LEEU.DE vs. GOAI.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist (LEEU.DE) and Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE).

LEEU.DE and GOAI.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LEEU.DE is a passively managed fund by Amundi that tracks the performance of the FTSE EPRA/NAREIT Developed Europe. It was launched on Jan 11, 2010. GOAI.DE is a passively managed fund by Amundi that tracks the performance of the MSCI ACWI IMI Robotics & AI ESG Filtered. It was launched on Sep 11, 2018. Both LEEU.DE and GOAI.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

LEEU.DE vs. GOAI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist (LEEU.DE) and Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
LEEU.DE Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist	-1.07%	6.43%	-4.44%	16.06%	-38.11%	16.71%	-8.35%	28.60%	-9.33%
GOAI.DE Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc	-6.29%	6.11%	21.03%	26.97%	-21.63%	32.03%	16.95%	33.68%	-4.93%

Returns By Period

In the year-to-date period, LEEU.DE achieves a -1.07% return, which is significantly higher than GOAI.DE's -6.29% return.

LEEU.DE

• 1D: 0.15%
• 1M: -6.55%
• YTD: -1.07%
• 6M: 1.01%
• 1Y: 5.87%
• 3Y*: 7.13%
• 5Y*: -3.20%
• 10Y*: -0.02%

GOAI.DE

• 1D: 0.25%
• 1M: -0.92%
• YTD: -6.29%
• 6M: -4.76%
• 1Y: 13.19%
• 3Y*: 11.68%
• 5Y*: 6.51%
• 10Y*: —

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

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

LEEU.DE has a 0.30% expense ratio, which is lower than GOAI.DE's 0.35% expense ratio.

GOAI.DE

Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc

LEEU.DE

Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist

Return for Risk

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

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

LEEU.DE

LEEU.DE Risk / Return Rank: 17
LEEU.DE Sharpe Ratio Rank: 20
LEEU.DE Sortino Ratio Rank: 19
LEEU.DE Omega Ratio Rank: 19
LEEU.DE Calmar Ratio Rank: 14
LEEU.DE Martin Ratio Rank: 15

GOAI.DE

GOAI.DE Risk / Return Rank: 34
GOAI.DE Sharpe Ratio Rank: 28
GOAI.DE Sortino Ratio Rank: 28
GOAI.DE Omega Ratio Rank: 27
GOAI.DE Calmar Ratio Rank: 49
GOAI.DE Martin Ratio Rank: 37

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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist (LEEU.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.

	LEEU.DE	GOAI.DE	Difference
Sharpe ratio Return per unit of total volatility	0.34	0.57	-0.23
Sortino ratio Return per unit of downside risk	0.56	0.92	-0.35
Omega ratio Gain probability vs. loss probability	1.08	1.12	-0.05
Calmar ratio Return relative to maximum drawdown	0.25	1.49	-1.24
Martin ratio Return relative to average drawdown	0.77	4.12	-3.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current LEEU.DE Sharpe Ratio is 0.34, which is lower than the GOAI.DE Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of LEEU.DE and GOAI.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LEEU.DE	GOAI.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.34	0.57	-0.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.15	0.33	-0.48
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.00	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	0.60	-0.41

Correlation

The correlation between LEEU.DE and GOAI.DE is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

LEEU.DE vs. GOAI.DE - Dividend Comparison

LEEU.DE's dividend yield for the trailing twelve months is around 2.77%, while GOAI.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LEEU.DE Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist	2.77%	2.74%	4.56%	4.24%	3.83%	2.42%	2.75%	3.13%	4.02%	3.18%	3.62%	3.20%
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%	0.00%	0.00%	0.00%

Drawdowns

LEEU.DE vs. GOAI.DE - Drawdown Comparison

The maximum LEEU.DE drawdown since its inception was -48.13%, 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 LEEU.DE and GOAI.DE.

Drawdown Indicators

	LEEU.DE	GOAI.DE	Difference
Max Drawdown Largest peak-to-trough decline	-48.13%	-34.25%	-13.88%
Max Drawdown (1Y) Largest decline over 1 year	-15.66%	-14.45%	-1.21%
Max Drawdown (5Y) Largest decline over 5 years	-48.13%	-28.67%	-19.46%
Max Drawdown (10Y) Largest decline over 10 years	-48.13%	—	—
Current Drawdown Current decline from peak	-29.86%	-11.26%	-18.60%
Average Drawdown Average peak-to-trough decline	-14.21%	-7.29%	-6.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.03%	5.21%	-0.18%

Volatility

LEEU.DE vs. GOAI.DE - Volatility Comparison

Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist (LEEU.DE) has a higher volatility of 8.03% compared to Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE) at 5.77%. This indicates that LEEU.DE'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

	LEEU.DE	GOAI.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.03%	5.77%	+2.26%
Volatility (6M) Calculated over the trailing 6-month period	11.82%	14.61%	-2.79%
Volatility (1Y) Calculated over the trailing 1-year period	17.38%	23.18%	-5.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.67%	19.29%	+2.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.01%	20.10%	-0.09%