500G.L vs. CSH2.L
500G.L (Amundi S&P 500 Swap UCITS ETF USD Acc) and CSH2.L (Lyxor Smart Overnight Return UCITS ETF C-GBP) are both exchange-traded funds - 500G.L is a S&P 500 fund tracking the S&P 500, while CSH2.L is a Money Market fund actively managed by Amundi. 500G.L is passively managed, while CSH2.L is actively managed. Over the past 10 years, 500G.L returned 16.24%/yr vs 2.07%/yr for CSH2.L. At a correlation of -0.02, they often move in opposite directions. 500G.L charges 0.15%/yr vs 0.07%/yr for CSH2.L.
Performance
500G.L vs. CSH2.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, 500G.L achieves a 10.57% return, which is significantly higher than CSH2.L's 1.74% return. Over the past 10 years, 500G.L has outperformed CSH2.L with an annualized return of 16.24%, while CSH2.L has yielded a comparatively lower 2.07% annualized return.
500G.L
- 1D
- -0.04%
- 1M
- 5.53%
- YTD
- 10.57%
- 6M
- 10.49%
- 1Y
- 29.21%
- 3Y*
- 19.12%
- 5Y*
- 15.05%
- 10Y*
- 16.24%
CSH2.L
- 1D
- 0.03%
- 1M
- 0.36%
- YTD
- 1.74%
- 6M
- 2.08%
- 1Y
- 4.38%
- 3Y*
- 5.01%
- 5Y*
- 3.66%
- 10Y*
- 2.07%
500G.L vs. CSH2.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
500G.L Amundi S&P 500 Swap UCITS ETF USD Acc | 10.57% | 9.44% | 27.44% | 19.89% | -8.86% | 31.35% | 13.81% | 27.01% | 0.05% | 10.79% |
CSH2.L Lyxor Smart Overnight Return UCITS ETF C-GBP | 1.74% | 4.67% | 5.61% | 4.72% | 1.54% | 0.13% | 0.30% | 0.82% | 0.70% | 0.42% |
Correlation
The correlation between 500G.L and CSH2.L is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2016 | -0.02 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
500G.L vs. CSH2.L — Risk / Return Rank
500G.L
CSH2.L
500G.L vs. CSH2.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) and Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L). 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.
| 500G.L | CSH2.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.29 | ||
| Sortino ratioReturn per unit of downside risk | -11.45 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 4.37 | -2.86 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 27.66 | -23.58 |
| Martin ratioReturn relative to average drawdown | 15.27 | 159.04 | -143.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| 500G.L | CSH2.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.76 | 8.05 | -5.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 6.49 | -5.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.05 | 4.68 | -3.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | 4.62 | -3.55 |
Drawdowns
500G.L vs. CSH2.L - Drawdown Comparison
The maximum 500G.L drawdown since its inception was -25.52%, which is greater than CSH2.L's maximum drawdown of -0.37%. Use the drawdown chart below to compare losses from any high point for 500G.L and CSH2.L.
Loading charts...
Drawdown Indicators
| 500G.L | CSH2.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.52% | -0.37% | -25.15% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -0.16% | -6.96% |
Max Drawdown (3Y)Largest decline over 3 years | -21.12% | -0.29% | -20.83% |
Max Drawdown (5Y)Largest decline over 5 years | -21.12% | -0.29% | -20.83% |
Max Drawdown (10Y)Largest decline over 10 years | -25.52% | -0.37% | -25.15% |
Current DrawdownCurrent decline from peak | -0.22% | 0.00% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -3.29% | -0.00% | -3.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 0.03% | +1.88% |
Volatility
500G.L vs. CSH2.L - Volatility Comparison
Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) has a higher volatility of 2.65% compared to Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) at 0.08%. This indicates that 500G.L's price experiences larger fluctuations and is considered to be riskier than CSH2.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| 500G.L | CSH2.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 0.08% | +2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 7.13% | 0.25% | +6.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.55% | 0.54% | +10.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.31% | 0.56% | +13.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 0.44% | +15.10% |
500G.L vs. CSH2.L - Expense Ratio Comparison
500G.L has a 0.15% expense ratio, which is higher than CSH2.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
500G.L vs. CSH2.L - Dividend Comparison
Neither 500G.L nor CSH2.L has paid dividends to shareholders.
Frequently Asked Questions
500G.L and CSH2.L have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSH2.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSH2.L is cheaper with a 0.07% expense ratio, compared with 0.15% for 500G.L.
500G.L is categorized as S&P 500, while CSH2.L is Money Market. Their fees differ too: 0.15% for 500G.L and 0.07% for CSH2.L.
Find the right allocation for 500G.L and CSH2.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer