MINV.L vs. CSH2.L
Compare and contrast key facts about iShares Edge MSCI World Minimum Volatility UCITS ETF (MINV.L) and Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L).
MINV.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. MINV.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Nov 30, 2012. CSH2.L is an actively managed fund by Amundi. It was launched on Mar 2, 2015.
Performance
MINV.L vs. CSH2.L - Performance Comparison
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MINV.L vs. CSH2.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MINV.L iShares Edge MSCI World Minimum Volatility UCITS ETF | 1.37% | 3.37% | 12.86% | 1.50% | 1.23% | 15.98% | -1.05% | 18.84% | 3.17% | 7.00% |
CSH2.L Lyxor Smart Overnight Return UCITS ETF C-GBP | 0.98% | 4.67% | 5.61% | 4.72% | 1.54% | 0.13% | 0.30% | 0.82% | 0.70% | 0.42% |
Returns By Period
In the year-to-date period, MINV.L achieves a 1.37% return, which is significantly higher than CSH2.L's 0.98% return. Over the past 10 years, MINV.L has outperformed CSH2.L with an annualized return of 7.97%, while CSH2.L has yielded a comparatively lower 2.01% annualized return.
MINV.L
- 1D
- -0.02%
- 1M
- -3.17%
- YTD
- 1.37%
- 6M
- 1.62%
- 1Y
- 0.40%
- 3Y*
- 6.61%
- 5Y*
- 6.91%
- 10Y*
- 7.97%
CSH2.L
- 1D
- 0.02%
- 1M
- 0.34%
- YTD
- 0.98%
- 6M
- 2.14%
- 1Y
- 4.48%
- 3Y*
- 5.00%
- 5Y*
- 3.51%
- 10Y*
- 2.01%
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MINV.L vs. CSH2.L - Expense Ratio Comparison
MINV.L has a 0.35% expense ratio, which is higher than CSH2.L's 0.07% expense ratio.
Return for Risk
MINV.L vs. CSH2.L — Risk / Return Rank
MINV.L
CSH2.L
MINV.L vs. CSH2.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF (MINV.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.
| MINV.L | CSH2.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.04 | 7.30 | -7.27 |
Sortino ratioReturn per unit of downside risk | 0.12 | 13.63 | -13.51 |
Omega ratioGain probability vs. loss probability | 1.02 | 3.85 | -2.83 |
Calmar ratioReturn relative to maximum drawdown | -0.03 | 28.39 | -28.41 |
Martin ratioReturn relative to average drawdown | -0.08 | 142.15 | -142.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MINV.L | CSH2.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.04 | 7.30 | -7.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 6.24 | -5.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 4.56 | -3.89 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 4.51 | -3.67 |
Correlation
The correlation between MINV.L and CSH2.L is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MINV.L vs. CSH2.L - Dividend Comparison
Neither MINV.L nor CSH2.L has paid dividends to shareholders.
Drawdowns
MINV.L vs. CSH2.L - Drawdown Comparison
The maximum MINV.L drawdown since its inception was -20.38%, 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 MINV.L and CSH2.L.
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Drawdown Indicators
| MINV.L | CSH2.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.38% | -0.37% | -20.01% |
Max Drawdown (1Y)Largest decline over 1 year | -7.02% | -0.16% | -6.86% |
Max Drawdown (5Y)Largest decline over 5 years | -10.23% | -0.29% | -9.94% |
Max Drawdown (10Y)Largest decline over 10 years | -20.38% | -0.37% | -20.01% |
Current DrawdownCurrent decline from peak | -3.25% | 0.00% | -3.25% |
Average DrawdownAverage peak-to-trough decline | -3.74% | 0.00% | -3.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 0.03% | +2.35% |
Volatility
MINV.L vs. CSH2.L - Volatility Comparison
iShares Edge MSCI World Minimum Volatility UCITS ETF (MINV.L) has a higher volatility of 2.92% compared to Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) at 0.08%. This indicates that MINV.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
| MINV.L | CSH2.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 0.08% | +2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 5.81% | 0.37% | +5.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.04% | 0.61% | +9.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.74% | 0.56% | +9.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.87% | 0.44% | +11.43% |