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CSH.PA vs. LYYA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSH.PA vs. LYYA.DE - 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 II UCITS ETF Dist (LYYA.DE). 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 LYYA.DE's 9.94% return. Over the past 10 years, CSH.PA has underperformed LYYA.DE with an annualized return of 0.92%, while LYYA.DE has yielded a comparatively higher 12.98% annualized return.


CSH.PA

1D
0.01%
1M
0.14%
YTD
0.78%
6M
0.94%
1Y
1.88%
3Y*
2.96%
5Y*
1.89%
10Y*
0.92%

LYYA.DE

1D
1.68%
1M
2.06%
YTD
9.94%
6M
11.38%
1Y
23.39%
3Y*
16.79%
5Y*
12.49%
10Y*
12.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSH.PA vs. LYYA.DE - 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%
LYYA.DE
Amundi MSCI World II UCITS ETF Dist
9.94%7.88%26.02%20.23%-13.67%32.82%5.50%31.13%-5.06%7.74%

Correlation

The correlation between CSH.PA and LYYA.DE 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

-0.02

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

-0.02

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

-0.00

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

-0.04

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Return for Risk

CSH.PA vs. LYYA.DE — 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

LYYA.DE
LYYA.DE Risk / Return Rank: 7777
Overall Rank
LYYA.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
LYYA.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
LYYA.DE Omega Ratio Rank: 7575
Omega Ratio Rank
LYYA.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
LYYA.DE Martin Ratio Rank: 8383
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. LYYA.DE - 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 II UCITS ETF Dist (LYYA.DE). 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.PALYYA.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.90

Sortino ratioReturn per unit of downside risk

+3.73

Omega ratioGain probability vs. loss probability

1.96

1.38

+0.58

Calmar ratioReturn relative to maximum drawdown

11.24

3.62

+7.62

Martin ratioReturn relative to average drawdown

57.34

14.54

+42.80

CSH.PA vs. LYYA.DE - Sharpe Ratio Comparison

The current CSH.PA Sharpe Ratio is 3.96, which is higher than the LYYA.DE Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of CSH.PA and LYYA.DE, 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. LYYA.DE - Drawdown Comparison

The maximum CSH.PA drawdown since its inception was -3.73%, smaller than the maximum LYYA.DE drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for CSH.PA and LYYA.DE.


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Drawdown Indicators


CSH.PALYYA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.73%

-54.50%

+50.77%

Max Drawdown (1Y)

Largest decline over 1 year

-0.18%

-6.43%

+6.25%

Max Drawdown (3Y)

Largest decline over 3 years

-0.18%

-21.64%

+21.46%

Max Drawdown (5Y)

Largest decline over 5 years

-0.75%

-21.64%

+20.89%

Max Drawdown (10Y)

Largest decline over 10 years

-2.26%

-33.90%

+31.64%

Current Drawdown

Current decline from peak

0.00%

-1.18%

+1.18%

Average Drawdown

Average peak-to-trough decline

-1.04%

-9.84%

+8.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

1.60%

-1.57%

Volatility

CSH.PA vs. LYYA.DE - Volatility Comparison

The current volatility for Amundi EUR Overnight Return UCITS ETF Acc (CSH.PA) is 0.09%, while Amundi MSCI World II UCITS ETF Dist (LYYA.DE) has a volatility of 3.12%. This indicates that CSH.PA experiences smaller price fluctuations and is considered to be less risky than LYYA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSH.PALYYA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.09%

3.12%

-3.03%

Volatility (6M)

Calculated over the trailing 6-month period

0.41%

8.05%

-7.64%

Volatility (1Y)

Calculated over the trailing 1-year period

0.50%

11.32%

-10.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.35%

14.19%

-13.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.64%

15.13%

-14.49%

CSH.PA vs. LYYA.DE - Expense Ratio Comparison

CSH.PA has a 0.10% expense ratio, which is lower than LYYA.DE's 0.30% expense ratio.


Dividends

CSH.PA vs. LYYA.DE - Dividend Comparison

CSH.PA has not paid dividends to shareholders, while LYYA.DE's dividend yield for the trailing twelve months is around 1.14%.


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%
LYYA.DE
Amundi MSCI World II UCITS ETF Dist
1.14%1.26%1.63%1.35%1.95%1.31%1.58%1.49%2.36%2.05%2.33%2.55%

Frequently Asked Questions


CSH.PA and LYYA.DE 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.

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 0.30% for LYYA.DE.

CSH.PA is categorized as Money Market, while LYYA.DE is Global Equities. CSH.PA tracks Solactive Euro Overnight Return Index, while LYYA.DE tracks MSCI World. Their fees differ too: 0.10% for CSH.PA and 0.30% for LYYA.DE.

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