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AME6.DE vs. GOAI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AME6.DE vs. GOAI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.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, AME6.DE achieves a 6.14% return, which is significantly lower than GOAI.DE's 28.31% return.


AME6.DE

1D
0.63%
1M
0.99%
YTD
6.14%
6M
8.85%
1Y
14.58%
3Y*
12.81%
5Y*
9.07%
10Y*
8.80%

GOAI.DE

1D
-1.22%
1M
15.52%
YTD
28.31%
6M
25.43%
1Y
46.38%
3Y*
21.99%
5Y*
13.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AME6.DE vs. GOAI.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AME6.DE
Amundi STOXX Europe 600 ESG UCITS ETF EUR
6.14%19.36%8.44%15.75%-10.90%24.53%-2.05%28.56%-5.29%
GOAI.DE
Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc
28.31%6.11%21.03%26.97%-21.63%32.03%16.95%33.68%-4.93%

Correlation

The correlation between AME6.DE and GOAI.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2018

0.71

Over the past year, the correlation between AME6.DE and GOAI.DE has dropped to 0.49 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

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Return for Risk

AME6.DE vs. GOAI.DE — Risk / Return Rank

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

AME6.DE
AME6.DE Risk / Return Rank: 3131
Overall Rank
AME6.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
AME6.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
AME6.DE Omega Ratio Rank: 3131
Omega Ratio Rank
AME6.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
AME6.DE Martin Ratio Rank: 3434
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.

AME6.DE vs. GOAI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.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.


AME6.DEGOAI.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.31

Sortino ratioReturn per unit of downside risk

-1.54

Omega ratioGain probability vs. loss probability

1.20

1.41

-0.20

Calmar ratioReturn relative to maximum drawdown

1.36

3.27

-1.92

Martin ratioReturn relative to average drawdown

5.00

8.82

-3.81

AME6.DE vs. GOAI.DE - Sharpe Ratio Comparison

The current AME6.DE Sharpe Ratio is 1.07, which is lower than the GOAI.DE Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of AME6.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


AME6.DEGOAI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

2.37

-1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.66

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.82

-0.32

Drawdowns

AME6.DE vs. GOAI.DE - Drawdown Comparison

The maximum AME6.DE drawdown since its inception was -35.62%, roughly equal to the maximum GOAI.DE drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for AME6.DE and GOAI.DE.


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Drawdown Indicators


AME6.DEGOAI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.62%

-34.25%

-1.37%

Max Drawdown (1Y)

Largest decline over 1 year

-10.82%

-14.45%

+3.63%

Max Drawdown (3Y)

Largest decline over 3 years

-16.22%

-28.67%

+12.45%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

-28.67%

+7.83%

Max Drawdown (10Y)

Largest decline over 10 years

-35.62%

Current Drawdown

Current decline from peak

-1.77%

-1.69%

-0.08%

Average Drawdown

Average peak-to-trough decline

-5.44%

-7.17%

+1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

5.37%

-2.43%

Volatility

AME6.DE vs. GOAI.DE - Volatility Comparison

The current volatility for Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.DE) is 4.61%, while Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE) has a volatility of 6.79%. This indicates that AME6.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.


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Volatility by Period


AME6.DEGOAI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

6.79%

-2.18%

Volatility (6M)

Calculated over the trailing 6-month period

11.48%

14.95%

-3.47%

Volatility (1Y)

Calculated over the trailing 1-year period

13.79%

19.95%

-6.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.57%

19.64%

-5.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

20.21%

-4.56%

AME6.DE vs. GOAI.DE - Expense Ratio Comparison

AME6.DE has a 0.18% expense ratio, which is lower than GOAI.DE's 0.35% expense ratio.


Dividends

AME6.DE vs. GOAI.DE - Dividend Comparison

Neither AME6.DE nor GOAI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AME6.DE and GOAI.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AME6.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AME6.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for GOAI.DE.

AME6.DE is categorized as Europe Equities, while GOAI.DE is Robotics. AME6.DE tracks STOXX® Europe 600 ESG+, while GOAI.DE tracks MSCI ACWI IMI Robotics & AI ESG Filtered. Their fees differ too: 0.18% for AME6.DE and 0.35% for GOAI.DE.

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