EBUY.L vs. CSH2.L

Last updated Apr 3, 2026

Compare and contrast key facts about Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc (EBUY.L) and Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L).

EBUY.L and CSH2.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EBUY.L is a passively managed fund by Amundi that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Apr 20, 2020. CSH2.L is an actively managed fund by Amundi. It was launched on Mar 2, 2015.

Performance

EBUY.L vs. CSH2.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc (EBUY.L) and Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
EBUY.L Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc	-9.61%	9.88%	27.49%	29.53%	-31.73%	4.85%	51.00%
CSH2.L Lyxor Smart Overnight Return UCITS ETF C-GBP	1.04%	4.67%	5.61%	4.72%	1.54%	0.13%	0.10%

Different Trading Currencies

EBUY.L is traded in GBP, while CSH2.L is traded in GBp. To make them comparable, the CSH2.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EBUY.L achieves a -9.61% return, which is significantly lower than CSH2.L's 1.04% return.

EBUY.L

• 1D: 0.39%
• 1M: 0.55%
• YTD: -9.61%
• 6M: -12.63%
• 1Y: 7.99%
• 3Y*: 13.21%
• 5Y*: 3.10%
• 10Y*: —

CSH2.L

• 1D: -0.01%
• 1M: 0.39%
• YTD: 1.04%
• 6M: 2.16%
• 1Y: 4.53%
• 3Y*: 5.02%
• 5Y*: 3.52%
• 10Y*: 2.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

EBUY.L has a 0.45% expense ratio, which is higher than CSH2.L's 0.07% expense ratio.

EBUY.L

Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc

CSH2.L

Lyxor Smart Overnight Return UCITS ETF C-GBP

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EBUY.L

EBUY.L Risk / Return Rank: 22
EBUY.L Sharpe Ratio Rank: 22
EBUY.L Sortino Ratio Rank: 22
EBUY.L Omega Ratio Rank: 21
EBUY.L Calmar Ratio Rank: 23
EBUY.L Martin Ratio Rank: 21

CSH2.L

CSH2.L Risk / Return Rank: 99
CSH2.L Sharpe Ratio Rank: 99
CSH2.L Sortino Ratio Rank: 99
CSH2.L Omega Ratio Rank: 99
CSH2.L Calmar Ratio Rank: 99
CSH2.L Martin Ratio Rank: 99

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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc (EBUY.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.

	EBUY.L	CSH2.L	Difference
Sharpe ratio Return per unit of total volatility	0.40	7.35	-6.95
Sortino ratio Return per unit of downside risk	0.68	13.78	-13.10
Omega ratio Gain probability vs. loss probability	1.09	3.86	-2.77
Calmar ratio Return relative to maximum drawdown	0.68	27.69	-27.01
Martin ratio Return relative to average drawdown	1.80	155.78	-153.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current EBUY.L Sharpe Ratio is 0.40, which is lower than the CSH2.L Sharpe Ratio of 7.35. The chart below compares the historical Sharpe Ratios of EBUY.L and CSH2.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.

Sharpe Ratios by Period

	EBUY.L	CSH2.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.40	7.35	-6.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.14	6.25	-6.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	4.56	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	4.52	-4.05

Correlation

The correlation between EBUY.L and CSH2.L is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

EBUY.L vs. CSH2.L - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

EBUY.L vs. CSH2.L - Drawdown Comparison

The maximum EBUY.L drawdown since its inception was -39.97%, 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 EBUY.L and CSH2.L.

Drawdown Indicators

	EBUY.L	CSH2.L	Difference
Max Drawdown Largest peak-to-trough decline	-39.97%	-0.37%	-39.60%
Max Drawdown (1Y) Largest decline over 1 year	-20.87%	-0.16%	-20.71%
Max Drawdown (5Y) Largest decline over 5 years	-39.97%	-0.29%	-39.68%
Max Drawdown (10Y) Largest decline over 10 years	—	-0.37%	—
Current Drawdown Current decline from peak	-16.96%	-0.01%	-16.95%
Average Drawdown Average peak-to-trough decline	-15.57%	0.00%	-15.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.87%	0.03%	+7.84%

Volatility

EBUY.L vs. CSH2.L - Volatility Comparison

Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc (EBUY.L) has a higher volatility of 5.56% compared to Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) at 0.11%. This indicates that EBUY.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.

Volatility by Period

	EBUY.L	CSH2.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.56%	0.11%	+5.45%
Volatility (6M) Calculated over the trailing 6-month period	13.29%	0.37%	+12.92%
Volatility (1Y) Calculated over the trailing 1-year period	20.04%	0.61%	+19.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.38%	0.56%	+20.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.80%	0.44%	+21.36%