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

Performance

CSH2.L vs. MINV.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 Edge MSCI World Minimum Volatility UCITS ETF (MINV.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
CSH2.L
Lyxor Smart Overnight Return UCITS ETF C-GBP
0.98%4.67%5.61%4.72%1.54%0.13%0.30%0.82%0.70%0.42%
MINV.L
iShares Edge MSCI World Minimum Volatility UCITS ETF
1.37%3.37%12.86%1.50%1.23%15.98%-1.05%18.84%3.17%7.00%

Returns By Period

In the year-to-date period, CSH2.L achieves a 0.98% return, which is significantly lower than MINV.L's 1.37% return. Over the past 10 years, CSH2.L has underperformed MINV.L with an annualized return of 2.01%, while MINV.L has yielded a comparatively higher 7.97% annualized return.


CSH2.L

1D
0.02%
1M
0.34%
YTD
0.98%
6M
2.14%
1Y
4.48%
3Y*
5.00%
5Y*
3.51%
10Y*
2.01%

MINV.L

1D
-0.02%
1M
-3.17%
YTD
1.37%
6M
1.62%
1Y
0.40%
3Y*
6.61%
5Y*
6.91%
10Y*
7.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

CSH2.L has a 0.07% expense ratio, which is lower than MINV.L's 0.35% expense ratio.


Return for Risk

CSH2.L vs. MINV.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

MINV.L
MINV.L Risk / Return Rank: 1212
Overall Rank
MINV.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MINV.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
MINV.L Omega Ratio Rank: 1212
Omega Ratio Rank
MINV.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
MINV.L Martin Ratio Rank: 1212
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. MINV.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 Edge MSCI World Minimum Volatility UCITS ETF (MINV.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.LMINV.LDifference

Sharpe ratio

Return per unit of total volatility

7.30

0.04

+7.27

Sortino ratio

Return per unit of downside risk

13.63

0.12

+13.51

Omega ratio

Gain probability vs. loss probability

3.85

1.02

+2.83

Calmar ratio

Return relative to maximum drawdown

28.39

-0.03

+28.41

Martin ratio

Return relative to average drawdown

142.15

-0.08

+142.22

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

The current CSH2.L Sharpe Ratio is 7.30, which is higher than the MINV.L Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of CSH2.L and MINV.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSH2.LMINV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.30

0.04

+7.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

6.24

0.71

+5.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

4.56

0.67

+3.89

Sharpe Ratio (All Time)

Calculated using the full available price history

4.51

0.84

+3.67

Correlation

The correlation between CSH2.L and MINV.L is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CSH2.L vs. MINV.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

CSH2.L vs. MINV.L - Drawdown Comparison

The maximum CSH2.L drawdown since its inception was -0.37%, smaller than the maximum MINV.L drawdown of -20.38%. Use the drawdown chart below to compare losses from any high point for CSH2.L and MINV.L.


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Drawdown Indicators


CSH2.LMINV.LDifference

Max Drawdown

Largest peak-to-trough decline

-0.37%

-20.38%

+20.01%

Max Drawdown (1Y)

Largest decline over 1 year

-0.16%

-7.02%

+6.86%

Max Drawdown (5Y)

Largest decline over 5 years

-0.29%

-10.23%

+9.94%

Max Drawdown (10Y)

Largest decline over 10 years

-0.37%

-20.38%

+20.01%

Current Drawdown

Current decline from peak

0.00%

-3.25%

+3.25%

Average Drawdown

Average peak-to-trough decline

0.00%

-3.74%

+3.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

2.38%

-2.35%

Volatility

CSH2.L vs. MINV.L - Volatility Comparison

The current volatility for Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) is 0.08%, while iShares Edge MSCI World Minimum Volatility UCITS ETF (MINV.L) has a volatility of 2.92%. This indicates that CSH2.L experiences smaller price fluctuations and is considered to be less risky than MINV.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.LMINV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.08%

2.92%

-2.84%

Volatility (6M)

Calculated over the trailing 6-month period

0.37%

5.81%

-5.44%

Volatility (1Y)

Calculated over the trailing 1-year period

0.61%

10.04%

-9.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.56%

9.74%

-9.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.44%

11.87%

-11.43%