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CSH.PA vs. ^GDAXI
Performance
Return for Risk
Drawdowns
Volatility

Performance

CSH.PA vs. ^GDAXI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi EUR Overnight Return UCITS ETF Acc (CSH.PA) and DAX Performance Index (^GDAXI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSH.PA achieves a 0.78% return, which is significantly lower than ^GDAXI's 1.10% return. Over the past 10 years, CSH.PA has underperformed ^GDAXI with an annualized return of 0.92%, while ^GDAXI has yielded a comparatively higher 9.67% annualized return.


CSH.PA

1D
0.01%
1M
0.16%
YTD
0.78%
6M
0.96%
1Y
1.96%
3Y*
2.96%
5Y*
1.89%
10Y*
0.92%

^GDAXI

1D
0.00%
1M
1.73%
YTD
1.10%
6M
2.97%
1Y
1.87%
3Y*
15.79%
5Y*
9.71%
10Y*
9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSH.PA vs. ^GDAXI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSH.PA
Amundi EUR Overnight Return UCITS ETF Acc
0.78%2.25%3.69%3.22%-0.06%-0.65%1.93%-0.61%-0.55%-0.45%
^GDAXI
DAX Performance Index
1.10%23.01%18.85%20.31%-12.35%15.79%3.55%25.48%-18.26%12.51%

Correlation

The correlation between CSH.PA and ^GDAXI is -0.05, 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

-0.05

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

-0.00

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

0.01

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

0.02

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2008

-0.04

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Return for Risk

CSH.PA vs. ^GDAXI — Risk / Return Rank

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

CSH.PA
CSH.PA Risk / Return Rank: 9797
Overall Rank
CSH.PA Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CSH.PA Sortino Ratio Rank: 9797
Sortino Ratio Rank
CSH.PA Omega Ratio Rank: 9797
Omega Ratio Rank
CSH.PA Calmar Ratio Rank: 9797
Calmar Ratio Rank
CSH.PA Martin Ratio Rank: 9898
Martin Ratio Rank

^GDAXI
^GDAXI Risk / Return Rank: 1717
Overall Rank
^GDAXI Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
^GDAXI Sortino Ratio Rank: 1717
Sortino Ratio Rank
^GDAXI Omega Ratio Rank: 1717
Omega Ratio Rank
^GDAXI Calmar Ratio Rank: 1616
Calmar Ratio Rank
^GDAXI Martin Ratio Rank: 2020
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.

CSH.PA vs. ^GDAXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EUR Overnight Return UCITS ETF Acc (CSH.PA) and DAX Performance Index (^GDAXI). 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.


CSH.PA^GDAXIDifference
Sharpe ratioReturn per unit of total volatility

+3.85

Sortino ratioReturn per unit of downside risk

+6.33

Omega ratioGain probability vs. loss probability

1.96

1.03

+0.93

Calmar ratioReturn relative to maximum drawdown

11.24

0.15

+11.09

Martin ratioReturn relative to average drawdown

57.34

0.48

+56.86

CSH.PA vs. ^GDAXI - Sharpe Ratio Comparison

The current CSH.PA Sharpe Ratio is 3.96, which is higher than the ^GDAXI Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of CSH.PA and ^GDAXI, 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


CSH.PA^GDAXIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.96

0.12

+3.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

5.28

0.56

+4.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.41

0.52

+0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.40

+0.39

Drawdowns

CSH.PA vs. ^GDAXI - Drawdown Comparison

The maximum CSH.PA drawdown since its inception was -3.73%, smaller than the maximum ^GDAXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for CSH.PA and ^GDAXI.


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Drawdown Indicators


CSH.PA^GDAXIDifference

Max Drawdown

Largest peak-to-trough decline

-3.73%

-72.68%

+68.95%

Max Drawdown (1Y)

Largest decline over 1 year

-0.18%

-12.27%

+12.09%

Max Drawdown (3Y)

Largest decline over 3 years

-0.18%

-16.01%

+15.83%

Max Drawdown (5Y)

Largest decline over 5 years

-0.76%

-26.40%

+25.64%

Max Drawdown (10Y)

Largest decline over 10 years

-2.26%

-38.78%

+36.52%

Current Drawdown

Current decline from peak

0.00%

-2.60%

+2.60%

Average Drawdown

Average peak-to-trough decline

-1.04%

-15.53%

+14.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

3.87%

-3.84%

Volatility

CSH.PA vs. ^GDAXI - Volatility Comparison

The current volatility for Amundi EUR Overnight Return UCITS ETF Acc (CSH.PA) is 0.09%, while DAX Performance Index (^GDAXI) has a volatility of 4.89%. This indicates that CSH.PA experiences smaller price fluctuations and is considered to be less risky than ^GDAXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSH.PA^GDAXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.09%

4.89%

-4.80%

Volatility (6M)

Calculated over the trailing 6-month period

0.41%

12.89%

-12.48%

Volatility (1Y)

Calculated over the trailing 1-year period

0.50%

16.02%

-15.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.35%

17.03%

-16.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.64%

18.36%

-17.72%

Frequently Asked Questions


CSH.PA and ^GDAXI have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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