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CSH.PA vs. XD5E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSH.PA vs. XD5E.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 Xtrackers MSCI EMU UCITS ETF 1D (XD5E.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 XD5E.DE's 8.92% return. Over the past 10 years, CSH.PA has underperformed XD5E.DE with an annualized return of 0.92%, while XD5E.DE has yielded a comparatively higher 10.03% 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%

XD5E.DE

1D
0.52%
1M
4.50%
YTD
8.92%
6M
10.66%
1Y
18.06%
3Y*
16.06%
5Y*
10.59%
10Y*
10.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSH.PA vs. XD5E.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%
XD5E.DE
Xtrackers MSCI EMU UCITS ETF 1D
8.92%24.71%9.50%18.86%-11.92%22.17%-0.74%27.44%-12.93%13.47%

Correlation

The correlation between CSH.PA and XD5E.DE is -0.05, 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

-0.05

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

0.00

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

0.01

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

0.01

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2012

-0.00

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Return for Risk

CSH.PA vs. XD5E.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

XD5E.DE
XD5E.DE Risk / Return Rank: 3737
Overall Rank
XD5E.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XD5E.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
XD5E.DE Omega Ratio Rank: 3636
Omega Ratio Rank
XD5E.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
XD5E.DE Martin Ratio Rank: 4141
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. XD5E.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 Xtrackers MSCI EMU UCITS ETF 1D (XD5E.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.


CSH.PAXD5E.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.72

Sortino ratioReturn per unit of downside risk

+4.74

Omega ratioGain probability vs. loss probability

1.96

1.23

+0.73

Calmar ratioReturn relative to maximum drawdown

11.24

1.75

+9.49

Martin ratioReturn relative to average drawdown

57.34

6.40

+50.94

CSH.PA vs. XD5E.DE - Sharpe Ratio Comparison

The current CSH.PA Sharpe Ratio is 3.96, which is higher than the XD5E.DE Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of CSH.PA and XD5E.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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Sharpe Ratios by Period


CSH.PAXD5E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.96

1.24

+2.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

5.28

0.65

+4.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.41

0.59

+0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.55

+0.23

Drawdowns

CSH.PA vs. XD5E.DE - Drawdown Comparison

The maximum CSH.PA drawdown since its inception was -3.73%, smaller than the maximum XD5E.DE drawdown of -38.04%. Use the drawdown chart below to compare losses from any high point for CSH.PA and XD5E.DE.


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Drawdown Indicators


CSH.PAXD5E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.73%

-38.04%

+34.31%

Max Drawdown (1Y)

Largest decline over 1 year

-0.18%

-10.26%

+10.08%

Max Drawdown (3Y)

Largest decline over 3 years

-0.18%

-15.30%

+15.12%

Max Drawdown (5Y)

Largest decline over 5 years

-0.77%

-24.56%

+23.79%

Max Drawdown (10Y)

Largest decline over 10 years

-2.27%

-38.04%

+35.77%

Current Drawdown

Current decline from peak

0.00%

-0.44%

+0.44%

Average Drawdown

Average peak-to-trough decline

-1.04%

-5.74%

+4.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

2.82%

-2.79%

Volatility

CSH.PA vs. XD5E.DE - Volatility Comparison

The current volatility for Amundi EUR Overnight Return UCITS ETF Acc (CSH.PA) is 0.09%, while Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) has a volatility of 4.54%. This indicates that CSH.PA experiences smaller price fluctuations and is considered to be less risky than XD5E.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.PAXD5E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.09%

4.54%

-4.45%

Volatility (6M)

Calculated over the trailing 6-month period

0.41%

11.91%

-11.50%

Volatility (1Y)

Calculated over the trailing 1-year period

0.50%

14.52%

-14.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.35%

16.13%

-15.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.64%

17.03%

-16.39%

CSH.PA vs. XD5E.DE - Expense Ratio Comparison

CSH.PA has a 0.10% expense ratio, which is lower than XD5E.DE's 0.12% expense ratio. Despite the difference, 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. XD5E.DE - Dividend Comparison

CSH.PA has not paid dividends to shareholders, while XD5E.DE's dividend yield for the trailing twelve months is around 2.42%.


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%
XD5E.DE
Xtrackers MSCI EMU UCITS ETF 1D
2.42%2.54%2.86%2.74%4.66%1.41%2.94%2.59%1.89%2.51%0.73%0.36%

Frequently Asked Questions


CSH.PA and XD5E.DE have a correlation of -0.05, 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 0.12% for XD5E.DE.

CSH.PA is categorized as Money Market, while XD5E.DE is Europe Equities. CSH.PA tracks Solactive Euro Overnight Return Index, while XD5E.DE tracks MSCI EMU NR EUR. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.10% for CSH.PA and 0.12% for XD5E.DE.

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