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CH5.L vs. CSH2.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CH5.L vs. CSH2.L

Last updated Jun 5, 2026

CH5.L (Amundi ETF MSCI Europe Healthcare UCITS ETF) and CSH2.L (Lyxor Smart Overnight Return UCITS ETF C-GBP) are both exchange-traded funds - CH5.L is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD, while CSH2.L is a Money Market fund actively managed by Amundi. CH5.L is passively managed, while CSH2.L is actively managed. Over the past 10 years, CH5.L returned -3.17%/yr vs 2.07%/yr for CSH2.L. At a correlation of -0.00, they often move in opposite directions. CH5.L charges 0.25%/yr vs 0.07%/yr for CSH2.L.

Performance

CH5.L vs. CSH2.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi ETF MSCI Europe Healthcare UCITS ETF (CH5.L) and Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CH5.L achieves a -3.01% return, which is significantly lower than CSH2.L's 1.74% return. Over the past 10 years, CH5.L has underperformed CSH2.L with an annualized return of -3.17%, while CSH2.L has yielded a comparatively higher 2.07% annualized return.

CH5.L

1D
3.21%
1M
1.61%
YTD
-3.01%
6M
-1.61%
1Y
8.05%
3Y*
-26.49%
5Y*
-13.43%
10Y*
-3.17%

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

CH5.L vs. CSH2.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CH5.L
Amundi ETF MSCI Europe Healthcare UCITS ETF		-3.01%11.85%-63.23%5.38%1.64%17.03%3.58%24.30%0.41%6.87%
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 CH5.L and CSH2.L is 0.04, 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

0.04

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

0.01

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

-0.01

Correlation (10Y)
Calculated over the trailing 10-year period

-0.00

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2015

-0.00

CH5.L vs. CSH2.L - Sectors Allocation Comparison

Sectors
CH5.L
CSH2.L

Industrials

37.9%
6.3%

Healthcare

28.0%
11.3%

Financial Services

18.5%
10.4%

Technology

15.7%
35.9%

Consumer Cyclical

6.6%
13.9%

Basic Materials

3.3%
1.0%

Consumer Defensive

1.8%
4.9%

Energy

1.5%
1.4%

Utilities

0.6%
1.1%

Real Estate

0.5%
0.0%

Communication Services

0.0%
13.9%

Industrials

CH5.L
37.9%
CSH2.L
6.3%

Healthcare

CH5.L
28.0%
CSH2.L
11.3%

Financial Services

CH5.L
18.5%
CSH2.L
10.4%

Technology

CH5.L
15.7%
CSH2.L
35.9%

Consumer Cyclical

CH5.L
6.6%
CSH2.L
13.9%

Basic Materials

CH5.L
3.3%
CSH2.L
1.0%

Consumer Defensive

CH5.L
1.8%
CSH2.L
4.9%

Energy

CH5.L
1.5%
CSH2.L
1.4%

Utilities

CH5.L
0.6%
CSH2.L
1.1%

Real Estate

CH5.L
0.5%
CSH2.L
0.0%

Communication Services

CH5.L
0.0%
CSH2.L
13.9%

Compare stocks, funds, or ETFs

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Amundi ETF MSCI Europe Healthcare UCITS ETF

Lyxor Smart Overnight Return UCITS ETF C-GBP

Often compared with CH5.L:
CH5.L vs. IUHC.LCH5.L vs. LHTC.DECH5.L vs. EXV4.DECH5.L vs. XSHC.LCH5.L vs. SBIO.LCH5.L vs. GXLV.LCH5.L vs. HLTW.L
Often compared with CSH2.L:
CSH2.L vs. ERNS.LCSH2.L vs. MINV.LCSH2.L vs. BILSCSH2.L vs. ERNA.LCSH2.L vs. TI5G.LCSH2.L vs. LCSIXCSH2.L vs. AAPL

Return for Risk

CH5.L vs. CSH2.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CH5.L
CH5.L Risk / Return Rank: 1717
Overall Rank
CH5.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
CH5.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
CH5.L Omega Ratio Rank: 1717
Omega Ratio Rank
CH5.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
CH5.L Martin Ratio Rank: 1616
Martin Ratio Rank
CSH2.L
CSH2.L Risk / Return Rank: 9999
Overall Rank
CSH2.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CSH2.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
CSH2.L Omega Ratio Rank: 9999
Omega Ratio Rank
CSH2.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
CSH2.L Martin Ratio Rank: 9999
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.

CH5.L vs. CSH2.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF MSCI Europe Healthcare UCITS ETF (CH5.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.

CH5.LCSH2.LDifference
Sharpe ratioReturn per unit of total volatility
0.49
8.05

-7.56

Sortino ratioReturn per unit of downside risk
0.84
15.06

-14.22

Omega ratioGain probability vs. loss probability

1.10

4.37

-3.27

Calmar ratioReturn relative to maximum drawdown

0.60

27.66

-27.06

Martin ratioReturn relative to average drawdown

1.43

159.04

-157.60

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CH5.L vs. CSH2.L - Sharpe Ratio Comparison

The current CH5.L Sharpe Ratio is 0.49, which is lower than the CSH2.L Sharpe Ratio of 8.05. The chart below compares the historical Sharpe Ratios of CH5.L and CSH2.L, 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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Sharpe Ratios by Period

CH5.LCSH2.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

8.05

-7.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

6.49

-6.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.13

4.68

-4.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

4.62

-4.60

Drawdowns

CH5.L vs. CSH2.L - Drawdown Comparison

The maximum CH5.L drawdown since its inception was -70.04%, 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 CH5.L and CSH2.L.

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Drawdown Indicators

CH5.LCSH2.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.04%

-0.37%

-69.67%

Max Drawdown (1Y)

Largest decline over 1 year

-13.44%

-0.16%

-13.28%

Max Drawdown (3Y)

Largest decline over 3 years

-70.04%

-0.29%

-69.75%

Max Drawdown (5Y)

Largest decline over 5 years

-70.04%

-0.29%

-69.75%

Max Drawdown (10Y)

Largest decline over 10 years

-70.04%

-0.37%

-69.67%

Current Drawdown

Current decline from peak

-64.16%

0.00%

-64.16%

Average Drawdown

Average peak-to-trough decline

-14.80%

-0.00%

-14.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.61%

0.03%

+5.58%

Volatility

CH5.L vs. CSH2.L - Volatility Comparison

Amundi ETF MSCI Europe Healthcare UCITS ETF (CH5.L) has a higher volatility of 5.66% compared to Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) at 0.08%. This indicates that CH5.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.

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Volatility by Period

CH5.LCSH2.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

0.08%

+5.58%

Volatility (6M)

Calculated over the trailing 6-month period

11.79%

0.25%

+11.54%

Volatility (1Y)

Calculated over the trailing 1-year period

16.28%

0.54%

+15.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.85%

0.56%

+31.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.28%

0.44%

+24.84%

CH5.L vs. CSH2.L - Expense Ratio Comparison

CH5.L has a 0.25% 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

CH5.L vs. CSH2.L - Dividend Comparison

Neither CH5.L nor CSH2.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

CH5.L and CSH2.L have a correlation of 0.04, 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 0.25% for CH5.L.

CH5.L is categorized as Health & Biotech Equities, while CSH2.L is Money Market. Their fees differ too: 0.25% for CH5.L and 0.07% for CSH2.L.

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