CSH.PA vs. LYYA.DE
CSH.PA (Amundi EUR Overnight Return UCITS ETF Acc) and LYYA.DE (Amundi MSCI World II UCITS ETF Dist) are both exchange-traded funds - CSH.PA is a Money Market fund tracking the Solactive Euro Overnight Return Index, while LYYA.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, CSH.PA returned 0.92%/yr vs 12.98%/yr for LYYA.DE. At a correlation of -0.04, they often move in opposite directions. CSH.PA charges 0.10%/yr vs 0.30%/yr for LYYA.DE.
Performance
CSH.PA vs. LYYA.DE - Performance Comparison
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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%
CSH.PA vs. LYYA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
CSH.PA
LYYA.DE
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.PA | LYYA.DE | Difference | |
|---|---|---|---|
| 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 |
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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.PA | LYYA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -1.18% | +1.18% |
Average DrawdownAverage peak-to-trough decline | -1.04% | -9.84% | +8.80% |
Ulcer IndexDepth 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.PA | LYYA.DE | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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