AHYA.DE vs. GOAI.DE

Last updated Jun 5, 2026

AHYA.DE (Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD) and GOAI.DE (Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc) are both exchange-traded funds - AHYA.DE is a Global Bonds fund tracking the JP Morgan Government Bond Global (USD Hedged), while GOAI.DE is a Robotics fund tracking the MSCI ACWI IMI Robotics & AI ESG Filtered. Both are passively managed. Over the past 3 years, AHYA.DE returned 2.65%/yr vs 25.32%/yr for GOAI.DE. At a 0.13 correlation, their price movements are largely independent. AHYA.DE charges 0.22%/yr vs 0.35%/yr for GOAI.DE.

Performance

AHYA.DE vs. GOAI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD (AHYA.DE) and Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

AHYA.DE is traded in USD, while GOAI.DE is traded in EUR. To make them comparable, the GOAI.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AHYA.DE achieves a -0.05% return, which is significantly lower than GOAI.DE's 26.83% return.

AHYA.DE

• 1D: 0.15%
• 1M: 0.41%
• YTD: -0.05%
• 6M: -0.11%
• 1Y: 2.06%
• 3Y*: 2.65%
• 5Y*: —
• 10Y*: —

GOAI.DE

• 1D: -1.10%
• 1M: 14.87%
• YTD: 26.83%
• 6M: 26.44%
• 1Y: 50.05%
• 3Y*: 25.32%
• 5Y*: 12.08%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022
AHYA.DE Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD	-0.05%	3.73%	1.27%	5.70%	-2.53%
GOAI.DE Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc	26.83%	19.79%	14.10%	30.98%	2.08%

Correlation

The correlation between AHYA.DE and GOAI.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.21
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (All Time) Calculated using the full available price history since Jun 21, 2022	0.13

Return for Risk

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

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

AHYA.DE

AHYA.DE Risk / Return Rank: 18
AHYA.DE Sharpe Ratio Rank: 19
AHYA.DE Sortino Ratio Rank: 18
AHYA.DE Omega Ratio Rank: 17
AHYA.DE Calmar Ratio Rank: 18
AHYA.DE Martin Ratio Rank: 19

GOAI.DE

GOAI.DE Risk / Return Rank: 67
GOAI.DE Sharpe Ratio Rank: 74
GOAI.DE Sortino Ratio Rank: 70
GOAI.DE Omega Ratio Rank: 69
GOAI.DE Calmar Ratio Rank: 67
GOAI.DE Martin Ratio Rank: 53

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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD (AHYA.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.

	AHYA.DE	GOAI.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.58	2.49	-1.91
Sortino ratio: Return per unit of downside risk	0.87	3.32	-2.45
Omega ratio: Gain probability vs. loss probability	1.10	1.41	-0.31
Calmar ratio: Return relative to maximum drawdown	0.69	3.28	-2.60
Martin ratio: Return relative to average drawdown	1.97	10.20	-8.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current AHYA.DE Sharpe Ratio is 0.58, which is lower than the GOAI.DE Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of AHYA.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.

Sharpe Ratios by Period

	AHYA.DE	GOAI.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.58	2.49	-1.91
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.58	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.80	-0.37

Drawdowns

AHYA.DE vs. GOAI.DE - Drawdown Comparison

The maximum AHYA.DE drawdown since its inception was -8.05%, smaller than the maximum GOAI.DE drawdown of -34.82%. Use the drawdown chart below to compare losses from any high point for AHYA.DE and GOAI.DE.

Drawdown Indicators

	AHYA.DE	GOAI.DE	Difference
Max Drawdown Largest peak-to-trough decline	-8.05%	-34.82%	+26.77%
Max Drawdown (1Y) Largest decline over 1 year	-2.99%	-15.17%	+12.18%
Max Drawdown (3Y) Largest decline over 3 years	-3.86%	-25.00%	+21.14%
Max Drawdown (5Y) Largest decline over 5 years	—	-34.64%	—
Current Drawdown Current decline from peak	-1.74%	-1.85%	+0.11%
Average Drawdown Average peak-to-trough decline	-2.51%	-7.90%	+5.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.04%	4.89%	-3.85%

Volatility

AHYA.DE vs. GOAI.DE - Volatility Comparison

The current volatility for Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD (AHYA.DE) is 1.41%, while Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE) has a volatility of 6.78%. This indicates that AHYA.DE experiences smaller price fluctuations and is considered to be less risky than GOAI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AHYA.DE	GOAI.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.41%	6.78%	-5.37%
Volatility (6M) Calculated over the trailing 6-month period	2.86%	15.32%	-12.46%
Volatility (1Y) Calculated over the trailing 1-year period	3.54%	20.05%	-16.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.67%	20.72%	-16.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.67%	21.13%	-16.46%

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

AHYA.DE has a 0.22% expense ratio, which is lower than GOAI.DE's 0.35% expense ratio.

Dividends

AHYA.DE vs. GOAI.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both AHYA.DE and GOAI.DE in my portfolio?

AHYA.DE and GOAI.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AHYA.DE or GOAI.DE?

On fees, AHYA.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AHYA.DE or GOAI.DE?

AHYA.DE is cheaper with a 0.22% expense ratio, compared with 0.35% for GOAI.DE.

What is the main difference between AHYA.DE and GOAI.DE?

AHYA.DE is categorized as Global Bonds, while GOAI.DE is Robotics. AHYA.DE tracks JP Morgan Government Bond Global (USD Hedged), while GOAI.DE tracks MSCI ACWI IMI Robotics & AI ESG Filtered. Their fees differ too: 0.22% for AHYA.DE and 0.35% for GOAI.DE.