GLE vs. GOAI.DE

Last updated Jun 3, 2026

GLE (Global Engine Group Holding Ltd) is a stock, while GOAI.DE (Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc) is Robotics fund tracking the MSCI ACWI IMI Robotics & AI ESG Filtered. Over the past year, GLE returned -79.36% vs 56.44% for GOAI.DE. At a 0.12 correlation, their price movements are largely independent.

Performance

GLE vs. GOAI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global Engine Group Holding Ltd (GLE) and Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

GLE is traded in USD, while GOAI.DE is traded in EUR. To make them comparable, the GOAI.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GLE achieves a 31.51% return, which is significantly higher than GOAI.DE's 29.19% return.

GLE

• 1D: -11.46%
• 1M: 33.42%
• YTD: 31.51%
• 6M: 0.26%
• 1Y: -79.36%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GOAI.DE

• 1D: 0.63%
• 1M: 21.44%
• YTD: 29.19%
• 6M: 30.28%
• 1Y: 56.44%
• 3Y*: 26.12%
• 5Y*: 12.70%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GLE vs. GOAI.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GLE Global Engine Group Holding Ltd	31.51%	-79.77%	-58.61%
GOAI.DE Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc	29.19%	19.79%	5.61%

Correlation

The correlation between GLE and GOAI.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (All Time) Calculated using the full available price history since Sep 23, 2024	0.12

Return for Risk

GLE vs. GOAI.DE — Risk / Return Rank

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

GLE

GLE Risk / Return Rank: 19
GLE Sharpe Ratio Rank: 19
GLE Sortino Ratio Rank: 25
GLE Omega Ratio Rank: 26
GLE Calmar Ratio Rank: 6
GLE Martin Ratio Rank: 19

GOAI.DE

GOAI.DE Risk / Return Rank: 72
GOAI.DE Sharpe Ratio Rank: 81
GOAI.DE Sortino Ratio Rank: 77
GOAI.DE Omega Ratio Rank: 76
GOAI.DE Calmar Ratio Rank: 69
GOAI.DE Martin Ratio Rank: 54

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.

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

This table presents a comparison of risk-adjusted performance metrics for Global Engine Group Holding Ltd (GLE) 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.

	GLE	GOAI.DE	Difference
Sharpe ratio Return per unit of total volatility	-0.49	2.80	-3.30
Sortino ratio Return per unit of downside risk	-0.18	3.67	-3.85
Omega ratio Gain probability vs. loss probability	0.98	1.46	-0.48
Calmar ratio Return relative to maximum drawdown	-0.89	3.70	-4.59
Martin ratio Return relative to average drawdown	-1.04	11.51	-12.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GLE vs. GOAI.DE - Sharpe Ratio Comparison

The current GLE Sharpe Ratio is -0.49, which is lower than the GOAI.DE Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of GLE 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.

Sharpe Ratios by Period

	GLE	GOAI.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.49	2.80	-3.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.49	0.81	-1.31

Drawdowns

GLE vs. GOAI.DE - Drawdown Comparison

The maximum GLE drawdown since its inception was -94.99%, which is greater than GOAI.DE's maximum drawdown of -34.82%. Use the drawdown chart below to compare losses from any high point for GLE and GOAI.DE.

Drawdown Indicators

	GLE	GOAI.DE	Difference
Max Drawdown Largest peak-to-trough decline	-94.99%	-34.82%	-60.17%
Max Drawdown (1Y) Largest decline over 1 year	-92.77%	-15.17%	-77.60%
Max Drawdown (3Y) Largest decline over 3 years	—	-25.00%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.64%	—
Current Drawdown Current decline from peak	-91.13%	0.00%	-91.13%
Average Drawdown Average peak-to-trough decline	-70.20%	-7.91%	-62.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	79.53%	4.89%	+74.64%

Volatility

GLE vs. GOAI.DE - Volatility Comparison

Global Engine Group Holding Ltd (GLE) has a higher volatility of 66.07% compared to Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE) at 6.45%. This indicates that GLE's price experiences larger fluctuations and is considered to be riskier than GOAI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GLE	GOAI.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	66.07%	6.45%	+59.62%
Volatility (6M) Calculated over the trailing 6-month period	92.48%	15.24%	+77.24%
Volatility (1Y) Calculated over the trailing 1-year period	161.64%	20.03%	+141.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	148.66%	20.71%	+127.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	148.66%	21.13%	+127.53%

Dividends

GLE vs. GOAI.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both GLE and GOAI.DE in my portfolio?

GLE and GOAI.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.