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CSH.PA vs. EWLD.PA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSH.PA vs. EWLD.PA - 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 Amundi MSCI World Swap UCITS ETF EUR Distributing (EWLD.PA). The values are adjusted to include any dividend payments, if applicable.

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CSH.PA vs. EWLD.PA - Yearly Performance Comparison


2026 (YTD)20252024
CSH.PA
Amundi EUR Overnight Return UCITS ETF Acc
0.42%2.25%2.89%
EWLD.PA
Amundi MSCI World Swap UCITS ETF EUR Distributing
-3.15%6.65%17.35%

Returns By Period

In the year-to-date period, CSH.PA achieves a 0.42% return, which is significantly higher than EWLD.PA's -3.15% return.


CSH.PA

1D
-0.02%
1M
0.17%
YTD
0.42%
6M
1.02%
1Y
2.00%
3Y*
3.01%
5Y*
1.79%
10Y*
0.87%

EWLD.PA

1D
-0.04%
1M
-4.84%
YTD
-3.15%
6M
0.66%
1Y
10.94%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSH.PA vs. EWLD.PA - Expense Ratio Comparison

CSH.PA has a 0.10% expense ratio, which is lower than EWLD.PA's 0.38% expense ratio.


Return for Risk

CSH.PA vs. EWLD.PA — 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: 9999
Overall Rank
CSH.PA Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CSH.PA Sortino Ratio Rank: 9999
Sortino Ratio Rank
CSH.PA Omega Ratio Rank: 9898
Omega Ratio Rank
CSH.PA Calmar Ratio Rank: 9999
Calmar Ratio Rank
CSH.PA Martin Ratio Rank: 9999
Martin Ratio Rank

EWLD.PA
EWLD.PA Risk / Return Rank: 5252
Overall Rank
EWLD.PA Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
EWLD.PA Sortino Ratio Rank: 3232
Sortino Ratio Rank
EWLD.PA Omega Ratio Rank: 3636
Omega Ratio Rank
EWLD.PA Calmar Ratio Rank: 8080
Calmar Ratio Rank
EWLD.PA Martin Ratio Rank: 7979
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. EWLD.PA - 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 Amundi MSCI World Swap UCITS ETF EUR Distributing (EWLD.PA). 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.PAEWLD.PADifference

Sharpe ratio

Return per unit of total volatility

3.77

0.68

+3.09

Sortino ratio

Return per unit of downside risk

6.18

1.00

+5.18

Omega ratio

Gain probability vs. loss probability

1.88

1.15

+0.72

Calmar ratio

Return relative to maximum drawdown

11.26

2.28

+8.98

Martin ratio

Return relative to average drawdown

63.78

8.91

+54.88

CSH.PA vs. EWLD.PA - Sharpe Ratio Comparison

The current CSH.PA Sharpe Ratio is 3.77, which is higher than the EWLD.PA Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of CSH.PA and EWLD.PA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSH.PAEWLD.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.77

0.68

+3.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

5.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.68

+0.09

Correlation

The correlation between CSH.PA and EWLD.PA is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

CSH.PA vs. EWLD.PA - Dividend Comparison

CSH.PA has not paid dividends to shareholders, while EWLD.PA's dividend yield for the trailing twelve months is around 1.20%.


TTM202520242023202220212020
CSH.PA
Amundi EUR Overnight Return UCITS ETF Acc
0.00%0.00%0.00%0.00%0.05%0.05%2.60%
EWLD.PA
Amundi MSCI World Swap UCITS ETF EUR Distributing
1.20%1.17%0.61%0.00%0.00%0.00%0.00%

Drawdowns

CSH.PA vs. EWLD.PA - Drawdown Comparison

The maximum CSH.PA drawdown since its inception was -3.73%, smaller than the maximum EWLD.PA drawdown of -21.70%. Use the drawdown chart below to compare losses from any high point for CSH.PA and EWLD.PA.


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Drawdown Indicators


CSH.PAEWLD.PADifference

Max Drawdown

Largest peak-to-trough decline

-3.73%

-21.70%

+17.97%

Max Drawdown (1Y)

Largest decline over 1 year

-0.18%

-13.30%

+13.12%

Max Drawdown (5Y)

Largest decline over 5 years

-0.87%

Max Drawdown (10Y)

Largest decline over 10 years

-2.34%

Current Drawdown

Current decline from peak

-0.16%

-6.05%

+5.89%

Average Drawdown

Average peak-to-trough decline

-1.05%

-3.22%

+2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

1.70%

-1.67%

Volatility

CSH.PA vs. EWLD.PA - Volatility Comparison

The current volatility for Amundi EUR Overnight Return UCITS ETF Acc (CSH.PA) is 0.29%, while Amundi MSCI World Swap UCITS ETF EUR Distributing (EWLD.PA) has a volatility of 3.85%. This indicates that CSH.PA experiences smaller price fluctuations and is considered to be less risky than EWLD.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSH.PAEWLD.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.29%

3.85%

-3.56%

Volatility (6M)

Calculated over the trailing 6-month period

0.41%

8.12%

-7.71%

Volatility (1Y)

Calculated over the trailing 1-year period

0.53%

15.94%

-15.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.34%

14.41%

-14.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.64%

14.41%

-13.77%