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Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L)

ETF · Currency in GBp · Last updated Jul 9, 2025

CSH2.L is an actively managed ETF by Amundi. CSH2.L launched on Mar 2, 2015 and has a 0.07% expense ratio.

ETF Info

ISIN

LU1230136894

Issuer

Amundi

Inception Date

Mar 2, 2015

Category

Money Market

Leveraged

1x

Index Tracked

No Index (Active)

Domicile

Luxembourg

Distribution Policy

Distributing

Asset Class

Bond

Expense Ratio

CSH2.L has an expense ratio of 0.07%, which is considered low.

Share Price Chart

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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Lyxor Smart Overnight Return UCITS ETF C-GBP

Popular comparisons:
CSH2.L vs. ERNS.L CSH2.L vs. LCSIX CSH2.L vs. TI5G.L CSH2.L vs. ERNA.L CSH2.L vs. BILS CSH2.L vs. AAPL CSH2.L vs. VUSA.L CSH2.L vs. BIL CSH2.L vs. VALE CSH2.L vs. UUP
Popular comparisons:
CSH2.L vs. ERNS.L CSH2.L vs. LCSIX CSH2.L vs. TI5G.L CSH2.L vs. ERNA.L CSH2.L vs. BILS CSH2.L vs. AAPL CSH2.L vs. VUSA.L CSH2.L vs. BIL CSH2.L vs. VALE CSH2.L vs. UUP

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Lyxor Smart Overnight Return UCITS ETF C-GBP, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

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S&P 500

Returns By Period

Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) has returned 2.51% so far this year and 5.23% over the past 12 months. Over the last ten years, CSH2.L has returned 1.76% per year, falling short of the S&P 500 benchmark, which averaged 11.60% annually.

CSH2.L

YTD
2.51%
1M
0.39%
6M
2.51%
1Y
5.23%
3Y*
4.67%
5Y*
2.89%
10Y*
1.76%

^GSPC (Benchmark)

YTD
5.85%
1M
3.75%
6M
5.36%
1Y
11.71%
3Y*
16.88%
5Y*
14.58%
10Y*
11.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

The table below presents the monthly returns of CSH2.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

Based on daily data since Jun 2015, the average daily return (also called the expected return) is 0.01%, while the average monthly return is 0.14%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.39%0.35%0.42%0.41%0.38%0.28%2.25%
20240.49%0.45%0.41%0.48%0.47%0.43%0.47%0.45%0.63%0.29%0.46%0.44%5.61%
20230.29%0.29%0.38%0.32%0.36%0.43%0.38%0.45%0.43%0.45%0.45%0.39%4.72%
20220.03%0.04%0.06%0.06%0.09%0.10%0.11%0.15%0.17%0.19%0.24%0.28%1.54%
20210.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.02%0.02%0.13%
20200.08%0.07%0.04%0.02%0.02%0.02%0.02%0.01%0.01%0.01%0.01%0.01%0.30%
20190.07%0.06%0.07%0.07%0.07%0.06%0.07%0.07%0.07%0.07%0.07%0.07%0.82%
20180.05%0.05%0.06%0.05%0.05%0.05%0.04%0.07%0.06%0.07%0.07%0.07%0.70%
20170.03%0.03%0.04%0.03%0.03%0.03%0.03%0.03%0.03%0.03%0.05%0.06%0.42%
20160.07%0.06%0.06%0.06%0.06%0.06%0.06%0.04%0.04%0.03%0.03%0.04%0.61%
20150.04%0.07%0.05%0.07%0.06%0.06%0.07%0.43%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 99, CSH2.L is among the top 1% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of CSH2.L is 9999
Overall Rank
The Sharpe Ratio Rank of CSH2.L is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of CSH2.L is 9999
Sortino Ratio Rank
The Omega Ratio Rank of CSH2.L is 9999
Omega Ratio Rank
The Calmar Ratio Rank of CSH2.L is 9999
Calmar Ratio Rank
The Martin Ratio Rank of CSH2.L is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Lyxor Smart Overnight Return UCITS ETF C-GBP Sharpe ratios as of Jul 9, 2025 (values are recalculated daily):

  • 1-Year: 4.92
  • 5-Year: 5.56
  • 10-Year: 4.27
  • All Time: 4.27

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Lyxor Smart Overnight Return UCITS ETF C-GBP compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Lyxor Smart Overnight Return UCITS ETF C-GBP doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Lyxor Smart Overnight Return UCITS ETF C-GBP. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Lyxor Smart Overnight Return UCITS ETF C-GBP was 0.37%, occurring on Mar 12, 2020. Recovery took 1 trading session.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-0.37%Mar 12, 20201Mar 12, 20201Mar 13, 20202
-0.29%Sep 24, 20241Sep 24, 20244Sep 30, 20245
-0.28%Oct 7, 20243Oct 9, 20241Oct 10, 20244
-0.18%Oct 1, 20241Oct 1, 20242Oct 3, 20243
-0.17%Sep 5, 20241Sep 5, 20243Sep 10, 20244
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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