WEXU.DE vs. GOAI.DE

Last updated Jul 4, 2026

WEXU.DE (Amundi MSCI World Ex USA UCITS ETF (Acc)) and GOAI.DE (Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc) are both exchange-traded funds - WEXU.DE is a Global Equities fund tracking the MSCI World ex USA Index, while GOAI.DE is a Robotics fund tracking the MSCI ACWI IMI Robotics & AI ESG Filtered. Both are passively managed. Over the past year, WEXU.DE returned 22.91% vs 33.38% for GOAI.DE. A 0.51 correlation means they provide meaningful diversification when combined. WEXU.DE charges 0.15%/yr vs 0.35%/yr for GOAI.DE.

Performance

WEXU.DE vs. GOAI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi MSCI World Ex USA UCITS ETF (Acc) (WEXU.DE) and Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

WEXU.DE is traded in USD, while GOAI.DE is traded in EUR. To make them comparable, the GOAI.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WEXU.DE achieves a 10.81% return, which is significantly lower than GOAI.DE's 20.11% return.

WEXU.DE

• 1D: 0.58%
• 1M: 1.99%
• 6M: 10.54%
• YTD: 10.81%
• 1Y: 22.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GOAI.DE

• 1D: 0.09%
• 1M: -6.35%
• 6M: 22.32%
• YTD: 20.11%
• 1Y: 33.38%
• 3Y*: 21.43%
• 5Y*: 10.59%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024
WEXU.DE Amundi MSCI World Ex USA UCITS ETF (Acc)	10.81%	32.45%	-3.68%
GOAI.DE Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc	20.11%	19.79%	12.36%

Correlation

The correlation between WEXU.DE and GOAI.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (All Time) Calculated using the full available price history since Sep 9, 2024	0.51

The correlation between WEXU.DE and GOAI.DE has been stable across timeframes, ranging from 0.49 to 0.51 - a consistent structural relationship.

Return for Risk

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

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

WEXU.DE

WEXU.DE Risk / Return Rank: 59
WEXU.DE Sharpe Ratio Rank: 60
WEXU.DE Sortino Ratio Rank: 67
WEXU.DE Omega Ratio Rank: 60
WEXU.DE Calmar Ratio Rank: 53
WEXU.DE Martin Ratio Rank: 56

GOAI.DE

GOAI.DE Risk / Return Rank: 60
GOAI.DE Sharpe Ratio Rank: 65
GOAI.DE Sortino Ratio Rank: 62
GOAI.DE Omega Ratio Rank: 61
GOAI.DE Calmar Ratio Rank: 62
GOAI.DE Martin Ratio Rank: 48

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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World Ex USA UCITS ETF (Acc) (WEXU.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.

	WEXU.DE	GOAI.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.65	1.56	+0.08
Sortino ratio: Return per unit of downside risk	2.53	2.20	+0.33
Omega ratio: Gain probability vs. loss probability	1.30	1.27	+0.03
Calmar ratio: Return relative to maximum drawdown	2.20	2.19	+0.01
Martin ratio: Return relative to average drawdown	8.00	6.29	+1.72

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

The current WEXU.DE Sharpe Ratio is 1.65, which is comparable to the GOAI.DE Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of WEXU.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.

Drawdowns

WEXU.DE vs. GOAI.DE - Drawdown Comparison

The maximum WEXU.DE drawdown since its inception was -13.56%, smaller than the maximum GOAI.DE drawdown of -34.82%. Use the drawdown chart below to compare losses from any high point for WEXU.DE and GOAI.DE.

Drawdown Indicators

	WEXU.DE	GOAI.DE	Difference
Max Drawdown Largest peak-to-trough decline	-13.56%	-34.82%	+21.26%
Max Drawdown (1Y) Largest decline over 1 year	-10.47%	-15.17%	+4.70%
Max Drawdown (3Y) Largest decline over 3 years	—	-25.00%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.64%	—
Current Drawdown Current decline from peak	-0.22%	-7.05%	+6.83%
Average Drawdown Average peak-to-trough decline	-2.52%	-7.89%	+5.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.87%	5.30%	-2.43%

Volatility

WEXU.DE vs. GOAI.DE - Volatility Comparison

The current volatility for Amundi MSCI World Ex USA UCITS ETF (Acc) (WEXU.DE) is 4.21%, while Amundi MSCI Robotics & AI ESG Screened UCITS ETF Acc (GOAI.DE) has a volatility of 7.74%. This indicates that WEXU.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.

Volatility by Period

	WEXU.DE	GOAI.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.21%	7.74%	-3.53%
Volatility (6M) Calculated over the trailing 6-month period	12.12%	16.64%	-4.52%
Volatility (1Y) Calculated over the trailing 1-year period	13.98%	21.33%	-7.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.07%	20.99%	-5.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.07%	21.21%	-6.14%

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

WEXU.DE has a 0.15% expense ratio, which is lower than GOAI.DE's 0.35% expense ratio.

Dividends

WEXU.DE vs. GOAI.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both WEXU.DE and GOAI.DE in my portfolio?

WEXU.DE and GOAI.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WEXU.DE or GOAI.DE?

On fees, WEXU.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WEXU.DE or GOAI.DE?

WEXU.DE is cheaper with a 0.15% expense ratio, compared with 0.35% for GOAI.DE.

What is the main difference between WEXU.DE and GOAI.DE?

WEXU.DE is categorized as Global Equities, while GOAI.DE is Robotics. WEXU.DE tracks MSCI World ex USA Index, while GOAI.DE tracks MSCI ACWI IMI Robotics & AI ESG Filtered. Their fees differ too: 0.15% for WEXU.DE and 0.35% for GOAI.DE.