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RS2K.DE vs. GOAI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RS2K.DE vs. GOAI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Russell 2000 UCITS ETF EUR (RS2K.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, RS2K.DE achieves a 17.82% return, which is significantly lower than GOAI.DE's 28.31% return.


RS2K.DE

1D
0.92%
1M
3.09%
YTD
17.82%
6M
16.58%
1Y
37.98%
3Y*
15.39%
5Y*
7.11%
10Y*
10.42%

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)

RS2K.DE vs. GOAI.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RS2K.DE
Amundi Russell 2000 UCITS ETF EUR
17.82%1.29%15.87%14.96%-16.48%24.69%8.27%29.13%-11.16%
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 RS2K.DE and GOAI.DE is 0.68, 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

0.68

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

0.69

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

0.77

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

0.80

The correlation between RS2K.DE and GOAI.DE shifts across timeframes, from 0.68 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

RS2K.DE vs. GOAI.DE — Risk / Return Rank

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

RS2K.DE
RS2K.DE Risk / Return Rank: 6868
Overall Rank
RS2K.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
RS2K.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
RS2K.DE Omega Ratio Rank: 5858
Omega Ratio Rank
RS2K.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
RS2K.DE Martin Ratio Rank: 7171
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.

RS2K.DE vs. GOAI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Russell 2000 UCITS ETF EUR (RS2K.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.


RS2K.DEGOAI.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.35

1.41

-0.06

Calmar ratioReturn relative to maximum drawdown

4.46

3.27

+1.19

Martin ratioReturn relative to average drawdown

13.05

8.82

+4.23

RS2K.DE vs. GOAI.DE - Sharpe Ratio Comparison

The current RS2K.DE Sharpe Ratio is 2.09, which is comparable to the GOAI.DE Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of RS2K.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


RS2K.DEGOAI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

2.37

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.66

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.82

-0.31

Drawdowns

RS2K.DE vs. GOAI.DE - Drawdown Comparison

The maximum RS2K.DE drawdown since its inception was -41.14%, 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 RS2K.DE and GOAI.DE.


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Drawdown Indicators


RS2K.DEGOAI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.14%

-34.25%

-6.89%

Max Drawdown (1Y)

Largest decline over 1 year

-8.50%

-14.45%

+5.95%

Max Drawdown (3Y)

Largest decline over 3 years

-32.48%

-28.67%

-3.81%

Max Drawdown (5Y)

Largest decline over 5 years

-32.48%

-28.67%

-3.81%

Max Drawdown (10Y)

Largest decline over 10 years

-41.14%

Current Drawdown

Current decline from peak

0.00%

-1.69%

+1.69%

Average Drawdown

Average peak-to-trough decline

-9.33%

-7.17%

-2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

5.37%

-2.46%

Volatility

RS2K.DE vs. GOAI.DE - Volatility Comparison

The current volatility for Amundi Russell 2000 UCITS ETF EUR (RS2K.DE) is 5.39%, while Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE) has a volatility of 6.79%. This indicates that RS2K.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


RS2K.DEGOAI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

6.79%

-1.40%

Volatility (6M)

Calculated over the trailing 6-month period

12.27%

14.95%

-2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

18.14%

19.95%

-1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.94%

19.64%

+1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.61%

20.21%

+1.40%

RS2K.DE vs. GOAI.DE - Expense Ratio Comparison

Both RS2K.DE and GOAI.DE have an expense ratio of 0.35%.


Dividends

RS2K.DE vs. GOAI.DE - Dividend Comparison

Neither RS2K.DE nor GOAI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


RS2K.DE and GOAI.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

RS2K.DE and GOAI.DE have the same expense ratio: 0.35% per year.

RS2K.DE is categorized as Small Cap Blend Equities, while GOAI.DE is Robotics. RS2K.DE tracks Russell 2000®, while GOAI.DE tracks MSCI ACWI IMI Robotics & AI ESG Filtered.

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