MWOZ.L vs. CSH2.L
Compare and contrast key facts about Amundi Prime Global UCITS ETF Dist (MWOZ.L) and Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L).
MWOZ.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. MWOZ.L is a passively managed fund by Amundi that tracks the performance of the Solactive GBS Developed Markets Large & Mid Cap Index. It was launched on Nov 22, 2024. CSH2.L is an actively managed fund by Amundi. It was launched on Mar 2, 2015.
Performance
MWOZ.L vs. CSH2.L - Performance Comparison
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MWOZ.L vs. CSH2.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MWOZ.L Amundi Prime Global UCITS ETF Dist | -2.67% | 6.59% |
CSH2.L Lyxor Smart Overnight Return UCITS ETF C-GBP | 1.06% | 4.19% |
Different Trading Currencies
MWOZ.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, MWOZ.L achieves a -2.67% return, which is significantly lower than CSH2.L's 1.06% return.
MWOZ.L
- 1D
- 1.91%
- 1M
- -3.40%
- YTD
- -2.67%
- 6M
- 0.93%
- 1Y
- 15.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CSH2.L
- 1D
- 0.08%
- 1M
- 0.41%
- YTD
- 1.06%
- 6M
- 2.25%
- 1Y
- 4.56%
- 3Y*
- 5.03%
- 5Y*
- 3.52%
- 10Y*
- 2.02%
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MWOZ.L vs. CSH2.L - Expense Ratio Comparison
MWOZ.L has a 0.05% expense ratio, which is lower than CSH2.L's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
MWOZ.L vs. CSH2.L — Risk / Return Rank
MWOZ.L
CSH2.L
MWOZ.L vs. CSH2.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global UCITS ETF Dist (MWOZ.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.
| MWOZ.L | CSH2.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 7.39 | -6.29 |
Sortino ratioReturn per unit of downside risk | 1.56 | 13.85 | -12.29 |
Omega ratioGain probability vs. loss probability | 1.23 | 3.89 | -2.67 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 28.85 | -26.81 |
Martin ratioReturn relative to average drawdown | 7.65 | 144.45 | -136.80 |
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
| MWOZ.L | CSH2.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 7.39 | -6.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 6.25 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 4.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 4.52 | -4.30 |
Correlation
The correlation between MWOZ.L and CSH2.L is 0.04, 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
MWOZ.L vs. CSH2.L - Dividend Comparison
Neither MWOZ.L nor CSH2.L has paid dividends to shareholders.
Drawdowns
MWOZ.L vs. CSH2.L - Drawdown Comparison
The maximum MWOZ.L drawdown since its inception was -19.89%, 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 MWOZ.L and CSH2.L.
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Drawdown Indicators
| MWOZ.L | CSH2.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.89% | -0.37% | -19.52% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -0.16% | -10.26% |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.29% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -0.37% | — |
Current DrawdownCurrent decline from peak | -4.87% | 0.00% | -4.87% |
Average DrawdownAverage peak-to-trough decline | -4.41% | 0.00% | -4.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 0.03% | +2.04% |
Volatility
MWOZ.L vs. CSH2.L - Volatility Comparison
Amundi Prime Global UCITS ETF Dist (MWOZ.L) has a higher volatility of 4.30% compared to Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) at 0.10%. This indicates that MWOZ.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
| MWOZ.L | CSH2.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 0.10% | +4.20% |
Volatility (6M)Calculated over the trailing 6-month period | 8.28% | 0.37% | +7.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.34% | 0.61% | +13.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 0.56% | +14.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.60% | 0.44% | +14.16% |