H1D5.DE vs. GOAI.DE
H1D5.DE (Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc)) and GOAI.DE (Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc) are both exchange-traded funds - H1D5.DE is a S&P 500 fund tracking the S&P 500 Index (EUR Hedged), 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, H1D5.DE returned 10.23%/yr vs 11.40%/yr for GOAI.DE. Their correlation of 0.84 suggests significant overlap in exposure. H1D5.DE charges 0.28%/yr vs 0.35%/yr for GOAI.DE.
Performance
H1D5.DE vs. GOAI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, H1D5.DE achieves a 7.77% return, which is significantly lower than GOAI.DE's 23.37% return.
H1D5.DE
- 1D
- 0.16%
- 1M
- -1.01%
- 6M
- 8.69%
- YTD
- 7.77%
- 1Y
- 17.66%
- 3Y*
- 17.64%
- 5Y*
- 10.23%
- 10Y*
- 12.69%
GOAI.DE
- 1D
- 0.06%
- 1M
- -5.03%
- 6M
- 25.34%
- YTD
- 23.37%
- 1Y
- 37.10%
- 3Y*
- 19.42%
- 5Y*
- 11.40%
- 10Y*
- —
H1D5.DE vs. GOAI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
H1D5.DE Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) | 7.77% | 15.23% | 22.75% | 23.18% | -21.57% | 28.78% | 15.86% | 27.46% | -6.55% |
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 H1D5.DE and GOAI.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Oct 30, 2018 | 0.84 |
The correlation between H1D5.DE and GOAI.DE has been stable across timeframes, ranging from 0.78 to 0.84 - a consistent structural relationship.
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Return for Risk
H1D5.DE vs. GOAI.DE — Risk / Return Rank
H1D5.DE
GOAI.DE
H1D5.DE vs. GOAI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) (H1D5.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.
| H1D5.DE | GOAI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.31 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 2.56 | -0.52 |
| Martin ratioReturn relative to average drawdown | 8.17 | 6.58 | +1.59 |
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Drawdowns
H1D5.DE vs. GOAI.DE - Drawdown Comparison
The maximum H1D5.DE drawdown since its inception was -33.97%, roughly equal to the maximum GOAI.DE drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for H1D5.DE and GOAI.DE.
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Drawdown Indicators
| H1D5.DE | GOAI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.97% | -34.25% | +0.28% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -14.45% | +5.79% |
Max Drawdown (3Y)Largest decline over 3 years | -18.36% | -28.67% | +10.31% |
Max Drawdown (5Y)Largest decline over 5 years | -25.97% | -28.67% | +2.70% |
Max Drawdown (10Y)Largest decline over 10 years | -33.97% | — | — |
Current DrawdownCurrent decline from peak | -1.58% | -5.48% | +3.90% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -7.15% | +2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 5.62% | -3.46% |
Volatility
H1D5.DE vs. GOAI.DE - Volatility Comparison
The current volatility for Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) (H1D5.DE) is 4.07%, while Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE) has a volatility of 7.49%. This indicates that H1D5.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
| H1D5.DE | GOAI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 7.49% | -3.42% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 16.13% | -6.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 21.16% | -9.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 19.90% | -3.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 20.29% | -4.17% |
H1D5.DE vs. GOAI.DE - Expense Ratio Comparison
H1D5.DE has a 0.28% expense ratio, which is lower than GOAI.DE's 0.35% expense ratio.
Dividends
H1D5.DE vs. GOAI.DE - Dividend Comparison
Neither H1D5.DE nor GOAI.DE has paid dividends to shareholders.
Frequently Asked Questions
H1D5.DE and GOAI.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, H1D5.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
H1D5.DE is cheaper with a 0.28% expense ratio, compared with 0.35% for GOAI.DE.
H1D5.DE is categorized as S&P 500, while GOAI.DE is Robotics. H1D5.DE tracks S&P 500 Index (EUR Hedged), while GOAI.DE tracks MSCI ACWI IMI Robotics & AI ESG Filtered. Their fees differ too: 0.28% for H1D5.DE and 0.35% for GOAI.DE.
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