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

Performance

GOAI.DE vs. ECLM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE) and HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.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, GOAI.DE achieves a 29.90% return, which is significantly higher than ECLM.DE's 19.91% return.


GOAI.DE

1D
-0.47%
1M
19.34%
YTD
29.90%
6M
29.65%
1Y
50.24%
3Y*
22.50%
5Y*
13.40%
10Y*

ECLM.DE

1D
0.76%
1M
8.79%
YTD
19.91%
6M
19.66%
1Y
40.86%
3Y*
4.74%
5Y*
-0.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
GOAI.DE
Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc
29.90%6.11%21.03%26.97%-21.63%32.03%1.68%
ECLM.DE
HANetf iClima Global Decarbonisation Enablers UCITS ETF
19.91%12.83%-11.47%1.02%-23.37%14.89%7.80%

Correlation

The correlation between GOAI.DE and ECLM.DE is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.60

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

0.62

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

0.73

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2020

0.74

The correlation between GOAI.DE and ECLM.DE shifts across timeframes, from 0.60 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

GOAI.DE
GOAI.DE Risk / Return Rank: 6868
Overall Rank
GOAI.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GOAI.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
GOAI.DE Omega Ratio Rank: 7171
Omega Ratio Rank
GOAI.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
GOAI.DE Martin Ratio Rank: 5454
Martin Ratio Rank

ECLM.DE
ECLM.DE Risk / Return Rank: 4343
Overall Rank
ECLM.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
ECLM.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
ECLM.DE Omega Ratio Rank: 5959
Omega Ratio Rank
ECLM.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
ECLM.DE Martin Ratio Rank: 2929
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE) and HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.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.


GOAI.DEECLM.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.09

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.43

1.35

+0.08

Calmar ratioReturn relative to maximum drawdown

3.46

2.06

+1.40

Martin ratioReturn relative to average drawdown

9.32

4.00

+5.32

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

The current GOAI.DE Sharpe Ratio is 2.51, which is higher than the ECLM.DE Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of GOAI.DE and ECLM.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


GOAI.DEECLM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.51

1.42

+1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

-0.00

+0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.11

+0.72

Drawdowns

GOAI.DE vs. ECLM.DE - Drawdown Comparison

The maximum GOAI.DE drawdown since its inception was -34.25%, smaller than the maximum ECLM.DE drawdown of -49.88%. Use the drawdown chart below to compare losses from any high point for GOAI.DE and ECLM.DE.


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Drawdown Indicators


GOAI.DEECLM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.25%

-49.88%

+15.63%

Max Drawdown (1Y)

Largest decline over 1 year

-14.45%

-19.77%

+5.32%

Max Drawdown (3Y)

Largest decline over 3 years

-28.67%

-36.17%

+7.50%

Max Drawdown (5Y)

Largest decline over 5 years

-28.67%

-49.88%

+21.21%

Current Drawdown

Current decline from peak

-0.47%

-14.98%

+14.51%

Average Drawdown

Average peak-to-trough decline

-7.17%

-24.20%

+17.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.37%

10.19%

-4.82%

Volatility

GOAI.DE vs. ECLM.DE - Volatility Comparison

Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE) and HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.DE) have volatilities of 6.52% and 6.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOAI.DEECLM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

6.39%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

14.89%

13.27%

+1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

19.98%

28.64%

-8.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.63%

23.03%

-3.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.21%

23.35%

-3.14%

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

GOAI.DE has a 0.35% expense ratio, which is lower than ECLM.DE's 0.65% expense ratio.


Dividends

GOAI.DE vs. ECLM.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


GOAI.DE and ECLM.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GOAI.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GOAI.DE is cheaper with a 0.35% expense ratio, compared with 0.65% for ECLM.DE.

GOAI.DE is categorized as Robotics, while ECLM.DE is Global Equities. GOAI.DE tracks MSCI ACWI IMI Robotics & AI ESG Filtered, while ECLM.DE tracks iClima Global Decarbonisation Enablers. They also come from different issuers: Amundi and HANetf. Their fees differ too: 0.35% for GOAI.DE and 0.65% for ECLM.DE.

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