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

Performance

CSH2.L vs. GGRP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSH2.L achieves a 1.83% return, which is significantly lower than GGRP.L's 4.96% return.


CSH2.L

1D
0.00%
1M
0.32%
YTD
1.83%
6M
2.08%
1Y
4.35%
3Y*
5.00%
5Y*
3.68%
10Y*
2.08%

GGRP.L

1D
1.23%
1M
1.31%
YTD
4.96%
6M
5.26%
1Y
17.19%
3Y*
10.37%
5Y*
8.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CSH2.L
Lyxor Smart Overnight Return UCITS ETF C-GBP
1.83%4.67%5.61%4.72%1.54%0.13%0.30%0.82%0.70%0.42%
GGRP.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD
4.96%8.49%11.07%11.60%-3.21%20.97%11.56%28.30%-5.39%17.37%

Correlation

The correlation between CSH2.L and GGRP.L 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

-0.03

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2016

-0.03

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Return for Risk

CSH2.L vs. GGRP.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

GGRP.L
GGRP.L Risk / Return Rank: 5252
Overall Rank
GGRP.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
GGRP.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
GGRP.L Omega Ratio Rank: 5555
Omega Ratio Rank
GGRP.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
GGRP.L Martin Ratio Rank: 5050
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. GGRP.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 WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.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.LGGRP.LDifference
Sharpe ratioReturn per unit of total volatility

+6.56

Sortino ratioReturn per unit of downside risk

+12.86

Omega ratioGain probability vs. loss probability

4.50

1.30

+3.20

Calmar ratioReturn relative to maximum drawdown

27.58

1.92

+25.66

Martin ratioReturn relative to average drawdown

161.52

7.40

+154.12

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

The current CSH2.L Sharpe Ratio is 8.16, which is higher than the GGRP.L Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of CSH2.L and GGRP.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. GGRP.L - Drawdown Comparison

The maximum CSH2.L drawdown since its inception was -0.37%, smaller than the maximum GGRP.L drawdown of -22.60%. Use the drawdown chart below to compare losses from any high point for CSH2.L and GGRP.L.


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Drawdown Indicators


CSH2.LGGRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-0.37%

-22.60%

+22.23%

Max Drawdown (1Y)

Largest decline over 1 year

-0.16%

-8.59%

+8.43%

Max Drawdown (3Y)

Largest decline over 3 years

-0.29%

-16.25%

+15.96%

Max Drawdown (5Y)

Largest decline over 5 years

-0.29%

-16.25%

+15.96%

Max Drawdown (10Y)

Largest decline over 10 years

-0.37%

Current Drawdown

Current decline from peak

0.00%

-0.26%

+0.26%

Average Drawdown

Average peak-to-trough decline

-0.00%

-3.89%

+3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

2.23%

-2.20%

Volatility

CSH2.L vs. GGRP.L - Volatility Comparison

The current volatility for Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) is 0.08%, while WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L) has a volatility of 3.02%. This indicates that CSH2.L experiences smaller price fluctuations and is considered to be less risky than GGRP.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.LGGRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.08%

3.02%

-2.94%

Volatility (6M)

Calculated over the trailing 6-month period

0.24%

8.19%

-7.95%

Volatility (1Y)

Calculated over the trailing 1-year period

0.53%

10.26%

-9.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.56%

12.02%

-11.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.44%

14.88%

-14.44%

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

CSH2.L has a 0.07% expense ratio, which is lower than GGRP.L's 0.38% expense ratio.


Dividends

CSH2.L vs. GGRP.L - Dividend Comparison

CSH2.L has not paid dividends to shareholders, while GGRP.L's dividend yield for the trailing twelve months is around 1.13%.


PositionTTM202520242023202220212020201920182017
CSH2.L
Lyxor Smart Overnight Return UCITS ETF C-GBP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GGRP.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD
1.13%1.23%1.61%1.84%2.42%1.60%0.84%0.78%2.14%1.42%

Frequently Asked Questions


CSH2.L and GGRP.L 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, 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 0.38% for GGRP.L.

CSH2.L is categorized as Money Market, while GGRP.L is Global Equities. They also come from different issuers: Amundi and WisdomTree. Their fees differ too: 0.07% for CSH2.L and 0.38% for GGRP.L.

Portfolio Optimizer

Find the right allocation for CSH2.L and GGRP.L

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