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

QDVE.DE vs. ORCL

Last updated Jun 13, 2026

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, while ORCL (Oracle Corporation) is a stock. Over the past 10 years, QDVE.DE returned 25.61%/yr vs 18.22%/yr for ORCL. At a 0.39 correlation, their price movements are largely independent.

Performance

QDVE.DE vs. ORCL - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) and Oracle Corporation (ORCL). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QDVE.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, QDVE.DE achieves a 18.83% return, which is significantly higher than ORCL's -3.49% return. Over the past 10 years, QDVE.DE has outperformed ORCL with an annualized return of 25.61%, while ORCL has yielded a comparatively lower 18.22% annualized return.

QDVE.DE

1D
2.52%
1M
0.56%
YTD
18.83%
6M
20.81%
1Y
43.45%
3Y*
28.42%
5Y*
23.77%
10Y*
25.61%

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)

QDVE.DE vs. ORCL - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF		18.83%10.01%46.09%54.17%-25.82%46.74%29.67%53.89%3.09%20.90%
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 QDVE.DE and ORCL 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

0.41

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

0.39

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

0.39

Compare stocks, funds, or ETFs

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

iShares S&P 500 Information Technology Sector UCITS ETF

Oracle Corporation

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
Often compared with ORCL:
ORCL vs. NVDAORCL vs. QQQORCL vs. VOOORCL vs. ORCXORCL vs. ORC.DEORCL vs. HPEORCL vs. META.TO

Return for Risk

QDVE.DE vs. ORCL — Risk / Return Rank

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

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

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.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.

QDVE.DEORCLDifference
Sharpe ratioReturn per unit of total volatility
2.03
-0.11

+2.13

Sortino ratioReturn per unit of downside risk
2.64
0.33

+2.31

Omega ratioGain probability vs. loss probability

1.33

1.04

+0.30

Calmar ratioReturn relative to maximum drawdown

2.71

-0.12

+2.83

Martin ratioReturn relative to average drawdown

7.03

-0.19

+7.22

QDVE.DE vs. ORCL - Sharpe Ratio Comparison

The current QDVE.DE Sharpe Ratio is 2.03, which is higher than the ORCL Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of QDVE.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

QDVE.DE vs. ORCL - Drawdown Comparison

The maximum QDVE.DE drawdown since its inception was -31.40%, smaller than the maximum ORCL drawdown of -58.52%. Use the drawdown chart below to compare losses from any high point for QDVE.DE and ORCL.

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Drawdown Indicators

QDVE.DEORCLDifference

Max Drawdown

Largest peak-to-trough decline

-31.40%

-58.52%

+27.12%

Max Drawdown (1Y)

Largest decline over 1 year

-15.60%

-58.52%

+42.92%

Max Drawdown (3Y)

Largest decline over 3 years

-29.81%

-58.52%

+28.71%

Max Drawdown (5Y)

Largest decline over 5 years

-29.81%

-58.52%

+28.71%

Max Drawdown (10Y)

Largest decline over 10 years

-31.40%

-58.52%

+27.12%

Current Drawdown

Current decline from peak

-7.15%

-42.83%

+35.68%

Average Drawdown

Average peak-to-trough decline

-5.80%

-10.03%

+4.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.03%

35.34%

-29.31%

Volatility

QDVE.DE vs. ORCL - Volatility Comparison

The current volatility for iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) is 8.02%, while Oracle Corporation (ORCL) has a volatility of 23.17%. This indicates that QDVE.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

QDVE.DEORCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.02%

23.17%

-15.15%

Volatility (6M)

Calculated over the trailing 6-month period

15.46%

43.21%

-27.75%

Volatility (1Y)

Calculated over the trailing 1-year period

20.88%

65.73%

-44.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.78%

42.07%

-19.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.75%

35.39%

-13.64%

Dividends

QDVE.DE vs. ORCL - Dividend Comparison

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

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

QDVE.DE and ORCL 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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