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F702.DE vs. GOAI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

F702.DE vs. GOAI.DE

Last updated Jul 4, 2026
See Documentation

F702.DE (Amundi Multi-Asset Portfolio Defensive UCITS ETF (Dist)) and GOAI.DE (Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc) are both exchange-traded funds - F702.DE is a Global Allocation fund actively managed by Amundi, while GOAI.DE is a Robotics fund tracking the MSCI ACWI IMI Robotics & AI ESG Filtered. F702.DE is actively managed, while GOAI.DE is passively managed. Over the past 5 years, F702.DE returned 5.48%/yr vs 11.40%/yr for GOAI.DE. A 0.60 correlation means they provide meaningful diversification when combined.

Performance

F702.DE vs. GOAI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Multi-Asset Portfolio Defensive UCITS ETF (Dist) (F702.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, F702.DE achieves a 5.66% return, which is significantly lower than GOAI.DE's 23.37% return.

F702.DE

1D
0.14%
1M
-0.15%
6M
5.67%
YTD
5.66%
1Y
12.95%
3Y*
10.66%
5Y*
5.48%
10Y*
—

GOAI.DE

1D
0.06%
1M
-5.03%
6M
25.34%
YTD
23.37%
1Y
37.10%
3Y*
19.42%
5Y*
11.40%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

F702.DE vs. GOAI.DE - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
F702.DE
Amundi Multi-Asset Portfolio Defensive UCITS ETF (Dist)		5.66%11.87%10.77%8.69%-10.51%7.98%4.12%13.10%-1.17%
GOAI.DE
Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc		23.37%6.11%21.03%26.97%-21.63%32.03%16.95%33.68%-4.39%

Correlation

The correlation between F702.DE and GOAI.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.38

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

0.38

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

0.49

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2018

0.60

Over the past year, the correlation between F702.DE and GOAI.DE has dropped to 0.38 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.

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Amundi Multi-Asset Portfolio Defensive UCITS ETF (Dist)

Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc

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Return for Risk

F702.DE vs. GOAI.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
F702.DE
F702.DE Risk / Return Rank: 4545
Overall Rank
F702.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
F702.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
F702.DE Omega Ratio Rank: 4242
Omega Ratio Rank
F702.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
F702.DE Martin Ratio Rank: 5454
Martin Ratio Rank
GOAI.DE
GOAI.DE Risk / Return Rank: 6060
Overall Rank
GOAI.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
GOAI.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
GOAI.DE Omega Ratio Rank: 6161
Omega Ratio Rank
GOAI.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
GOAI.DE Martin Ratio Rank: 4848
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.

F702.DE vs. GOAI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Multi-Asset Portfolio Defensive UCITS ETF (Dist) (F702.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

F702.DEGOAI.DEDifference
Sharpe ratioReturn per unit of total volatility
1.25
1.75

-0.50

Sortino ratioReturn per unit of downside risk
1.82
2.40

-0.57

Omega ratioGain probability vs. loss probability

1.23

1.31

-0.07

Calmar ratioReturn relative to maximum drawdown

1.98

2.56

-0.57

Martin ratioReturn relative to average drawdown

7.85

6.58

+1.27

F702.DE vs. GOAI.DE - Sharpe Ratio Comparison

The current F702.DE Sharpe Ratio is 1.25, which is comparable to the GOAI.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of F702.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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Drawdowns

F702.DE vs. GOAI.DE - Drawdown Comparison

The maximum F702.DE drawdown since its inception was -16.81%, smaller than the maximum GOAI.DE drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for F702.DE and GOAI.DE.

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Drawdown Indicators

F702.DEGOAI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.81%

-34.25%

+17.44%

Max Drawdown (1Y)

Largest decline over 1 year

-6.51%

-14.45%

+7.94%

Max Drawdown (3Y)

Largest decline over 3 years

-6.83%

-28.67%

+21.84%

Max Drawdown (5Y)

Largest decline over 5 years

-13.81%

-28.67%

+14.86%

Current Drawdown

Current decline from peak

-1.49%

-5.48%

+3.99%

Average Drawdown

Average peak-to-trough decline

-3.05%

-7.15%

+4.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

5.62%

-3.97%

Volatility

F702.DE vs. GOAI.DE - Volatility Comparison

The current volatility for Amundi Multi-Asset Portfolio Defensive UCITS ETF (Dist) (F702.DE) is 5.09%, while Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE) has a volatility of 7.49%. This indicates that F702.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

F702.DEGOAI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

7.49%

-2.40%

Volatility (6M)

Calculated over the trailing 6-month period

8.38%

16.13%

-7.75%

Volatility (1Y)

Calculated over the trailing 1-year period

10.33%

21.16%

-10.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.46%

19.90%

-11.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.68%

20.29%

-11.61%

Dividends

F702.DE vs. GOAI.DE - Dividend Comparison

F702.DE's dividend yield for the trailing twelve months is around 1.27%, while GOAI.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018
F702.DE
Amundi Multi-Asset Portfolio Defensive UCITS ETF (Dist)		1.27%1.34%1.10%0.96%0.80%0.76%0.75%0.34%0.63%
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%

Frequently Asked Questions

F702.DE and GOAI.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

F702.DE is categorized as Global Allocation, while GOAI.DE is Robotics.

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