CSH2.L vs. EXV1.DE
CSH2.L (Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc) and EXV1.DE (iShares STOXX Europe 600 Banks UCITS ETF (DE)) are both exchange-traded funds - CSH2.L is a Money Market fund tracking the SONIA Compounded (GBP Hedged), while EXV1.DE is a Financials Equities fund tracking the STOXX® Europe 600 Banks. Both are passively managed. Over the past 10 years, CSH2.L returned 2.10%/yr vs 17.03%/yr for EXV1.DE. At a 0.00 correlation, their price movements are largely independent. CSH2.L charges 0.10%/yr vs 0.47%/yr for EXV1.DE.
Performance
CSH2.L vs. EXV1.DE - Performance Comparison
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Different Trading Currencies
CSH2.L is traded in GBp, while EXV1.DE is traded in EUR. To make them comparable, the EXV1.DE 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 2.01% return, which is significantly lower than EXV1.DE's 13.07% return. Over the past 10 years, CSH2.L has underperformed EXV1.DE with an annualized return of 2.10%, while EXV1.DE has yielded a comparatively higher 17.03% annualized return.
CSH2.L
- 1D
- 0.01%
- 1M
- 0.32%
- YTD
- 2.01%
- 6M
- 2.08%
- 1Y
- 4.39%
- 3Y*
- 4.97%
- 5Y*
- 3.71%
- 10Y*
- 2.10%
EXV1.DE
- 1D
- -0.19%
- 1M
- 4.96%
- YTD
- 13.07%
- 6M
- 14.37%
- 1Y
- 51.00%
- 3Y*
- 43.70%
- 5Y*
- 30.99%
- 10Y*
- 17.03%
CSH2.L vs. EXV1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSH2.L Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc | 2.01% | 4.67% | 5.61% | 4.72% | 1.54% | 0.13% | 0.30% | 0.82% | 0.70% | 0.42% |
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 13.07% | 86.21% | 27.20% | 23.79% | 7.24% | 28.47% | -20.30% | 9.17% | -24.80% | 16.41% |
Correlation
The correlation between CSH2.L and EXV1.DE is -0.00, 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 | -0.00 |
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 May 29, 2015 | 0.00 |
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Return for Risk
CSH2.L vs. EXV1.DE — Risk / Return Rank
CSH2.L
EXV1.DE
CSH2.L vs. EXV1.DE - 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 iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.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.
| CSH2.L | EXV1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +5.99 | ||
| Sortino ratioReturn per unit of downside risk | +12.44 | ||
| Omega ratioGain probability vs. loss probability | 4.73 | 1.38 | +3.35 |
| Calmar ratioReturn relative to maximum drawdown | 27.75 | 3.25 | +24.50 |
| Martin ratioReturn relative to average drawdown | 163.55 | 11.38 | +152.18 |
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Drawdowns
CSH2.L vs. EXV1.DE - Drawdown Comparison
The maximum CSH2.L drawdown since its inception was -0.37%, smaller than the maximum EXV1.DE drawdown of -75.21%. Use the drawdown chart below to compare losses from any high point for CSH2.L and EXV1.DE.
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Drawdown Indicators
| CSH2.L | EXV1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.37% | -75.21% | +74.84% |
Max Drawdown (1Y)Largest decline over 1 year | -0.16% | -15.60% | +15.44% |
Max Drawdown (3Y)Largest decline over 3 years | -0.29% | -18.48% | +18.19% |
Max Drawdown (5Y)Largest decline over 5 years | -0.29% | -29.31% | +29.02% |
Max Drawdown (10Y)Largest decline over 10 years | -0.37% | -55.58% | +55.21% |
Current DrawdownCurrent decline from peak | 0.00% | -2.43% | +2.43% |
Average DrawdownAverage peak-to-trough decline | -0.00% | -41.95% | +41.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.03% | 4.47% | -4.44% |
Volatility
CSH2.L vs. EXV1.DE - Volatility Comparison
The current volatility for Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc (CSH2.L) is 0.06%, while iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) has a volatility of 6.31%. This indicates that CSH2.L experiences smaller price fluctuations and is considered to be less risky than EXV1.DE 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 | EXV1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.06% | 6.31% | -6.25% |
Volatility (6M)Calculated over the trailing 6-month period | 0.20% | 18.34% | -18.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.53% | 21.80% | -21.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.56% | 22.82% | -22.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.44% | 24.01% | -23.57% |
CSH2.L vs. EXV1.DE - Expense Ratio Comparison
CSH2.L has a 0.10% expense ratio, which is lower than EXV1.DE's 0.47% expense ratio.
Dividends
CSH2.L vs. EXV1.DE - Dividend Comparison
CSH2.L has not paid dividends to shareholders, while EXV1.DE's dividend yield for the trailing twelve months is around 3.37%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSH2.L Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 3.37% | 3.63% | 5.51% | 4.53% | 6.37% | 1.06% | 1.52% | 4.31% | 4.03% | 6.01% | 3.49% | 3.41% |
Frequently Asked Questions
CSH2.L and EXV1.DE have a correlation of -0.00, 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 0.47% for EXV1.DE.
CSH2.L is categorized as Money Market, while EXV1.DE is Financials Equities. CSH2.L tracks SONIA Compounded (GBP Hedged), while EXV1.DE tracks STOXX® Europe 600 Banks. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.10% for CSH2.L and 0.47% for EXV1.DE.
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