LYYA.DE vs. CSH.PA
LYYA.DE (Amundi MSCI World II UCITS ETF Dist) and CSH.PA (Amundi EUR Overnight Return UCITS ETF Acc) are both exchange-traded funds - LYYA.DE is a Global Equities fund tracking the MSCI World, while CSH.PA is a Money Market fund tracking the Solactive Euro Overnight Return Index. Both are passively managed. Over the past 10 years, LYYA.DE returned 12.98%/yr vs 0.92%/yr for CSH.PA. At a correlation of -0.04, they often move in opposite directions. LYYA.DE charges 0.30%/yr vs 0.10%/yr for CSH.PA.
Performance
LYYA.DE vs. CSH.PA - Performance Comparison
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Returns By Period
In the year-to-date period, LYYA.DE achieves a 9.94% return, which is significantly higher than CSH.PA's 0.78% return. Over the past 10 years, LYYA.DE has outperformed CSH.PA with an annualized return of 12.98%, while CSH.PA has yielded a comparatively lower 0.92% annualized return.
LYYA.DE
- 1D
- 1.68%
- 1M
- 2.06%
- YTD
- 9.94%
- 6M
- 11.38%
- 1Y
- 23.39%
- 3Y*
- 16.79%
- 5Y*
- 12.49%
- 10Y*
- 12.98%
CSH.PA
- 1D
- 0.01%
- 1M
- 0.14%
- YTD
- 0.78%
- 6M
- 0.94%
- 1Y
- 1.88%
- 3Y*
- 2.96%
- 5Y*
- 1.89%
- 10Y*
- 0.92%
LYYA.DE vs. CSH.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYYA.DE Amundi MSCI World II UCITS ETF Dist | 9.94% | 7.88% | 26.02% | 20.23% | -13.67% | 32.82% | 5.50% | 31.13% | -5.06% | 7.74% |
CSH.PA Amundi EUR Overnight Return UCITS ETF Acc | 0.78% | 2.25% | 3.69% | 3.22% | -0.06% | -0.65% | 1.93% | -0.61% | -0.55% | -0.45% |
Correlation
The correlation between LYYA.DE and CSH.PA is -0.03, 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 | -0.03 |
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 | -0.00 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | -0.04 |
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Return for Risk
LYYA.DE vs. CSH.PA — Risk / Return Rank
LYYA.DE
CSH.PA
LYYA.DE vs. CSH.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World II UCITS ETF Dist (LYYA.DE) and Amundi EUR Overnight Return UCITS ETF Acc (CSH.PA). 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.
| LYYA.DE | CSH.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -3.73 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.96 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 11.24 | -7.62 |
| Martin ratioReturn relative to average drawdown | 14.54 | 57.34 | -42.80 |
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Drawdowns
LYYA.DE vs. CSH.PA - Drawdown Comparison
The maximum LYYA.DE drawdown since its inception was -54.50%, which is greater than CSH.PA's maximum drawdown of -3.73%. Use the drawdown chart below to compare losses from any high point for LYYA.DE and CSH.PA.
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Drawdown Indicators
| LYYA.DE | CSH.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.50% | -3.73% | -50.77% |
Max Drawdown (1Y)Largest decline over 1 year | -6.43% | -0.18% | -6.25% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -0.18% | -21.46% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -0.75% | -20.89% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -2.26% | -31.64% |
Current DrawdownCurrent decline from peak | -1.18% | 0.00% | -1.18% |
Average DrawdownAverage peak-to-trough decline | -9.84% | -1.04% | -8.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 0.03% | +1.57% |
Volatility
LYYA.DE vs. CSH.PA - Volatility Comparison
Amundi MSCI World II UCITS ETF Dist (LYYA.DE) has a higher volatility of 3.12% compared to Amundi EUR Overnight Return UCITS ETF Acc (CSH.PA) at 0.09%. This indicates that LYYA.DE's price experiences larger fluctuations and is considered to be riskier than CSH.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYYA.DE | CSH.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 0.09% | +3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 8.05% | 0.41% | +7.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.32% | 0.50% | +10.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.19% | 0.35% | +13.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 0.64% | +14.49% |
LYYA.DE vs. CSH.PA - Expense Ratio Comparison
LYYA.DE has a 0.30% expense ratio, which is higher than CSH.PA's 0.10% expense ratio.
Dividends
LYYA.DE vs. CSH.PA - Dividend Comparison
LYYA.DE's dividend yield for the trailing twelve months is around 1.14%, while CSH.PA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSH.PA Amundi EUR Overnight Return UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.05% | 0.05% | 2.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LYYA.DE Amundi MSCI World II UCITS ETF Dist | 1.14% | 1.26% | 1.63% | 1.35% | 1.95% | 1.31% | 1.58% | 1.49% | 2.36% | 2.05% | 2.33% | 2.55% |
Frequently Asked Questions
LYYA.DE and CSH.PA have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSH.PA is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSH.PA is cheaper with a 0.10% expense ratio, compared with 0.30% for LYYA.DE.
LYYA.DE is categorized as Global Equities, while CSH.PA is Money Market. LYYA.DE tracks MSCI World, while CSH.PA tracks Solactive Euro Overnight Return Index. Their fees differ too: 0.30% for LYYA.DE and 0.10% for CSH.PA.
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