest decline over 1 year	-58.25%	-8.51%	-49.74%
Max Drawdown (3Y) Largest decline over 3 years	-58.25%	-15.96%	-42.29%
Max Drawdown (5Y) Largest decline over 5 years	-58.25%	-26.32%	-31.93%
Max Drawdown (10Y) Largest decline over 10 years	-58.25%	-39.47%	-18.78%
Current Drawdown Current decline from peak	-43.48%	-1.89%	-41.59%
Average Drawdown Average peak-to-trough decline	-29.11%	-11.38%	-17.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	35.41%	2.39%	+33.02%

Volatility

ORCL vs. XDEV.DE - Volatility Comparison

Oracle Corporation (ORCL) has a higher volatility of 23.44% compared to Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) at 6.44%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than XDEV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ORCL	XDEV.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.44%	6.44%	+17.00%
Volatility (6M) Calculated over the trailing 6-month period	43.42%	12.82%	+30.60%
Volatility (1Y) Calculated over the trailing 1-year period	65.91%	15.59%	+50.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.16%	16.03%	+26.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.12%	17.74%	+17.38%

Dividends

ORCL vs. XDEV.DE - Dividend Comparison

ORCL's dividend yield for the trailing twelve months is around 1.09%, while XDEV.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%
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C	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

Can I hold both ORCL and XDEV.DE in my portfolio?

ORCL and XDEV.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.