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CSH2.L vs. CU2U.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSH2.L vs. CU2U.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc (CSH2.L) and Amundi MSCI USA UCITS USD (CU2U.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CSH2.L is traded in GBp, while CU2U.L is traded in USD. To make them comparable, the CU2U.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CSH2.L achieves a 1.93% return, which is significantly lower than CU2U.L's 12.34% return. Over the past 10 years, CSH2.L has underperformed CU2U.L with an annualized return of 2.09%, while CU2U.L has yielded a comparatively higher 14.90% annualized return.


CSH2.L

1D
0.01%
1M
0.33%
YTD
1.93%
6M
1.99%
1Y
4.35%
3Y*
4.97%
5Y*
3.70%
10Y*
2.09%

CU2U.L

1D
-1.54%
1M
2.33%
YTD
12.34%
6M
12.46%
1Y
29.14%
3Y*
17.13%
5Y*
12.33%
10Y*
14.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSH2.L vs. CU2U.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSH2.L
Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc
1.93%4.67%5.61%4.72%1.54%0.13%0.30%0.82%0.70%0.42%
CU2U.L
Amundi MSCI USA UCITS USD
12.34%5.97%21.58%20.73%-10.52%28.58%16.91%26.59%-0.88%11.17%

Correlation

The correlation between CSH2.L and CU2U.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

-0.02

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 May 29, 2015

-0.01

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Return for Risk

CSH2.L vs. CU2U.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSH2.L
CSH2.L Risk / Return Rank: 9999
Overall Rank
CSH2.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CSH2.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
CSH2.L Omega Ratio Rank: 9999
Omega Ratio Rank
CSH2.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
CSH2.L Martin Ratio Rank: 9999
Martin Ratio Rank

CU2U.L
CU2U.L Risk / Return Rank: 6161
Overall Rank
CU2U.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
CU2U.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
CU2U.L Omega Ratio Rank: 6464
Omega Ratio Rank
CU2U.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
CU2U.L Martin Ratio Rank: 5656
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.

CSH2.L vs. CU2U.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc (CSH2.L) and Amundi MSCI USA UCITS USD (CU2U.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.

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.


CSH2.LCU2U.LDifference
Sharpe ratioReturn per unit of total volatility

+5.95

Sortino ratioReturn per unit of downside risk

+12.18

Omega ratioGain probability vs. loss probability

4.49

1.40

+3.09

Calmar ratioReturn relative to maximum drawdown

27.47

2.97

+24.50

Martin ratioReturn relative to average drawdown

160.87

10.04

+150.84

CSH2.L vs. CU2U.L - Sharpe Ratio Comparison

The current CSH2.L Sharpe Ratio is 8.13, which is higher than the CU2U.L Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of CSH2.L and CU2U.L, 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

CSH2.L vs. CU2U.L - Drawdown Comparison

The maximum CSH2.L drawdown since its inception was -0.37%, smaller than the maximum CU2U.L drawdown of -26.52%. Use the drawdown chart below to compare losses from any high point for CSH2.L and CU2U.L.


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Drawdown Indicators


CSH2.LCU2U.LDifference

Max Drawdown

Largest peak-to-trough decline

-0.37%

-26.52%

+26.15%

Max Drawdown (1Y)

Largest decline over 1 year

-0.16%

-9.78%

+9.62%

Max Drawdown (3Y)

Largest decline over 3 years

-0.29%

-21.98%

+21.69%

Max Drawdown (5Y)

Largest decline over 5 years

-0.29%

-21.98%

+21.69%

Max Drawdown (10Y)

Largest decline over 10 years

-0.37%

-26.52%

+26.15%

Current Drawdown

Current decline from peak

0.00%

-1.71%

+1.71%

Average Drawdown

Average peak-to-trough decline

-0.00%

-3.66%

+3.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

2.89%

-2.86%

Volatility

CSH2.L vs. CU2U.L - Volatility Comparison

The current volatility for Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc (CSH2.L) is 0.06%, while Amundi MSCI USA UCITS USD (CU2U.L) has a volatility of 4.51%. This indicates that CSH2.L experiences smaller price fluctuations and is considered to be less risky than CU2U.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.LCU2U.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

4.51%

-4.45%

Volatility (6M)

Calculated over the trailing 6-month period

0.23%

10.43%

-10.20%

Volatility (1Y)

Calculated over the trailing 1-year period

0.53%

13.28%

-12.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.56%

15.83%

-15.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.44%

16.49%

-16.05%

CSH2.L vs. CU2U.L - Expense Ratio Comparison

CSH2.L has a 0.10% expense ratio, which is lower than CU2U.L's 0.18% 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. CU2U.L - Dividend Comparison

Neither CSH2.L nor CU2U.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CSH2.L and CU2U.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 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSH2.L is cheaper with a 0.10% expense ratio, compared with 0.18% for CU2U.L.

CSH2.L is categorized as Money Market, while CU2U.L is Large Cap Blend Equities. CSH2.L tracks SONIA Compounded (GBP Hedged), while CU2U.L tracks Russell 1000 TR USD. Their fees differ too: 0.10% for CSH2.L and 0.18% for CU2U.L.

Portfolio Optimizer

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