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PRIT.L vs. CSH2.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRIT.L vs. CSH2.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L) and Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRIT.L achieves a -0.24% return, which is significantly lower than CSH2.L's 1.71% return.


PRIT.L

1D
0.02%
1M
1.17%
YTD
-0.24%
6M
-0.95%
1Y
4.33%
3Y*
0.28%
5Y*
0.68%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRIT.L vs. CSH2.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PRIT.L
Amundi Prime US Treasury UCITS ETF DR (D)
-0.24%-1.06%2.57%-1.73%-1.79%-0.98%4.03%5.36%
CSH2.L
Lyxor Smart Overnight Return UCITS ETF C-GBP
1.71%4.67%5.61%4.72%1.54%0.13%0.30%0.66%

Correlation

The correlation between PRIT.L and CSH2.L 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

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2019

0.02

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Return for Risk

PRIT.L vs. CSH2.L — Risk / Return Rank

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

PRIT.L
PRIT.L Risk / Return Rank: 2020
Overall Rank
PRIT.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PRIT.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
PRIT.L Omega Ratio Rank: 2020
Omega Ratio Rank
PRIT.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
PRIT.L Martin Ratio Rank: 1818
Martin Ratio Rank

CSH2.L
CSH2.L Risk / Return Rank: 9999
Overall Rank
CSH2.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CSH2.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
CSH2.L Omega Ratio Rank: 9999
Omega Ratio Rank
CSH2.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
CSH2.L Martin Ratio Rank: 9999
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.

PRIT.L vs. CSH2.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.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.


PRIT.LCSH2.LDifference
Sharpe ratioReturn per unit of total volatility

-7.32

Sortino ratioReturn per unit of downside risk

-13.94

Omega ratioGain probability vs. loss probability

1.12

4.37

-3.24

Calmar ratioReturn relative to maximum drawdown

0.83

27.61

-26.78

Martin ratioReturn relative to average drawdown

1.98

158.77

-156.79

PRIT.L vs. CSH2.L - Sharpe Ratio Comparison

The current PRIT.L Sharpe Ratio is 0.71, which is lower than the CSH2.L Sharpe Ratio of 8.04. The chart below compares the historical Sharpe Ratios of PRIT.L and CSH2.L, 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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Sharpe Ratios by Period


PRIT.LCSH2.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

8.04

-7.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

6.48

-6.41

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

-4.53

Drawdowns

PRIT.L vs. CSH2.L - Drawdown Comparison

The maximum PRIT.L drawdown since its inception was -20.06%, 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 PRIT.L and CSH2.L.


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Drawdown Indicators


PRIT.LCSH2.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.06%

-0.37%

-19.69%

Max Drawdown (1Y)

Largest decline over 1 year

-5.19%

-0.16%

-5.03%

Max Drawdown (3Y)

Largest decline over 3 years

-8.33%

-0.29%

-8.04%

Max Drawdown (5Y)

Largest decline over 5 years

-16.09%

-0.29%

-15.80%

Max Drawdown (10Y)

Largest decline over 10 years

-0.37%

Current Drawdown

Current decline from peak

-15.03%

0.00%

-15.03%

Average Drawdown

Average peak-to-trough decline

-12.54%

-0.00%

-12.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

0.03%

+2.16%

Volatility

PRIT.L vs. CSH2.L - Volatility Comparison

Amundi Prime US Treasury UCITS ETF DR (D) (PRIT.L) has a higher volatility of 1.52% compared to Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) at 0.08%. This indicates that PRIT.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


PRIT.LCSH2.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

0.08%

+1.44%

Volatility (6M)

Calculated over the trailing 6-month period

4.44%

0.25%

+4.19%

Volatility (1Y)

Calculated over the trailing 1-year period

6.04%

0.54%

+5.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.89%

0.56%

+8.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.33%

0.44%

+8.89%

PRIT.L vs. CSH2.L - Expense Ratio Comparison

PRIT.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

PRIT.L vs. CSH2.L - Dividend Comparison

PRIT.L's dividend yield for the trailing twelve months is around 3.23%, while CSH2.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020
CSH2.L
Lyxor Smart Overnight Return UCITS ETF C-GBP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRIT.L
Amundi Prime US Treasury UCITS ETF DR (D)
3.23%3.22%2.79%2.34%1.87%1.74%2.11%

Frequently Asked Questions


PRIT.L and CSH2.L 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, PRIT.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRIT.L is cheaper with a 0.05% expense ratio, compared with 0.07% for CSH2.L.

PRIT.L is categorized as Government Bonds, while CSH2.L is Money Market. Their fees differ too: 0.05% for PRIT.L and 0.07% for CSH2.L.

Portfolio Optimizer

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