CSH2.L vs. MINV.L
Compare and contrast key facts about Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) and iShares Edge MSCI World Minimum Volatility UCITS ETF (MINV.L).
CSH2.L and MINV.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CSH2.L is an actively managed fund by Amundi. It was launched on Mar 2, 2015. MINV.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Nov 30, 2012.
Performance
CSH2.L vs. MINV.L - Performance Comparison
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CSH2.L vs. MINV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
CSH2.L
MINV.L
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.L | MINV.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 7.30 | 0.04 | +7.27 |
Sortino ratioReturn per unit of downside risk | 13.63 | 0.12 | +13.51 |
Omega ratioGain probability vs. loss probability | 3.85 | 1.02 | +2.83 |
Calmar ratioReturn relative to maximum drawdown | 28.39 | -0.03 | +28.41 |
Martin ratioReturn relative to average drawdown | 142.15 | -0.08 | +142.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSH2.L | MINV.L | Difference | |
|---|---|---|---|
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.
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.L | MINV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -3.25% | +3.25% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -3.74% | +3.74% |
Ulcer IndexDepth 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.L | MINV.L | Difference | |
|---|---|---|---|
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% |