EXV1.DE vs. CSH2.L
EXV1.DE (iShares STOXX Europe 600 Banks UCITS ETF (DE)) and CSH2.L (Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc) are both exchange-traded funds - EXV1.DE is a Financials Equities fund tracking the STOXX® Europe 600 Banks, while CSH2.L is a Money Market fund tracking the SONIA Compounded (GBP Hedged). Both are passively managed. Over the past 10 years, EXV1.DE returned 16.71%/yr vs 1.83%/yr for CSH2.L. At a 0.19 correlation, their price movements are largely independent. EXV1.DE charges 0.47%/yr vs 0.10%/yr for CSH2.L.
Performance
EXV1.DE vs. CSH2.L - Performance Comparison
Loading charts...
Different Trading Currencies
EXV1.DE is traded in EUR, while CSH2.L is traded in GBp. To make them comparable, the CSH2.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EXV1.DE achieves a 14.37% return, which is significantly higher than CSH2.L's 3.15% return. Over the past 10 years, EXV1.DE has outperformed CSH2.L with an annualized return of 16.71%, while CSH2.L has yielded a comparatively lower 1.83% annualized return.
EXV1.DE
- 1D
- -0.15%
- 1M
- 5.49%
- YTD
- 14.37%
- 6M
- 15.55%
- 1Y
- 49.60%
- 3Y*
- 43.52%
- 5Y*
- 30.84%
- 10Y*
- 16.71%
CSH2.L
- 1D
- 0.00%
- 1M
- 0.71%
- YTD
- 3.15%
- 6M
- 3.04%
- 1Y
- 3.27%
- 3Y*
- 4.81%
- 5Y*
- 3.58%
- 10Y*
- 1.83%
EXV1.DE vs. CSH2.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 14.37% | 77.00% | 33.00% | 26.31% | 1.67% | 38.22% | -24.56% | 15.16% | -25.85% | 11.64% |
CSH2.L Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc | 3.38% | -0.79% | 10.71% | 6.94% | -3.70% | 6.64% | -5.15% | 7.23% | -0.54% | -3.53% |
Correlation
The correlation between EXV1.DE and CSH2.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since May 29, 2015 | 0.19 |
The correlation between EXV1.DE and CSH2.L shifts across timeframes, from 0.08 (3 years) to 0.19 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EXV1.DE vs. CSH2.L — Risk / Return Rank
EXV1.DE
CSH2.L
EXV1.DE vs. CSH2.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) and Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc (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.
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.
| EXV1.DE | CSH2.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.42 | ||
| Sortino ratioReturn per unit of downside risk | +1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.15 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 2.19 | +0.89 |
| Martin ratioReturn relative to average drawdown | 10.56 | 5.38 | +5.18 |
Loading charts...
Drawdowns
EXV1.DE vs. CSH2.L - Drawdown Comparison
The maximum EXV1.DE drawdown since its inception was -83.12%, which is greater than CSH2.L's maximum drawdown of -24.26%. Use the drawdown chart below to compare losses from any high point for EXV1.DE and CSH2.L.
Loading charts...
Drawdown Indicators
| EXV1.DE | CSH2.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.12% | -24.26% | -58.86% |
Max Drawdown (1Y)Largest decline over 1 year | -16.02% | -1.49% | -14.53% |
Max Drawdown (3Y)Largest decline over 3 years | -20.12% | -4.44% | -15.68% |
Max Drawdown (5Y)Largest decline over 5 years | -28.08% | -7.40% | -20.68% |
Max Drawdown (10Y)Largest decline over 10 years | -56.14% | -11.59% | -44.55% |
Current DrawdownCurrent decline from peak | -2.44% | -0.31% | -2.13% |
Average DrawdownAverage peak-to-trough decline | -53.23% | -13.78% | -39.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.68% | 0.60% | +4.08% |
Volatility
EXV1.DE vs. CSH2.L - Volatility Comparison
iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) has a higher volatility of 6.28% compared to Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc (CSH2.L) at 0.77%. This indicates that EXV1.DE'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.
Loading charts...
Volatility by Period
| EXV1.DE | CSH2.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 0.77% | +5.51% |
Volatility (6M)Calculated over the trailing 6-month period | 18.52% | 2.52% | +16.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.10% | 4.01% | +18.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.88% | 5.43% | +17.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.33% | 6.77% | +17.56% |
EXV1.DE vs. CSH2.L - Expense Ratio Comparison
EXV1.DE has a 0.47% expense ratio, which is higher than CSH2.L's 0.10% expense ratio.
Dividends
EXV1.DE vs. CSH2.L - Dividend Comparison
EXV1.DE's dividend yield for the trailing twelve months is around 3.37%, while CSH2.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSH2.L Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 3.37% | 3.63% | 5.51% | 4.53% | 6.37% | 1.06% | 1.52% | 4.31% | 4.03% | 6.01% | 3.49% | 3.41% |
Frequently Asked Questions
EXV1.DE and CSH2.L have a correlation of 0.14, 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 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSH2.L is cheaper with a 0.10% expense ratio, compared with 0.47% for EXV1.DE.
EXV1.DE is categorized as Financials Equities, while CSH2.L is Money Market. EXV1.DE tracks STOXX® Europe 600 Banks, while CSH2.L tracks SONIA Compounded (GBP Hedged). They also come from different issuers: iShares and Amundi. Their fees differ too: 0.47% for EXV1.DE and 0.10% for CSH2.L.
Find the right allocation for EXV1.DE and CSH2.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer