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AAKI.DE vs. GOAI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAKI.DE vs. GOAI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation (AAKI.DE) and Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAKI.DE achieves a 13.27% return, which is significantly lower than GOAI.DE's 28.31% return.


AAKI.DE

1D
-0.50%
1M
10.58%
YTD
13.27%
6M
12.54%
1Y
40.54%
3Y*
5Y*
10Y*

GOAI.DE

1D
-1.22%
1M
15.67%
YTD
28.31%
6M
26.79%
1Y
47.51%
3Y*
21.99%
5Y*
13.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAKI.DE vs. GOAI.DE - Yearly Performance Comparison


Correlation

The correlation between AAKI.DE and GOAI.DE is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2024

0.82

The correlation between AAKI.DE and GOAI.DE has been stable across timeframes, ranging from 0.80 to 0.82 - a consistent structural relationship.

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Return for Risk

AAKI.DE vs. GOAI.DE — Risk / Return Rank

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

AAKI.DE
AAKI.DE Risk / Return Rank: 3636
Overall Rank
AAKI.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
AAKI.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
AAKI.DE Omega Ratio Rank: 3838
Omega Ratio Rank
AAKI.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
AAKI.DE Martin Ratio Rank: 3030
Martin Ratio Rank

GOAI.DE
GOAI.DE Risk / Return Rank: 6767
Overall Rank
GOAI.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GOAI.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
GOAI.DE Omega Ratio Rank: 6969
Omega Ratio Rank
GOAI.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
GOAI.DE Martin Ratio Rank: 5353
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.

AAKI.DE vs. GOAI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation (AAKI.DE) and Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.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.


AAKI.DEGOAI.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

1.24

1.41

-0.17

Calmar ratioReturn relative to maximum drawdown

1.74

3.27

-1.53

Martin ratioReturn relative to average drawdown

4.20

8.82

-4.61

AAKI.DE vs. GOAI.DE - Sharpe Ratio Comparison

The current AAKI.DE Sharpe Ratio is 1.39, which is lower than the GOAI.DE Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of AAKI.DE and GOAI.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.


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Sharpe Ratios by Period


AAKI.DEGOAI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

2.37

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

1.44

0.82

+0.62

Drawdowns

AAKI.DE vs. GOAI.DE - Drawdown Comparison

The maximum AAKI.DE drawdown since its inception was -34.87%, roughly equal to the maximum GOAI.DE drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for AAKI.DE and GOAI.DE.


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Drawdown Indicators


AAKI.DEGOAI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.87%

-34.25%

-0.62%

Max Drawdown (1Y)

Largest decline over 1 year

-23.16%

-14.45%

-8.71%

Max Drawdown (3Y)

Largest decline over 3 years

-28.67%

Max Drawdown (5Y)

Largest decline over 5 years

-28.67%

Current Drawdown

Current decline from peak

-3.12%

-1.69%

-1.43%

Average Drawdown

Average peak-to-trough decline

-7.47%

-7.17%

-0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.61%

5.37%

+4.24%

Volatility

AAKI.DE vs. GOAI.DE - Volatility Comparison

ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation (AAKI.DE) has a higher volatility of 7.84% compared to Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE) at 6.79%. This indicates that AAKI.DE's price experiences larger fluctuations and is considered to be riskier than GOAI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAKI.DEGOAI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.84%

6.79%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

19.28%

14.95%

+4.33%

Volatility (1Y)

Calculated over the trailing 1-year period

29.08%

19.95%

+9.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.50%

19.64%

+11.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.50%

20.21%

+11.29%

AAKI.DE vs. GOAI.DE - Expense Ratio Comparison

AAKI.DE has a 0.75% expense ratio, which is higher than GOAI.DE's 0.35% expense ratio.


Dividends

AAKI.DE vs. GOAI.DE - Dividend Comparison

Neither AAKI.DE nor GOAI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AAKI.DE and GOAI.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GOAI.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GOAI.DE is cheaper with a 0.35% expense ratio, compared with 0.75% for AAKI.DE.

They also come from different issuers: ARK and Amundi. Their fees differ too: 0.75% for AAKI.DE and 0.35% for GOAI.DE.

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