XDEV.DE vs. ORCL
XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) is Global Equities fund tracking the MSCI ACWI Value NR USD, while ORCL (Oracle Corporation) is a stock. Over the past 10 years, XDEV.DE returned 12.69%/yr vs 18.22%/yr for ORCL. At a 0.34 correlation, their price movements are largely independent.
Performance
XDEV.DE vs. ORCL - Performance Comparison
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Different Trading Currencies
XDEV.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, XDEV.DE achieves a 34.69% return, which is significantly higher than ORCL's -3.49% return. Over the past 10 years, XDEV.DE has underperformed ORCL with an annualized return of 12.69%, while ORCL has yielded a comparatively higher 18.22% annualized return.
XDEV.DE
- 1D
- 2.90%
- 1M
- 7.78%
- YTD
- 34.69%
- 6M
- 37.13%
- 1Y
- 63.28%
- 3Y*
- 25.51%
- 5Y*
- 17.23%
- 10Y*
- 12.69%
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%
XDEV.DE vs. ORCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 34.69% | 24.74% | 11.64% | 15.69% | -4.81% | 30.64% | -12.50% | 22.05% | -10.40% | 7.82% |
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 XDEV.DE and ORCL is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2014 | 0.34 |
The correlation between XDEV.DE and ORCL shifts across timeframes, from 0.15 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDEV.DE vs. ORCL — Risk / Return Rank
XDEV.DE
ORCL
XDEV.DE vs. ORCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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.
| XDEV.DE | ORCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.42 | ||
| Sortino ratioReturn per unit of downside risk | +5.53 | ||
| Omega ratioGain probability vs. loss probability | 1.76 | 1.04 | +0.72 |
| Calmar ratioReturn relative to maximum drawdown | 10.28 | -0.12 | +10.40 |
| Martin ratioReturn relative to average drawdown | 37.44 | -0.19 | +37.63 |
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Drawdowns
XDEV.DE vs. ORCL - Drawdown Comparison
The maximum XDEV.DE drawdown since its inception was -35.27%, smaller than the maximum ORCL drawdown of -58.52%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and ORCL.
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Drawdown Indicators
| XDEV.DE | ORCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.27% | -58.52% | +23.25% |
Max Drawdown (1Y)Largest decline over 1 year | -6.05% | -58.52% | +52.47% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | -58.52% | +40.50% |
Max Drawdown (5Y)Largest decline over 5 years | -18.02% | -58.52% | +40.50% |
Max Drawdown (10Y)Largest decline over 10 years | -35.27% | -58.52% | +23.25% |
Current DrawdownCurrent decline from peak | -1.34% | -42.83% | +41.49% |
Average DrawdownAverage peak-to-trough decline | -6.92% | -10.03% | +3.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 35.34% | -33.68% |
Volatility
XDEV.DE vs. ORCL - Volatility Comparison
The current volatility for Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) is 5.99%, while Oracle Corporation (ORCL) has a volatility of 23.17%. This indicates that XDEV.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
| XDEV.DE | ORCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 23.17% | -17.18% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 43.21% | -31.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.43% | 65.73% | -51.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 42.07% | -28.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.69% | 35.39% | -18.70% |
Dividends
XDEV.DE vs. ORCL - Dividend Comparison
XDEV.DE has not paid dividends to shareholders, while ORCL's dividend yield for the trailing twelve months is around 1.09%.
| 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
XDEV.DE and ORCL have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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