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UCT2.DE vs. GOAI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCT2.DE vs. GOAI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi US Curve Steepening 2-10Y UCITS ETF (Acc) (UCT2.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, UCT2.DE achieves a 1.32% return, which is significantly lower than GOAI.DE's 23.37% return.


UCT2.DE

1D
0.09%
1M
1.35%
6M
0.94%
YTD
1.32%
1Y
2.32%
3Y*
1.50%
5Y*
0.25%
10Y*

GOAI.DE

1D
0.06%
1M
-5.03%
6M
25.34%
YTD
23.37%
1Y
37.10%
3Y*
19.42%
5Y*
11.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCT2.DE vs. GOAI.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
UCT2.DE
Amundi US Curve Steepening 2-10Y UCITS ETF (Acc)
1.32%-8.99%10.12%-3.66%1.75%7.20%-9.05%-11.53%
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%9.02%

Correlation

The correlation between UCT2.DE and GOAI.DE is -0.01, 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

-0.01

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

-0.01

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

-0.07

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2019

-0.01

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Return for Risk

UCT2.DE vs. GOAI.DE — Risk / Return Rank

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

UCT2.DE
UCT2.DE Risk / Return Rank: 1515
Overall Rank
UCT2.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
UCT2.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
UCT2.DE Omega Ratio Rank: 1313
Omega Ratio Rank
UCT2.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
UCT2.DE Martin Ratio Rank: 1616
Martin Ratio Rank

GOAI.DE
GOAI.DE Risk / Return Rank: 6060
Overall Rank
GOAI.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
GOAI.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
GOAI.DE Omega Ratio Rank: 6161
Omega Ratio Rank
GOAI.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
GOAI.DE Martin Ratio Rank: 4848
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.

UCT2.DE vs. GOAI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi US Curve Steepening 2-10Y UCITS ETF (Acc) (UCT2.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.


UCT2.DEGOAI.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.38

Sortino ratioReturn per unit of downside risk

-1.82

Omega ratioGain probability vs. loss probability

1.07

1.31

-0.24

Calmar ratioReturn relative to maximum drawdown

0.66

2.56

-1.90

Martin ratioReturn relative to average drawdown

1.35

6.58

-5.23

UCT2.DE vs. GOAI.DE - Sharpe Ratio Comparison

The current UCT2.DE Sharpe Ratio is 0.38, which is lower than the GOAI.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of UCT2.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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Drawdowns

UCT2.DE vs. GOAI.DE - Drawdown Comparison

The maximum UCT2.DE drawdown since its inception was -19.65%, smaller than the maximum GOAI.DE drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for UCT2.DE and GOAI.DE.


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Drawdown Indicators


UCT2.DEGOAI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.65%

-34.25%

+14.60%

Max Drawdown (1Y)

Largest decline over 1 year

-3.53%

-14.45%

+10.92%

Max Drawdown (3Y)

Largest decline over 3 years

-13.36%

-28.67%

+15.31%

Max Drawdown (5Y)

Largest decline over 5 years

-18.42%

-28.67%

+10.25%

Current Drawdown

Current decline from peak

-14.14%

-5.48%

-8.66%

Average Drawdown

Average peak-to-trough decline

-12.83%

-7.15%

-5.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

5.62%

-3.90%

Volatility

UCT2.DE vs. GOAI.DE - Volatility Comparison

The current volatility for Amundi US Curve Steepening 2-10Y UCITS ETF (Acc) (UCT2.DE) is 1.36%, while Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE) has a volatility of 7.49%. This indicates that UCT2.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


UCT2.DEGOAI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

7.49%

-6.13%

Volatility (6M)

Calculated over the trailing 6-month period

4.46%

16.13%

-11.67%

Volatility (1Y)

Calculated over the trailing 1-year period

6.15%

21.16%

-15.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.44%

19.90%

-11.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.00%

20.29%

-11.29%

UCT2.DE vs. GOAI.DE - Expense Ratio Comparison

UCT2.DE has a 0.30% expense ratio, which is lower than GOAI.DE's 0.35% expense ratio.


Dividends

UCT2.DE vs. GOAI.DE - Dividend Comparison

Neither UCT2.DE nor GOAI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UCT2.DE and GOAI.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UCT2.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UCT2.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for GOAI.DE.

UCT2.DE is categorized as Macro Trading, while GOAI.DE is Robotics. UCT2.DE tracks Solactive USD Daily (x7) Steepener 2-10 Index, while GOAI.DE tracks MSCI ACWI IMI Robotics & AI ESG Filtered. Their fees differ too: 0.30% for UCT2.DE and 0.35% for GOAI.DE.

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