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CSH2.L vs. WDTE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSH2.L vs. WDTE.DE - 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 Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE). 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 WDTE.DE is traded in EUR. To make them comparable, the WDTE.DE 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 lower than WDTE.DE's 20.34% 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%

WDTE.DE

1D
-1.11%
1M
17.55%
YTD
20.34%
6M
20.34%
1Y
44.34%
3Y*
27.30%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSH2.L vs. WDTE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
CSH2.L
Lyxor Smart Overnight Return UCITS ETF C-GBP
1.71%4.67%5.61%3.55%
WDTE.DE
Invesco S&P World Information Technology ESG UCITS ETF Acc
20.34%11.71%35.91%29.84%

Correlation

The correlation between CSH2.L and WDTE.DE is 0.00, 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

0.00

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

-0.03

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Return for Risk

CSH2.L vs. WDTE.DE — 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

WDTE.DE
WDTE.DE Risk / Return Rank: 5454
Overall Rank
WDTE.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
WDTE.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
WDTE.DE Omega Ratio Rank: 5757
Omega Ratio Rank
WDTE.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
WDTE.DE Martin Ratio Rank: 4242
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. WDTE.DE - 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 Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE). 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.LWDTE.DEDifference
Sharpe ratioReturn per unit of total volatility

+5.71

Sortino ratioReturn per unit of downside risk

+11.99

Omega ratioGain probability vs. loss probability

4.37

1.40

+2.97

Calmar ratioReturn relative to maximum drawdown

27.61

2.64

+24.97

Martin ratioReturn relative to average drawdown

158.77

6.79

+151.98

CSH2.L vs. WDTE.DE - Sharpe Ratio Comparison

The current CSH2.L Sharpe Ratio is 8.04, which is higher than the WDTE.DE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of CSH2.L and WDTE.DE, 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.LWDTE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

8.04

2.33

+5.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

6.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

4.68

Sharpe Ratio (All Time)

Calculated using the full available price history

4.61

1.49

+3.12

Drawdowns

CSH2.L vs. WDTE.DE - Drawdown Comparison

The maximum CSH2.L drawdown since its inception was -0.37%, smaller than the maximum WDTE.DE drawdown of -26.87%. Use the drawdown chart below to compare losses from any high point for CSH2.L and WDTE.DE.


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Drawdown Indicators


CSH2.LWDTE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-0.37%

-26.87%

+26.50%

Max Drawdown (1Y)

Largest decline over 1 year

-0.16%

-16.69%

+16.53%

Max Drawdown (3Y)

Largest decline over 3 years

-0.29%

-26.87%

+26.58%

Max Drawdown (5Y)

Largest decline over 5 years

-0.29%

Max Drawdown (10Y)

Largest decline over 10 years

-0.37%

Current Drawdown

Current decline from peak

0.00%

-1.11%

+1.11%

Average Drawdown

Average peak-to-trough decline

-0.00%

-4.85%

+4.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

6.51%

-6.48%

Volatility

CSH2.L vs. WDTE.DE - Volatility Comparison

The current volatility for Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) is 0.08%, while Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) has a volatility of 8.01%. This indicates that CSH2.L experiences smaller price fluctuations and is considered to be less risky than WDTE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSH2.LWDTE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.08%

8.01%

-7.93%

Volatility (6M)

Calculated over the trailing 6-month period

0.25%

14.69%

-14.44%

Volatility (1Y)

Calculated over the trailing 1-year period

0.54%

19.02%

-18.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.56%

21.14%

-20.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.44%

21.14%

-20.70%

CSH2.L vs. WDTE.DE - Expense Ratio Comparison

CSH2.L has a 0.07% expense ratio, which is lower than WDTE.DE's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CSH2.L vs. WDTE.DE - Dividend Comparison

Neither CSH2.L nor WDTE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CSH2.L and WDTE.DE have a correlation of 0.00, 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 0.18% for WDTE.DE.

CSH2.L is categorized as Money Market, while WDTE.DE is Technology Equities. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.07% for CSH2.L and 0.18% for WDTE.DE.

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