PRIP.L vs. CSH2.L
PRIP.L (Amundi Prime US Corporates UCITS ETF DR (D)) and CSH2.L (Lyxor Smart Overnight Return UCITS ETF C-GBP) are both exchange-traded funds - PRIP.L is a Corporate Bonds fund tracking the Bloomberg US Corp Bond TR USD, while CSH2.L is a Money Market fund actively managed by Amundi. PRIP.L is passively managed, while CSH2.L is actively managed. Over the past year, PRIP.L returned 1.83% vs 4.37% for CSH2.L. At a correlation of -0.02, they often move in opposite directions. PRIP.L charges 0.05%/yr vs 0.07%/yr for CSH2.L.
Performance
PRIP.L vs. CSH2.L - Performance Comparison
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Returns By Period
In the year-to-date period, PRIP.L achieves a -0.05% return, which is significantly lower than CSH2.L's 1.71% return.
PRIP.L
- 1D
- -0.13%
- 1M
- 1.71%
- YTD
- -0.05%
- 6M
- -5.09%
- 1Y
- 1.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CSH2.L
- 1D
- 0.01%
- 1M
- 0.35%
- YTD
- 1.71%
- 6M
- 2.09%
- 1Y
- 4.37%
- 3Y*
- 4.99%
- 5Y*
- 3.65%
- 10Y*
- 2.07%
PRIP.L vs. CSH2.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PRIP.L Amundi Prime US Corporates UCITS ETF DR (D) | -0.05% | 0.86% |
CSH2.L Lyxor Smart Overnight Return UCITS ETF C-GBP | 1.71% | 3.06% |
Correlation
The correlation between PRIP.L and CSH2.L is -0.00, 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 | -0.00 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2025 | -0.02 |
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Return for Risk
PRIP.L vs. CSH2.L — Risk / Return Rank
PRIP.L
CSH2.L
PRIP.L vs. CSH2.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.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.
| PRIP.L | CSH2.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -7.81 | ||
| Sortino ratioReturn per unit of downside risk | -14.69 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 4.37 | -3.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.20 | 27.61 | -27.41 |
| Martin ratioReturn relative to average drawdown | 0.37 | 158.77 | -158.40 |
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
| PRIP.L | CSH2.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | 8.04 | -7.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 6.48 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 4.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 4.61 | -4.52 |
Drawdowns
PRIP.L vs. CSH2.L - Drawdown Comparison
The maximum PRIP.L drawdown since its inception was -9.14%, 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 PRIP.L and CSH2.L.
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Drawdown Indicators
| PRIP.L | CSH2.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.14% | -0.37% | -8.77% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -0.16% | -8.98% |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.29% | — |
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 | -6.78% | 0.00% | -6.78% |
Average DrawdownAverage peak-to-trough decline | -3.49% | -0.00% | -3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.95% | 0.03% | +4.92% |
Volatility
PRIP.L vs. CSH2.L - Volatility Comparison
Amundi Prime US Corporates UCITS ETF DR (D) (PRIP.L) has a higher volatility of 1.68% compared to Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) at 0.08%. This indicates that PRIP.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
| PRIP.L | CSH2.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.68% | 0.08% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 6.61% | 0.25% | +6.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.82% | 0.54% | +7.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.90% | 0.56% | +7.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.90% | 0.44% | +7.46% |
PRIP.L vs. CSH2.L - Expense Ratio Comparison
PRIP.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%.
Dividends
PRIP.L vs. CSH2.L - Dividend Comparison
Neither PRIP.L nor CSH2.L has paid dividends to shareholders.
Frequently Asked Questions
PRIP.L and CSH2.L have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PRIP.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRIP.L is cheaper with a 0.05% expense ratio, compared with 0.07% for CSH2.L.
PRIP.L is categorized as Corporate Bonds, while CSH2.L is Money Market. Their fees differ too: 0.05% for PRIP.L and 0.07% for CSH2.L.
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