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

Performance

CSH.PA vs. EZA - 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 iShares MSCI South Africa ETF (EZA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CSH.PA is traded in EUR, while EZA is traded in USD. To make them comparable, the EZA values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CSH.PA achieves a 0.78% return, which is significantly higher than EZA's -0.49% return. Over the past 10 years, CSH.PA has underperformed EZA with an annualized return of 0.92%, while EZA has yielded a comparatively higher 7.14% annualized return.


CSH.PA

1D
0.01%
1M
0.18%
YTD
0.78%
6M
0.98%
1Y
1.99%
3Y*
2.96%
5Y*
1.89%
10Y*
0.92%

EZA

1D
0.83%
1M
0.56%
YTD
-0.49%
6M
6.76%
1Y
32.86%
3Y*
23.31%
5Y*
10.00%
10Y*
7.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSH.PA vs. EZA - 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%
EZA
iShares MSCI South Africa ETF
-0.49%54.41%14.23%-1.54%0.70%15.98%-13.00%12.31%-21.73%19.31%

Correlation

The correlation between CSH.PA and EZA is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.13

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

-0.03

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

-0.02

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

0.01

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

-0.00

The correlation between CSH.PA and EZA shifts across timeframes, from -0.13 (1 year) to 0.01 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

CSH.PA vs. EZA — 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

EZA
EZA Risk / Return Rank: 3131
Overall Rank
EZA Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
EZA Sortino Ratio Rank: 3131
Sortino Ratio Rank
EZA Omega Ratio Rank: 3232
Omega Ratio Rank
EZA Calmar Ratio Rank: 3131
Calmar Ratio Rank
EZA Martin Ratio Rank: 3030
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. EZA - 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 iShares MSCI South Africa ETF (EZA). 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.PAEZADifference
Sharpe ratioReturn per unit of total volatility

+2.81

Sortino ratioReturn per unit of downside risk

+4.99

Omega ratioGain probability vs. loss probability

1.96

1.21

+0.75

Calmar ratioReturn relative to maximum drawdown

11.24

1.53

+9.72

Martin ratioReturn relative to average drawdown

57.34

4.31

+53.03

CSH.PA vs. EZA - Sharpe Ratio Comparison

The current CSH.PA Sharpe Ratio is 3.96, which is higher than the EZA Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of CSH.PA and EZA, 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.PAEZADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.96

1.15

+2.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

5.28

0.39

+4.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.41

0.24

+1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.18

+0.61

Drawdowns

CSH.PA vs. EZA - Drawdown Comparison

The maximum CSH.PA drawdown since its inception was -3.73%, smaller than the maximum EZA drawdown of -59.54%. Use the drawdown chart below to compare losses from any high point for CSH.PA and EZA.


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Drawdown Indicators


CSH.PAEZADifference

Max Drawdown

Largest peak-to-trough decline

-3.73%

-59.54%

+55.81%

Max Drawdown (1Y)

Largest decline over 1 year

-0.18%

-21.63%

+21.45%

Max Drawdown (3Y)

Largest decline over 3 years

-0.18%

-21.63%

+21.45%

Max Drawdown (5Y)

Largest decline over 5 years

-0.77%

-30.47%

+29.70%

Max Drawdown (10Y)

Largest decline over 10 years

-2.27%

-56.33%

+54.06%

Current Drawdown

Current decline from peak

0.00%

-15.56%

+15.56%

Average Drawdown

Average peak-to-trough decline

-1.04%

-16.69%

+15.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

7.65%

-7.62%

Volatility

CSH.PA vs. EZA - Volatility Comparison

The current volatility for Amundi EUR Overnight Return UCITS ETF Acc (CSH.PA) is 0.09%, while iShares MSCI South Africa ETF (EZA) has a volatility of 9.59%. This indicates that CSH.PA experiences smaller price fluctuations and is considered to be less risky than EZA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSH.PAEZADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.09%

9.59%

-9.50%

Volatility (6M)

Calculated over the trailing 6-month period

0.41%

24.01%

-23.60%

Volatility (1Y)

Calculated over the trailing 1-year period

0.50%

28.69%

-28.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.35%

26.00%

-25.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.64%

29.56%

-28.92%

CSH.PA vs. EZA - Expense Ratio Comparison

CSH.PA has a 0.10% expense ratio, which is lower than EZA's 0.59% expense ratio.


Dividends

CSH.PA vs. EZA - Dividend Comparison

CSH.PA has not paid dividends to shareholders, while EZA's dividend yield for the trailing twelve months is around 6.26%.


PositionTTM20252024202320222021202020192018201720162015
CSH.PA
Amundi EUR Overnight Return UCITS ETF Acc
0.00%0.00%0.00%0.00%0.05%0.05%2.60%0.00%0.00%0.00%0.00%0.00%
EZA
iShares MSCI South Africa ETF
6.26%6.16%7.26%2.84%3.90%2.05%5.51%12.27%3.81%1.55%4.10%3.03%

Frequently Asked Questions


CSH.PA and EZA have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSH.PA is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSH.PA is cheaper with a 0.10% expense ratio, compared with 0.59% for EZA.

CSH.PA is categorized as Money Market, while EZA is Emerging Markets Equities. CSH.PA tracks Solactive Euro Overnight Return Index, while EZA tracks MSCI South Africa Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.10% for CSH.PA and 0.59% for EZA.

Portfolio Optimizer

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