LTCM.DE vs. GOAI.DE
LTCM.DE (Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc) and GOAI.DE (Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc) are both exchange-traded funds - LTCM.DE is a Communications Equities fund tracking the STOXX® Europe 600 Telecommunications, 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, LTCM.DE returned 10.43%/yr vs 13.12%/yr for GOAI.DE. At a 0.27 correlation, their price movements are largely independent. LTCM.DE charges 0.30%/yr vs 0.35%/yr for GOAI.DE.
Performance
LTCM.DE vs. GOAI.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LTCM.DE achieves a 26.77% return, which is significantly lower than GOAI.DE's 28.31% return.
LTCM.DE
- 1D
- -1.92%
- 1M
- 2.86%
- YTD
- 26.77%
- 6M
- 30.24%
- 1Y
- 23.56%
- 3Y*
- 21.21%
- 5Y*
- 10.43%
- 10Y*
- 4.00%
GOAI.DE
- 1D
- -1.22%
- 1M
- 15.52%
- YTD
- 28.31%
- 6M
- 25.43%
- 1Y
- 46.38%
- 3Y*
- 21.99%
- 5Y*
- 13.12%
- 10Y*
- —
LTCM.DE vs. GOAI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LTCM.DE Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc | 26.77% | 15.77% | 20.76% | 7.89% | -13.99% | 14.35% | -12.67% | 5.36% | 3.98% |
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 LTCM.DE and GOAI.DE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2018 | 0.27 |
The correlation between LTCM.DE and GOAI.DE shifts across timeframes, from 0.07 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LTCM.DE vs. GOAI.DE — Risk / Return Rank
LTCM.DE
GOAI.DE
LTCM.DE vs. GOAI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc (LTCM.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.
| LTCM.DE | GOAI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.41 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 3.27 | -0.14 |
| Martin ratioReturn relative to average drawdown | 6.46 | 8.82 | -2.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LTCM.DE | GOAI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 2.37 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.66 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.82 | -0.60 |
Drawdowns
LTCM.DE vs. GOAI.DE - Drawdown Comparison
The maximum LTCM.DE drawdown since its inception was -47.69%, 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 LTCM.DE and GOAI.DE.
Loading charts...
Drawdown Indicators
| LTCM.DE | GOAI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.69% | -34.25% | -13.44% |
Max Drawdown (1Y)Largest decline over 1 year | -7.67% | -14.45% | +6.78% |
Max Drawdown (3Y)Largest decline over 3 years | -9.60% | -28.67% | +19.07% |
Max Drawdown (5Y)Largest decline over 5 years | -21.10% | -28.67% | +7.57% |
Max Drawdown (10Y)Largest decline over 10 years | -31.91% | — | — |
Current DrawdownCurrent decline from peak | -2.38% | -1.69% | -0.69% |
Average DrawdownAverage peak-to-trough decline | -21.45% | -7.17% | -14.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 5.37% | -1.89% |
Volatility
LTCM.DE vs. GOAI.DE - Volatility Comparison
The current volatility for Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc (LTCM.DE) is 6.12%, while Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE) has a volatility of 6.79%. This indicates that LTCM.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.
Loading charts...
Volatility by Period
| LTCM.DE | GOAI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.12% | 6.79% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 14.95% | -2.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.36% | 19.95% | -4.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.74% | 19.64% | -3.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 20.21% | -1.85% |
LTCM.DE vs. GOAI.DE - Expense Ratio Comparison
LTCM.DE has a 0.30% expense ratio, which is lower than GOAI.DE's 0.35% expense ratio.
Dividends
LTCM.DE vs. GOAI.DE - Dividend Comparison
Neither LTCM.DE nor GOAI.DE has paid dividends to shareholders.
Frequently Asked Questions
LTCM.DE and GOAI.DE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LTCM.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LTCM.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for GOAI.DE.
LTCM.DE is categorized as Communications Equities, while GOAI.DE is Robotics. LTCM.DE tracks STOXX® Europe 600 Telecommunications, while GOAI.DE tracks MSCI ACWI IMI Robotics & AI ESG Filtered. Their fees differ too: 0.30% for LTCM.DE and 0.35% for GOAI.DE.
Find the right allocation for LTCM.DE and GOAI.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer