EGV1.DE vs. GOAI.DE
EGV1.DE (Lyxor STOXX Europe 600 Insurance UCITS ETF Dist) and GOAI.DE (Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc) are both exchange-traded funds - EGV1.DE is a Financials Equities fund tracking the STOXX® Europe 600 Insurance, while GOAI.DE is a Robotics fund tracking the MSCI ACWI IMI Robotics & AI ESG Filtered. Both are passively managed. Over the past 5 years, EGV1.DE returned 13.93%/yr vs 13.12%/yr for GOAI.DE. At a 0.49 correlation, their price movements are largely independent. EGV1.DE charges 0.30%/yr vs 0.35%/yr for GOAI.DE.
Performance
EGV1.DE vs. GOAI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EGV1.DE achieves a -2.79% return, which is significantly lower than GOAI.DE's 28.31% return.
EGV1.DE
- 1D
- 0.03%
- 1M
- -4.09%
- YTD
- -2.79%
- 6M
- 2.71%
- 1Y
- 2.04%
- 3Y*
- 18.08%
- 5Y*
- 13.93%
- 10Y*
- 11.16%
GOAI.DE
- 1D
- -1.22%
- 1M
- 15.52%
- YTD
- 28.31%
- 6M
- 25.43%
- 1Y
- 46.38%
- 3Y*
- 21.99%
- 5Y*
- 13.12%
- 10Y*
- —
EGV1.DE vs. GOAI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EGV1.DE Lyxor STOXX Europe 600 Insurance UCITS ETF Dist | -2.79% | 29.26% | 22.98% | 12.79% | 3.54% | 19.62% | -10.07% | 30.21% | -5.18% |
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 EGV1.DE and GOAI.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2018 | 0.49 |
Over the past year, the correlation between EGV1.DE and GOAI.DE has dropped to 0.23 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
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Return for Risk
EGV1.DE vs. GOAI.DE — Risk / Return Rank
EGV1.DE
GOAI.DE
EGV1.DE vs. GOAI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.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.
| EGV1.DE | GOAI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.19 | ||
| Sortino ratioReturn per unit of downside risk | -2.82 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.41 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.35 | 3.27 | -2.92 |
| Martin ratioReturn relative to average drawdown | 0.75 | 8.82 | -8.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EGV1.DE | GOAI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 2.37 | -2.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.66 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.82 | -0.40 |
Drawdowns
EGV1.DE vs. GOAI.DE - Drawdown Comparison
The maximum EGV1.DE drawdown since its inception was -58.31%, 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 EGV1.DE and GOAI.DE.
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Drawdown Indicators
| EGV1.DE | GOAI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.31% | -34.25% | -24.06% |
Max Drawdown (1Y)Largest decline over 1 year | -7.50% | -14.45% | +6.95% |
Max Drawdown (3Y)Largest decline over 3 years | -12.53% | -28.67% | +16.14% |
Max Drawdown (5Y)Largest decline over 5 years | -18.39% | -28.67% | +10.28% |
Max Drawdown (10Y)Largest decline over 10 years | -47.02% | — | — |
Current DrawdownCurrent decline from peak | -5.26% | -1.69% | -3.57% |
Average DrawdownAverage peak-to-trough decline | -7.81% | -7.17% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 5.37% | -1.82% |
Volatility
EGV1.DE vs. GOAI.DE - Volatility Comparison
The current volatility for Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE) is 4.65%, while Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE) has a volatility of 6.79%. This indicates that EGV1.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
| EGV1.DE | GOAI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 6.79% | -2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 14.95% | -3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.73% | 19.95% | -5.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 19.64% | -2.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.07% | 20.21% | -0.14% |
EGV1.DE vs. GOAI.DE - Expense Ratio Comparison
EGV1.DE has a 0.30% expense ratio, which is lower than GOAI.DE's 0.35% expense ratio.
Dividends
EGV1.DE vs. GOAI.DE - Dividend Comparison
EGV1.DE's dividend yield for the trailing twelve months is around 4.23%, while GOAI.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
EGV1.DE Lyxor STOXX Europe 600 Insurance UCITS ETF Dist | 4.23% | 4.11% | 4.77% | 3.93% | 5.03% | 4.53% | 4.35% | 3.71% | 4.26% | 0.59% |
GOAI.DE Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EGV1.DE and GOAI.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EGV1.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EGV1.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for GOAI.DE.
EGV1.DE is categorized as Financials Equities, while GOAI.DE is Robotics. EGV1.DE tracks STOXX® Europe 600 Insurance, while GOAI.DE tracks MSCI ACWI IMI Robotics & AI ESG Filtered. Their fees differ too: 0.30% for EGV1.DE and 0.35% for GOAI.DE.
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