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

CUKX.L vs. CSH2.L

Last updated Jun 5, 2026

CUKX.L (iShares FTSE 100 UCITS ETF) and CSH2.L (Lyxor Smart Overnight Return UCITS ETF C-GBP) are both exchange-traded funds - CUKX.L is a fund fund tracking the FTSE 100 Index, while CSH2.L is a Money Market fund actively managed by Amundi. CUKX.L is passively managed, while CSH2.L is actively managed. Over the past 10 years, CUKX.L returned 9.06%/yr vs 2.07%/yr for CSH2.L. At a correlation of -0.01, they often move in opposite directions. Both charge a 0.07% expense ratio.

Performance

CUKX.L vs. CSH2.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares FTSE 100 UCITS ETF (CUKX.L) and Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CUKX.L achieves a 5.86% return, which is significantly higher than CSH2.L's 1.74% return. Over the past 10 years, CUKX.L has outperformed CSH2.L with an annualized return of 9.06%, while CSH2.L has yielded a comparatively lower 2.07% annualized return.

CUKX.L

1D
0.28%
1M
1.51%
YTD
5.86%
6M
8.05%
1Y
21.53%
3Y*
14.63%
5Y*
11.72%
10Y*
9.06%

CSH2.L

1D
0.03%
1M
0.36%
YTD
1.74%
6M
2.08%
1Y
4.38%
3Y*
5.01%
5Y*
3.66%
10Y*
2.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
CUKX.L
iShares FTSE 100 UCITS ETF		5.86%25.78%9.30%7.72%4.97%17.48%-11.28%17.23%-9.05%12.45%
CSH2.L
Lyxor Smart Overnight Return UCITS ETF C-GBP		1.74%4.67%5.61%4.72%1.54%0.13%0.30%0.82%0.70%0.42%

Correlation

The correlation between CUKX.L and CSH2.L is 0.01, 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

0.01

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

-0.02

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 Jun 11, 2015

-0.01

CUKX.L vs. CSH2.L - Sectors Allocation Comparison

Sectors
CUKX.L
CSH2.L

Financial Services

25.0%
10.4%

Industrials

13.7%
6.3%

Healthcare

13.6%
11.3%

Consumer Defensive

13.2%
4.9%

Energy

11.3%
1.4%

Basic Materials

8.9%
1.0%

Utilities

5.1%
1.1%

Consumer Cyclical

5.0%
13.9%

Communication Services

2.6%
13.9%

Real Estate

0.9%
0.0%

Technology

0.8%
35.9%

Financial Services

CUKX.L
25.0%
CSH2.L
10.4%

Industrials

CUKX.L
13.7%
CSH2.L
6.3%

Healthcare

CUKX.L
13.6%
CSH2.L
11.3%

Consumer Defensive

CUKX.L
13.2%
CSH2.L
4.9%

Energy

CUKX.L
11.3%
CSH2.L
1.4%

Basic Materials

CUKX.L
8.9%
CSH2.L
1.0%

Utilities

CUKX.L
5.1%
CSH2.L
1.1%

Consumer Cyclical

CUKX.L
5.0%
CSH2.L
13.9%

Communication Services

CUKX.L
2.6%
CSH2.L
13.9%

Real Estate

CUKX.L
0.9%
CSH2.L
0.0%

Technology

CUKX.L
0.8%
CSH2.L
35.9%

Compare stocks, funds, or ETFs

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iShares FTSE 100 UCITS ETF

Lyxor Smart Overnight Return UCITS ETF C-GBP

Often compared with CUKX.L:
CUKX.L vs. VUKG.LCUKX.L vs. IUKD.LCUKX.L vs. FTAL.LCUKX.L vs. CSUK.LCUKX.L vs. VUKE.DECUKX.L vs. CPJ1.LCUKX.L vs. S100.L
Often compared with CSH2.L:
CSH2.L vs. ERNS.LCSH2.L vs. MINV.LCSH2.L vs. BILSCSH2.L vs. ERNA.LCSH2.L vs. TI5G.LCSH2.L vs. LCSIXCSH2.L vs. AAPL

Return for Risk

CUKX.L vs. CSH2.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CUKX.L
CUKX.L Risk / Return Rank: 5656
Overall Rank
CUKX.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
CUKX.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
CUKX.L Omega Ratio Rank: 6262
Omega Ratio Rank
CUKX.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
CUKX.L Martin Ratio Rank: 5050
Martin Ratio Rank
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
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.

CUKX.L vs. CSH2.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares FTSE 100 UCITS ETF (CUKX.L) and Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.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.

CUKX.LCSH2.LDifference
Sharpe ratioReturn per unit of total volatility
1.97
8.05

-6.08

Sortino ratioReturn per unit of downside risk
2.76
15.06

-12.30

Omega ratioGain probability vs. loss probability

1.37

4.37

-3.00

Calmar ratioReturn relative to maximum drawdown

2.41

27.66

-25.25

Martin ratioReturn relative to average drawdown

8.21

159.04

-150.83

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current CUKX.L Sharpe Ratio is 1.97, which is lower than the CSH2.L Sharpe Ratio of 8.05. The chart below compares the historical Sharpe Ratios of CUKX.L and CSH2.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

CUKX.LCSH2.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

8.05

-6.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

6.49

-5.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

4.68

-4.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

4.62

-4.08

Drawdowns

CUKX.L vs. CSH2.L - Drawdown Comparison

The maximum CUKX.L drawdown since its inception was -34.50%, which is greater than CSH2.L's maximum drawdown of -0.37%. Use the drawdown chart below to compare losses from any high point for CUKX.L and CSH2.L.

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Drawdown Indicators

CUKX.LCSH2.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.50%

-0.37%

-34.13%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-0.16%

-8.73%

Max Drawdown (3Y)

Largest decline over 3 years

-12.88%

-0.29%

-12.59%

Max Drawdown (5Y)

Largest decline over 5 years

-12.88%

-0.29%

-12.59%

Max Drawdown (10Y)

Largest decline over 10 years

-34.50%

-0.37%

-34.13%

Current Drawdown

Current decline from peak

-4.15%

0.00%

-4.15%

Average Drawdown

Average peak-to-trough decline

-4.40%

-0.00%

-4.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

0.03%

+2.59%

Volatility

CUKX.L vs. CSH2.L - Volatility Comparison

iShares FTSE 100 UCITS ETF (CUKX.L) has a higher volatility of 4.08% compared to Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) at 0.08%. This indicates that CUKX.L's price experiences larger fluctuations and is considered to be riskier than CSH2.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CUKX.LCSH2.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

0.08%

+4.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.48%

0.25%

+9.23%

Volatility (1Y)

Calculated over the trailing 1-year period

10.87%

0.54%

+10.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.71%

0.56%

+12.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.08%

0.44%

+14.64%

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

Both CUKX.L and CSH2.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

CUKX.L vs. CSH2.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

CUKX.L and CSH2.L have a correlation of 0.01, 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.

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

They also come from different issuers: iShares and Amundi.

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