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LYYA.DE vs. CSH.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYYA.DE vs. CSH.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI World II UCITS ETF Dist (LYYA.DE) and Amundi EUR Overnight Return UCITS ETF Acc (CSH.PA). The values are adjusted to include any dividend payments, if applicable.

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

LYYA.DE vs. CSH.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

LYYA.DE
LYYA.DE Risk / Return Rank: 7777
Overall Rank
LYYA.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
LYYA.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
LYYA.DE Omega Ratio Rank: 7575
Omega Ratio Rank
LYYA.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
LYYA.DE Martin Ratio Rank: 8383
Martin Ratio Rank

CSH.PA
CSH.PA Risk / Return Rank: 9797
Overall Rank
CSH.PA Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CSH.PA Sortino Ratio Rank: 9797
Sortino Ratio Rank
CSH.PA Omega Ratio Rank: 9797
Omega Ratio Rank
CSH.PA Calmar Ratio Rank: 9797
Calmar Ratio Rank
CSH.PA Martin Ratio Rank: 9898
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.

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.DECSH.PADifference
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

LYYA.DE vs. CSH.PA - Sharpe Ratio Comparison

The current LYYA.DE Sharpe Ratio is 2.06, which is lower than the CSH.PA Sharpe Ratio of 3.96. The chart below compares the historical Sharpe Ratios of LYYA.DE and CSH.PA, 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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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.DECSH.PADifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.18%

0.00%

-1.18%

Average Drawdown

Average peak-to-trough decline

-9.84%

-1.04%

-8.80%

Ulcer Index

Depth 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.DECSH.PADifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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