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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 1.03% return, which is significantly lower than ^GDAXI's 1.39% return. Over the past 10 years, CSH.PA has underperformed ^GDAXI with an annualized return of 0.67%, while ^GDAXI has yielded a comparatively higher 9.36% annualized return.


CSH.PA

1D
0.00%
1M
0.14%
6M
0.96%
YTD
1.03%
1Y
1.96%
3Y*
2.89%
5Y*
1.94%
10Y*
0.67%
ALL TIME*
0.65%

^GDAXI

1D
0.00%
1M
-0.62%
6M
-0.51%
YTD
1.39%
1Y
2.23%
3Y*
15.35%
5Y*
9.99%
10Y*
9.36%
ALL TIME*
8.67%
*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
1.03%2.25%3.69%3.22%-0.11%-0.70%-0.69%-0.61%-0.55%-0.45%
^GDAXI
DAX Performance Index
1.39%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 -0.03, 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

-0.03

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

0.02

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

-0.03

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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: 9696
Overall Rank
CSH.PA Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
CSH.PA Sortino Ratio Rank: 9595
Sortino Ratio Rank
CSH.PA Omega Ratio Rank: 9797
Omega Ratio Rank
CSH.PA Calmar Ratio Rank: 9595
Calmar Ratio Rank
CSH.PA Martin Ratio Rank: 9797
Martin Ratio Rank

^GDAXI
^GDAXI Risk / Return Rank: 1111
Overall Rank
^GDAXI Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
^GDAXI Sortino Ratio Rank: 99
Sortino Ratio Rank
^GDAXI Omega Ratio Rank: 1010
Omega Ratio Rank
^GDAXI Calmar Ratio Rank: 99
Calmar Ratio Rank
^GDAXI Martin Ratio Rank: 1515
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

+2.59

Sortino ratioReturn per unit of downside risk

+3.92

Omega ratioGain probability vs. loss probability

1.82

1.04

+0.78

Calmar ratioReturn relative to maximum drawdown

5.57

0.18

+5.39

Martin ratioReturn relative to average drawdown

30.90

0.57

+30.32

CSH.PA vs. ^GDAXI - Sharpe Ratio Comparison

The current CSH.PA Sharpe Ratio is 2.73, which is higher than the ^GDAXI Sharpe Ratio of 0.14. 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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Drawdowns

CSH.PA vs. ^GDAXI - Drawdown Comparison

The maximum CSH.PA drawdown since its inception was -5.07%, 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

-5.07%

-72.68%

+67.61%

Max Drawdown (1Y)

Largest decline over 1 year

-0.35%

-12.27%

+11.92%

Max Drawdown (3Y)

Largest decline over 3 years

-0.35%

-16.01%

+15.66%

Max Drawdown (5Y)

Largest decline over 5 years

-0.74%

-26.40%

+25.66%

Max Drawdown (10Y)

Largest decline over 10 years

-3.57%

-38.78%

+35.21%

Current Drawdown

Current decline from peak

-0.35%

-3.82%

+3.47%

Average Drawdown

Average peak-to-trough decline

-1.51%

-15.49%

+13.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

3.88%

-3.82%

Volatility

CSH.PA vs. ^GDAXI - Volatility Comparison

The current volatility for Amundi EUR Overnight Return UCITS ETF Acc (CSH.PA) is 0.54%, while DAX Performance Index (^GDAXI) has a volatility of 4.62%. 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

0.54%

4.62%

-4.08%

Volatility (6M)

Calculated over the trailing 6-month period

0.64%

13.50%

-12.86%

Volatility (1Y)

Calculated over the trailing 1-year period

0.72%

16.12%

-15.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.42%

17.03%

-16.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.32%

18.11%

-17.79%

Frequently Asked Questions


CSH.PA and ^GDAXI have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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