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

Performance

LMWE.DE vs. GOAI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.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, LMWE.DE achieves a 7.51% return, which is significantly lower than GOAI.DE's 28.31% return.


LMWE.DE

1D
-0.04%
1M
-2.48%
YTD
7.51%
6M
7.23%
1Y
9.11%
3Y*
4.39%
5Y*
0.78%
10Y*
2.38%

GOAI.DE

1D
-1.22%
1M
15.52%
YTD
28.31%
6M
25.43%
1Y
46.38%
3Y*
21.99%
5Y*
13.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
LMWE.DE
Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)
7.51%-2.27%4.83%3.20%-20.69%36.10%-17.30%22.98%-3.74%
GOAI.DE
Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc
28.31%6.11%21.03%26.97%-21.63%32.03%16.95%33.68%-4.93%

Correlation

The correlation between LMWE.DE and GOAI.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.34

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

0.47

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2018

0.50

Over the past year, the correlation between LMWE.DE and GOAI.DE has dropped to 0.25 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

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Return for Risk

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

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

LMWE.DE
LMWE.DE Risk / Return Rank: 2626
Overall Rank
LMWE.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
LMWE.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
LMWE.DE Omega Ratio Rank: 2424
Omega Ratio Rank
LMWE.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
LMWE.DE Martin Ratio Rank: 2828
Martin Ratio Rank

GOAI.DE
GOAI.DE Risk / Return Rank: 6767
Overall Rank
GOAI.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GOAI.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
GOAI.DE Omega Ratio Rank: 6969
Omega Ratio Rank
GOAI.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
GOAI.DE Martin Ratio Rank: 5353
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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.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.


LMWE.DEGOAI.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.51

Sortino ratioReturn per unit of downside risk

-1.91

Omega ratioGain probability vs. loss probability

1.15

1.41

-0.25

Calmar ratioReturn relative to maximum drawdown

1.24

3.27

-2.03

Martin ratioReturn relative to average drawdown

3.96

8.82

-4.85

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

The current LMWE.DE Sharpe Ratio is 0.86, which is lower than the GOAI.DE Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of LMWE.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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Sharpe Ratios by Period


LMWE.DEGOAI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

2.37

-1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.66

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.82

-0.41

Drawdowns

LMWE.DE vs. GOAI.DE - Drawdown Comparison

The maximum LMWE.DE drawdown since its inception was -42.37%, 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 LMWE.DE and GOAI.DE.


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Drawdown Indicators


LMWE.DEGOAI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.37%

-34.25%

-8.12%

Max Drawdown (1Y)

Largest decline over 1 year

-7.88%

-14.45%

+6.57%

Max Drawdown (3Y)

Largest decline over 3 years

-20.47%

-28.67%

+8.20%

Max Drawdown (5Y)

Largest decline over 5 years

-30.69%

-28.67%

-2.02%

Max Drawdown (10Y)

Largest decline over 10 years

-42.37%

Current Drawdown

Current decline from peak

-11.34%

-1.69%

-9.65%

Average Drawdown

Average peak-to-trough decline

-10.67%

-7.17%

-3.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

5.37%

-2.95%

Volatility

LMWE.DE vs. GOAI.DE - Volatility Comparison

The current volatility for Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE) is 2.75%, while Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE) has a volatility of 6.79%. This indicates that LMWE.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


LMWE.DEGOAI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

6.79%

-4.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.23%

14.95%

-6.72%

Volatility (1Y)

Calculated over the trailing 1-year period

11.36%

19.95%

-8.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.24%

19.64%

-4.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

20.21%

-3.27%

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

LMWE.DE has a 0.45% expense ratio, which is higher than GOAI.DE's 0.35% expense ratio.


Dividends

LMWE.DE vs. GOAI.DE - Dividend Comparison

LMWE.DE's dividend yield for the trailing twelve months is around 2.42%, while GOAI.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
LMWE.DE
Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)
2.42%2.61%3.75%0.00%4.18%2.22%3.76%3.37%3.76%3.44%3.65%4.01%

Frequently Asked Questions


LMWE.DE and GOAI.DE have a correlation of 0.25, 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 0.45% for LMWE.DE.

LMWE.DE is categorized as REIT, while GOAI.DE is Robotics. LMWE.DE tracks FTSE EPRA/NAREIT Developed, while GOAI.DE tracks MSCI ACWI IMI Robotics & AI ESG Filtered. Their fees differ too: 0.45% for LMWE.DE and 0.35% for GOAI.DE.

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