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CSH2.L vs. VHYL.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSH2.L vs. VHYL.AS - 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 Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS). 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 VHYL.AS is traded in EUR. To make them comparable, the VHYL.AS 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 1.83% return, which is significantly lower than VHYL.AS's 12.90% return. Over the past 10 years, CSH2.L has underperformed VHYL.AS with an annualized return of 2.08%, while VHYL.AS has yielded a comparatively higher 11.03% annualized 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%

VHYL.AS

1D
1.57%
1M
2.02%
YTD
12.90%
6M
13.64%
1Y
28.84%
3Y*
16.17%
5Y*
11.86%
10Y*
11.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSH2.L vs. VHYL.AS - 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%
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing
12.90%18.41%11.47%4.89%5.34%20.27%-3.63%15.94%-6.08%9.29%

Correlation

The correlation between CSH2.L and VHYL.AS is 0.05, 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

0.05

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

0.01

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

-0.02

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

-0.02

Correlation (All Time)
Calculated using the full available price history since May 29, 2015

-0.02

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Return for Risk

CSH2.L vs. VHYL.AS — 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

VHYL.AS
VHYL.AS Risk / Return Rank: 9191
Overall Rank
VHYL.AS Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VHYL.AS Sortino Ratio Rank: 9393
Sortino Ratio Rank
VHYL.AS Omega Ratio Rank: 9292
Omega Ratio Rank
VHYL.AS Calmar Ratio Rank: 8888
Calmar Ratio Rank
VHYL.AS Martin Ratio Rank: 8989
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. VHYL.AS - 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 Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS). 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.LVHYL.ASDifference
Sharpe ratioReturn per unit of total volatility

+4.98

Sortino ratioReturn per unit of downside risk

+10.85

Omega ratioGain probability vs. loss probability

4.50

1.60

+2.90

Calmar ratioReturn relative to maximum drawdown

27.58

4.14

+23.44

Martin ratioReturn relative to average drawdown

161.52

15.36

+146.17

CSH2.L vs. VHYL.AS - Sharpe Ratio Comparison

The current CSH2.L Sharpe Ratio is 8.16, which is higher than the VHYL.AS Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of CSH2.L and VHYL.AS, 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. VHYL.AS - Drawdown Comparison

The maximum CSH2.L drawdown since its inception was -0.37%, smaller than the maximum VHYL.AS drawdown of -30.89%. Use the drawdown chart below to compare losses from any high point for CSH2.L and VHYL.AS.


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Drawdown Indicators


CSH2.LVHYL.ASDifference

Max Drawdown

Largest peak-to-trough decline

-0.37%

-30.89%

+30.52%

Max Drawdown (1Y)

Largest decline over 1 year

-0.16%

-6.85%

+6.69%

Max Drawdown (3Y)

Largest decline over 3 years

-0.29%

-13.94%

+13.65%

Max Drawdown (5Y)

Largest decline over 5 years

-0.29%

-13.94%

+13.65%

Max Drawdown (10Y)

Largest decline over 10 years

-0.37%

-27.87%

+27.50%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.00%

-7.27%

+7.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

1.86%

-1.83%

Volatility

CSH2.L vs. VHYL.AS - Volatility Comparison

The current volatility for Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) is 0.08%, while Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS) has a volatility of 2.31%. This indicates that CSH2.L experiences smaller price fluctuations and is considered to be less risky than VHYL.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSH2.LVHYL.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.08%

2.31%

-2.23%

Volatility (6M)

Calculated over the trailing 6-month period

0.24%

7.12%

-6.88%

Volatility (1Y)

Calculated over the trailing 1-year period

0.53%

8.90%

-8.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.56%

11.25%

-10.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.44%

13.43%

-12.99%

CSH2.L vs. VHYL.AS - Expense Ratio Comparison

CSH2.L has a 0.07% expense ratio, which is lower than VHYL.AS's 0.29% expense ratio.


Dividends

CSH2.L vs. VHYL.AS - Dividend Comparison

CSH2.L has not paid dividends to shareholders, while VHYL.AS's dividend yield for the trailing twelve months is around 2.46%.


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%
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing
2.46%2.85%3.04%3.41%3.78%3.03%3.08%3.24%3.68%3.13%3.02%3.25%

Frequently Asked Questions


CSH2.L and VHYL.AS have a correlation of 0.05, 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 0.29% for VHYL.AS.

CSH2.L is categorized as Money Market, while VHYL.AS is Global Equities. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.07% for CSH2.L and 0.29% for VHYL.AS.

Portfolio Optimizer

Find the right allocation for CSH2.L and VHYL.AS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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