I'm not sure I know what you mean by "move my photos from OneDrive to iCloud." iCloud can mean two different things.
First, you have access to iCloud Drive that may show up in the Finder's sidebar, and it acts like an internet external drive with folders and files like are stored on our Macs with the Finder. You can also access this iCloud Drive at iCloud.com. When I drag files there, their creation dates and Modify dates are unchanged.
Second, iCloud is also a syncing service that works with the Photos app to keep pictures the same on all your devices. If I upload a picture to iCloud Photos, and then download it to a folder on my Mac, the date changes to the upload date. But the creation date, as Yer_Man suggested, remains the same. You can check this out by loading the picture into Preview and selecting Tools>Show Inspector>Exif. This is also the date that will show in the Info Window in the Photos app, and in pretty much any app meant to deal with picture files. If you File>Export>Unmodified Original from Photos, the Creation Date will the original one.
If I want the Finder to show the same date, I use an app like GraphicConverter to batch copy the Creation Date to the File Creation Date.