EHF1.DE vs. GOAI.DE
EHF1.DE (Amundi MSCI Europe High Dividend Factor UCITS ETF EUR) and GOAI.DE (Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc) are both exchange-traded funds - EHF1.DE is a Europe Equities fund tracking the MSCI Europe High Dividend Yield, 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, EHF1.DE returned 11.31%/yr vs 13.12%/yr for GOAI.DE. At a 0.49 correlation, their price movements are largely independent. EHF1.DE charges 0.23%/yr vs 0.35%/yr for GOAI.DE.
Performance
EHF1.DE vs. GOAI.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EHF1.DE achieves a 5.17% return, which is significantly lower than GOAI.DE's 28.31% return.
EHF1.DE
- 1D
- 0.61%
- 1M
- -1.98%
- YTD
- 5.17%
- 6M
- 7.16%
- 1Y
- 12.60%
- 3Y*
- 14.05%
- 5Y*
- 11.31%
- 10Y*
- —
GOAI.DE
- 1D
- -1.22%
- 1M
- 15.52%
- YTD
- 28.31%
- 6M
- 25.43%
- 1Y
- 46.38%
- 3Y*
- 21.99%
- 5Y*
- 13.12%
- 10Y*
- —
EHF1.DE vs. GOAI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EHF1.DE Amundi MSCI Europe High Dividend Factor UCITS ETF EUR | 5.17% | 19.17% | 9.83% | 14.12% | 1.04% | 18.25% | -9.78% | 24.88% | -2.09% |
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 EHF1.DE and GOAI.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2018 | 0.49 |
Over the past year, the correlation between EHF1.DE and GOAI.DE has dropped to 0.14 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EHF1.DE vs. GOAI.DE — Risk / Return Rank
EHF1.DE
GOAI.DE
EHF1.DE vs. GOAI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.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.
| EHF1.DE | GOAI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.41 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 3.27 | -1.18 |
| Martin ratioReturn relative to average drawdown | 5.91 | 8.82 | -2.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EHF1.DE | GOAI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 2.37 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.66 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.82 | -0.24 |
Drawdowns
EHF1.DE vs. GOAI.DE - Drawdown Comparison
The maximum EHF1.DE drawdown since its inception was -38.13%, 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 EHF1.DE and GOAI.DE.
Loading charts...
Drawdown Indicators
| EHF1.DE | GOAI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.13% | -34.25% | -3.88% |
Max Drawdown (1Y)Largest decline over 1 year | -6.24% | -14.45% | +8.21% |
Max Drawdown (3Y)Largest decline over 3 years | -12.89% | -28.67% | +15.78% |
Max Drawdown (5Y)Largest decline over 5 years | -15.64% | -28.67% | +13.03% |
Current DrawdownCurrent decline from peak | -4.13% | -1.69% | -2.44% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -7.17% | +2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 5.37% | -3.16% |
Volatility
EHF1.DE vs. GOAI.DE - Volatility Comparison
The current volatility for Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) is 3.69%, while Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE) has a volatility of 6.79%. This indicates that EHF1.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.
Loading charts...
Volatility by Period
| EHF1.DE | GOAI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 6.79% | -3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.94% | 14.95% | -7.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.92% | 19.95% | -10.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.28% | 19.64% | -7.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 20.21% | -4.82% |
EHF1.DE vs. GOAI.DE - Expense Ratio Comparison
EHF1.DE has a 0.23% expense ratio, which is lower than GOAI.DE's 0.35% expense ratio.
Dividends
EHF1.DE vs. GOAI.DE - Dividend Comparison
Neither EHF1.DE nor GOAI.DE has paid dividends to shareholders.
Frequently Asked Questions
EHF1.DE and GOAI.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EHF1.DE is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EHF1.DE is cheaper with a 0.23% expense ratio, compared with 0.35% for GOAI.DE.
EHF1.DE is categorized as Europe Equities, while GOAI.DE is Robotics. EHF1.DE tracks MSCI Europe High Dividend Yield, while GOAI.DE tracks MSCI ACWI IMI Robotics & AI ESG Filtered. Their fees differ too: 0.23% for EHF1.DE and 0.35% for GOAI.DE.
Find the right allocation for EHF1.DE and GOAI.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer