Should a filtered index theoretically perform faster in this example?
It would be at least a little faster, and also use less disk space, depending on how many rows there are with UniverseName = 'Unknown'.

The original index would allow the query to seek to the correct movie title starting character, and apply a residual predicate to each row to make sure it's not from an 'Unknown' universe.

The filtered index would still seek to the movie title starting character.  But it wouldn't have to apply the residual predicate (it already knows none of those rows will be present).  And it also might have to read less data pages, if there are a lot of rows with UniverseName = 'Unknown'.

Also, you should probably include UniverseName in the index definition, for the reasons outlined here: Should the filtering column(s) always be in the keys / includes?



Sidebar: the variable with string concatenation will likely result in a dynamic seek plan, unless you include a RECOMPILE hint on the query.  This may or may not matter for your use case, but is something to be aware of.