CSH2.L vs. 500G.L
CSH2.L (Lyxor Smart Overnight Return UCITS ETF C-GBP) and 500G.L (Amundi S&P 500 Swap UCITS ETF USD Acc) are both exchange-traded funds - CSH2.L is a Money Market fund actively managed by Amundi, while 500G.L is a S&P 500 fund tracking the S&P 500. CSH2.L is actively managed, while 500G.L is passively managed. Over the past 10 years, CSH2.L returned 2.07%/yr vs 16.39%/yr for 500G.L. At a correlation of -0.02, they often move in opposite directions. CSH2.L charges 0.07%/yr vs 0.15%/yr for 500G.L.
Performance
CSH2.L vs. 500G.L - Performance Comparison
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Returns By Period
In the year-to-date period, CSH2.L achieves a 1.71% return, which is significantly lower than 500G.L's 10.61% return. Over the past 10 years, CSH2.L has underperformed 500G.L with an annualized return of 2.07%, while 500G.L has yielded a comparatively higher 16.39% annualized return.
CSH2.L
- 1D
- 0.01%
- 1M
- 0.35%
- YTD
- 1.71%
- 6M
- 2.09%
- 1Y
- 4.37%
- 3Y*
- 4.99%
- 5Y*
- 3.65%
- 10Y*
- 2.07%
500G.L
- 1D
- -0.18%
- 1M
- 6.01%
- YTD
- 10.61%
- 6M
- 10.63%
- 1Y
- 29.26%
- 3Y*
- 19.43%
- 5Y*
- 15.06%
- 10Y*
- 16.39%
CSH2.L vs. 500G.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSH2.L Lyxor Smart Overnight Return UCITS ETF C-GBP | 1.71% | 4.67% | 5.61% | 4.72% | 1.54% | 0.13% | 0.30% | 0.82% | 0.70% | 0.42% |
500G.L Amundi S&P 500 Swap UCITS ETF USD Acc | 10.61% | 9.44% | 27.44% | 19.89% | -8.86% | 31.35% | 13.81% | 27.01% | 0.05% | 10.79% |
Correlation
The correlation between CSH2.L and 500G.L is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2016 | -0.02 |
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Return for Risk
CSH2.L vs. 500G.L — Risk / Return Rank
CSH2.L
500G.L
CSH2.L vs. 500G.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) and Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L). 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.
| CSH2.L | 500G.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +5.28 | ||
| Sortino ratioReturn per unit of downside risk | +11.42 | ||
| Omega ratioGain probability vs. loss probability | 4.37 | 1.52 | +2.85 |
| Calmar ratioReturn relative to maximum drawdown | 27.61 | 4.09 | +23.52 |
| Martin ratioReturn relative to average drawdown | 158.77 | 15.30 | +143.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSH2.L | 500G.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 8.04 | 2.76 | +5.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 6.48 | 1.05 | +5.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 4.68 | 1.06 | +3.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 4.61 | 1.07 | +3.54 |
Drawdowns
CSH2.L vs. 500G.L - Drawdown Comparison
The maximum CSH2.L drawdown since its inception was -0.37%, smaller than the maximum 500G.L drawdown of -25.52%. Use the drawdown chart below to compare losses from any high point for CSH2.L and 500G.L.
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Drawdown Indicators
| CSH2.L | 500G.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.37% | -25.52% | +25.15% |
Max Drawdown (1Y)Largest decline over 1 year | -0.16% | -7.12% | +6.96% |
Max Drawdown (3Y)Largest decline over 3 years | -0.29% | -21.12% | +20.83% |
Max Drawdown (5Y)Largest decline over 5 years | -0.29% | -21.12% | +20.83% |
Max Drawdown (10Y)Largest decline over 10 years | -0.37% | -25.52% | +25.15% |
Current DrawdownCurrent decline from peak | 0.00% | -0.18% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -0.00% | -3.29% | +3.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.03% | 1.91% | -1.88% |
Volatility
CSH2.L vs. 500G.L - Volatility Comparison
The current volatility for Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) is 0.08%, while Amundi S&P 500 Swap UCITS ETF USD Acc (500G.L) has a volatility of 2.64%. This indicates that CSH2.L experiences smaller price fluctuations and is considered to be less risky than 500G.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSH2.L | 500G.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.08% | 2.64% | -2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 0.25% | 7.13% | -6.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.54% | 10.62% | -10.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.56% | 14.31% | -13.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.44% | 15.55% | -15.11% |
CSH2.L vs. 500G.L - Expense Ratio Comparison
CSH2.L has a 0.07% expense ratio, which is lower than 500G.L's 0.15% 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
CSH2.L vs. 500G.L - Dividend Comparison
Neither CSH2.L nor 500G.L has paid dividends to shareholders.
Frequently Asked Questions
CSH2.L and 500G.L have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSH2.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSH2.L is cheaper with a 0.07% expense ratio, compared with 0.15% for 500G.L.
CSH2.L is categorized as Money Market, while 500G.L is S&P 500. Their fees differ too: 0.07% for CSH2.L and 0.15% for 500G.L.
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