PRIT.L vs. CSH2.L
PRIT.L (Amundi Prime US Treasury UCITS ETF DR (D)) and CSH2.L (Lyxor Smart Overnight Return UCITS ETF C-GBP) are both exchange-traded funds - PRIT.L is a Government Bonds fund tracking the Solactive US Treasury Bond Index, while CSH2.L is a Money Market fund actively managed by Amundi. PRIT.L is passively managed, while CSH2.L is actively managed. Over the past 5 years, PRIT.L returned 0.68%/yr vs 3.65%/yr for CSH2.L. At a 0.02 correlation, their price movements are largely independent. PRIT.L charges 0.05%/yr vs 0.07%/yr for CSH2.L.
Performance
PRIT.L vs. CSH2.L - Performance Comparison
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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%
PRIT.L vs. CSH2.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
PRIT.L
CSH2.L
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.L | CSH2.L | Difference | |
|---|---|---|---|
| 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 |
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
| PRIT.L | CSH2.L | Difference | |
|---|---|---|---|
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.L | CSH2.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -15.03% | 0.00% | -15.03% |
Average DrawdownAverage peak-to-trough decline | -12.54% | -0.00% | -12.54% |
Ulcer IndexDepth 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.L | CSH2.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
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.
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