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AIAI.L vs. GOAI.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AIAI.L and GOAI.DE is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

AIAI.L vs. GOAI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Artificial Intelligence UCITS ETF (AIAI.L) and Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%December2025FebruaryMarchAprilMay
107.07%
76.85%
AIAI.L
GOAI.DE

Key characteristics

Sharpe Ratio

AIAI.L:

0.38

GOAI.DE:

0.04

Sortino Ratio

AIAI.L:

0.67

GOAI.DE:

0.20

Omega Ratio

AIAI.L:

1.09

GOAI.DE:

1.03

Calmar Ratio

AIAI.L:

0.34

GOAI.DE:

0.02

Martin Ratio

AIAI.L:

1.10

GOAI.DE:

0.07

Ulcer Index

AIAI.L:

9.17%

GOAI.DE:

9.15%

Daily Std Dev

AIAI.L:

27.88%

GOAI.DE:

23.40%

Max Drawdown

AIAI.L:

-49.61%

GOAI.DE:

-34.25%

Current Drawdown

AIAI.L:

-14.57%

GOAI.DE:

-17.44%

Returns By Period

In the year-to-date period, AIAI.L achieves a -4.19% return, which is significantly higher than GOAI.DE's -12.81% return.


AIAI.L

YTD

-4.19%

1M

16.42%

6M

-2.98%

1Y

10.61%

5Y*

14.07%

10Y*

N/A

GOAI.DE

YTD

-12.81%

1M

10.00%

6M

-10.55%

1Y

0.85%

5Y*

11.87%

10Y*

N/A

*Annualized

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AIAI.L vs. GOAI.DE - Expense Ratio Comparison

AIAI.L has a 0.49% expense ratio, which is higher than GOAI.DE's 0.35% expense ratio.


Risk-Adjusted Performance

AIAI.L vs. GOAI.DE — Risk-Adjusted Performance Rank

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

AIAI.L
The Risk-Adjusted Performance Rank of AIAI.L is 4747
Overall Rank
The Sharpe Ratio Rank of AIAI.L is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of AIAI.L is 4848
Sortino Ratio Rank
The Omega Ratio Rank of AIAI.L is 4646
Omega Ratio Rank
The Calmar Ratio Rank of AIAI.L is 4949
Calmar Ratio Rank
The Martin Ratio Rank of AIAI.L is 4444
Martin Ratio Rank

GOAI.DE
The Risk-Adjusted Performance Rank of GOAI.DE is 2222
Overall Rank
The Sharpe Ratio Rank of GOAI.DE is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of GOAI.DE is 2222
Sortino Ratio Rank
The Omega Ratio Rank of GOAI.DE is 2323
Omega Ratio Rank
The Calmar Ratio Rank of GOAI.DE is 2222
Calmar Ratio Rank
The Martin Ratio Rank of GOAI.DE is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AIAI.L vs. GOAI.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Artificial Intelligence UCITS ETF (AIAI.L) 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.


The current AIAI.L Sharpe Ratio is 0.38, which is higher than the GOAI.DE Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of AIAI.L and GOAI.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.38
0.23
AIAI.L
GOAI.DE

Dividends

AIAI.L vs. GOAI.DE - Dividend Comparison

Neither AIAI.L nor GOAI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AIAI.L vs. GOAI.DE - Drawdown Comparison

The maximum AIAI.L drawdown since its inception was -49.61%, which is greater than GOAI.DE's maximum drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for AIAI.L and GOAI.DE. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-14.57%
-10.97%
AIAI.L
GOAI.DE

Volatility

AIAI.L vs. GOAI.DE - Volatility Comparison

L&G Artificial Intelligence UCITS ETF (AIAI.L) and Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE) have volatilities of 12.25% and 12.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
12.25%
12.08%
AIAI.L
GOAI.DE