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

Performance

CSH.PA vs. SXRW.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 iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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 1.05% return, which is significantly lower than SXRW.DE's 11.21% return. Over the past 10 years, CSH.PA has underperformed SXRW.DE with an annualized return of 0.68%, while SXRW.DE has yielded a comparatively higher 8.45% annualized return.


CSH.PA

1D
0.00%
1M
0.18%
6M
1.04%
YTD
1.05%
1Y
1.99%
3Y*
2.92%
5Y*
1.94%
10Y*
0.68%

SXRW.DE

1D
0.06%
1M
4.10%
6M
7.30%
YTD
11.21%
1Y
24.18%
3Y*
16.83%
5Y*
12.74%
10Y*
8.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSH.PA vs. SXRW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSH.PA
Amundi EUR Overnight Return UCITS ETF Acc
1.05%2.25%3.69%3.22%-0.11%-0.70%-0.69%-0.61%-0.55%-0.45%
SXRW.DE
iShares Core FTSE 100 UCITS ETF GBP (Acc)
11.21%20.63%13.57%10.46%-1.47%24.81%-15.42%25.18%-10.61%8.11%

Correlation

The correlation between CSH.PA and SXRW.DE is 0.02, 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

0.02

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

0.02

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 Aug 16, 2010

-0.01

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Return for Risk

CSH.PA vs. SXRW.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: 9696
Overall Rank
CSH.PA Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
CSH.PA Sortino Ratio Rank: 9696
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

SXRW.DE
SXRW.DE Risk / Return Rank: 7878
Overall Rank
SXRW.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SXRW.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
SXRW.DE Omega Ratio Rank: 7979
Omega Ratio Rank
SXRW.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
SXRW.DE Martin Ratio Rank: 7878
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. SXRW.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 iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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.PASXRW.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.88

Sortino ratioReturn per unit of downside risk

+1.68

Omega ratioGain probability vs. loss probability

1.86

1.36

+0.50

Calmar ratioReturn relative to maximum drawdown

5.77

3.03

+2.75

Martin ratioReturn relative to average drawdown

34.47

11.09

+23.38

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

The current CSH.PA Sharpe Ratio is 2.83, which is higher than the SXRW.DE Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of CSH.PA and SXRW.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. SXRW.DE - Drawdown Comparison

The maximum CSH.PA drawdown since its inception was -5.07%, smaller than the maximum SXRW.DE drawdown of -40.31%. Use the drawdown chart below to compare losses from any high point for CSH.PA and SXRW.DE.


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Drawdown Indicators


CSH.PASXRW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-5.07%

-40.31%

+35.24%

Max Drawdown (1Y)

Largest decline over 1 year

-0.35%

-7.91%

+7.56%

Max Drawdown (3Y)

Largest decline over 3 years

-0.35%

-16.86%

+16.51%

Max Drawdown (5Y)

Largest decline over 5 years

-0.75%

-16.86%

+16.11%

Max Drawdown (10Y)

Largest decline over 10 years

-3.57%

-40.31%

+36.74%

Current Drawdown

Current decline from peak

-0.32%

-0.27%

-0.05%

Average Drawdown

Average peak-to-trough decline

-1.51%

-5.99%

+4.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

2.16%

-2.10%

Volatility

CSH.PA vs. SXRW.DE - Volatility Comparison

The current volatility for Amundi EUR Overnight Return UCITS ETF Acc (CSH.PA) is 0.53%, while iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) has a volatility of 3.02%. This indicates that CSH.PA experiences smaller price fluctuations and is considered to be less risky than SXRW.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.PASXRW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

3.02%

-2.49%

Volatility (6M)

Calculated over the trailing 6-month period

0.65%

10.38%

-9.73%

Volatility (1Y)

Calculated over the trailing 1-year period

0.71%

12.34%

-11.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.42%

14.06%

-13.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.32%

16.31%

-15.99%

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

CSH.PA has a 0.10% expense ratio, which is higher than SXRW.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CSH.PA vs. SXRW.DE - Dividend Comparison

Neither CSH.PA nor SXRW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CSH.PA and SXRW.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for CSH.PA.

CSH.PA is categorized as Money Market, while SXRW.DE is Europe Equities. CSH.PA tracks Solactive Euro Overnight Return Index, while SXRW.DE tracks FTSE 100. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.10% for CSH.PA and 0.07% for SXRW.DE.

Portfolio Optimizer

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