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

Performance

CSH2.L vs. IGLS.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 iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.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 IGLS.L is traded in GBP. To make them comparable, the IGLS.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 1.71% return, which is significantly higher than IGLS.L's 0.18% return. Over the past 10 years, CSH2.L has outperformed IGLS.L with an annualized return of 2.07%, while IGLS.L has yielded a comparatively lower 0.88% 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%

IGLS.L

1D
-0.13%
1M
0.35%
YTD
0.18%
6M
0.64%
1Y
3.09%
3Y*
4.17%
5Y*
1.31%
10Y*
0.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
IGLS.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)
0.18%5.26%2.65%4.19%-4.45%-1.68%1.49%1.05%0.13%-0.38%

Correlation

The correlation between CSH2.L and IGLS.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

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

0.07

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

0.09

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

0.06

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2015

0.06

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Return for Risk

CSH2.L vs. IGLS.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

IGLS.L
IGLS.L Risk / Return Rank: 4141
Overall Rank
IGLS.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IGLS.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
IGLS.L Omega Ratio Rank: 4848
Omega Ratio Rank
IGLS.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
IGLS.L Martin Ratio Rank: 3535
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. IGLS.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 iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.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.LIGLS.LDifference
Sharpe ratioReturn per unit of total volatility

+6.49

Sortino ratioReturn per unit of downside risk

+12.78

Omega ratioGain probability vs. loss probability

4.37

1.31

+3.06

Calmar ratioReturn relative to maximum drawdown

27.61

1.58

+26.03

Martin ratioReturn relative to average drawdown

158.77

5.42

+153.35

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

The current CSH2.L Sharpe Ratio is 8.04, which is higher than the IGLS.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of CSH2.L and IGLS.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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Sharpe Ratios by Period


CSH2.LIGLS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

8.04

1.55

+6.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

6.48

0.49

+5.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

4.68

0.40

+4.27

Sharpe Ratio (All Time)

Calculated using the full available price history

4.61

0.68

+3.93

Drawdowns

CSH2.L vs. IGLS.L - Drawdown Comparison

The maximum CSH2.L drawdown since its inception was -0.37%, smaller than the maximum IGLS.L drawdown of -9.54%. Use the drawdown chart below to compare losses from any high point for CSH2.L and IGLS.L.


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Drawdown Indicators


CSH2.LIGLS.LDifference

Max Drawdown

Largest peak-to-trough decline

-0.37%

-9.54%

+9.17%

Max Drawdown (1Y)

Largest decline over 1 year

-0.16%

-1.95%

+1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-0.29%

-1.95%

+1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-0.29%

-8.85%

+8.56%

Max Drawdown (10Y)

Largest decline over 10 years

-0.37%

-9.54%

+9.17%

Current Drawdown

Current decline from peak

0.00%

-0.73%

+0.73%

Average Drawdown

Average peak-to-trough decline

-0.00%

-1.10%

+1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

0.57%

-0.54%

Volatility

CSH2.L vs. IGLS.L - Volatility Comparison

The current volatility for Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) is 0.08%, while iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) (IGLS.L) has a volatility of 0.82%. This indicates that CSH2.L experiences smaller price fluctuations and is considered to be less risky than IGLS.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.LIGLS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.08%

0.82%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

0.25%

1.75%

-1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

0.54%

1.99%

-1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.56%

2.67%

-2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.44%

2.18%

-1.74%

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

Both CSH2.L and IGLS.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

CSH2.L vs. IGLS.L - Dividend Comparison

CSH2.L has not paid dividends to shareholders, while IGLS.L's dividend yield for the trailing twelve months is around 3.99%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
IGLS.L
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)
3.99%3.88%3.67%1.62%0.30%0.25%0.53%0.46%0.33%0.53%0.88%0.48%

Frequently Asked Questions


CSH2.L and IGLS.L have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CSH2.L and IGLS.L have the same expense ratio: 0.07% per year.

CSH2.L is categorized as Money Market, while IGLS.L is European Government Bonds. They also come from different issuers: Amundi and iShares.

Portfolio Optimizer

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

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