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RS2G.L vs. CSH2.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RS2G.L vs. CSH2.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Russell 2000 UCITS ETF USD (RS2G.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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RS2G.L vs. CSH2.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RS2G.L
Amundi Russell 2000 UCITS ETF USD
2.79%4.55%11.87%12.47%-11.37%15.31%15.83%21.59%-7.91%4.60%
CSH2.L
Lyxor Smart Overnight Return UCITS ETF C-GBP
1.06%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, RS2G.L achieves a 2.79% return, which is significantly higher than CSH2.L's 1.06% return. Over the past 10 years, RS2G.L has outperformed CSH2.L with an annualized return of 10.35%, while CSH2.L has yielded a comparatively lower 2.02% annualized return.


RS2G.L

1D
2.54%
1M
-3.08%
YTD
2.79%
6M
5.72%
1Y
22.80%
3Y*
10.47%
5Y*
4.28%
10Y*
10.35%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RS2G.L vs. CSH2.L - Expense Ratio Comparison

RS2G.L has a 0.35% expense ratio, which is higher than CSH2.L's 0.07% expense ratio.


Return for Risk

RS2G.L vs. CSH2.L — Risk / Return Rank

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

RS2G.L
RS2G.L Risk / Return Rank: 6464
Overall Rank
RS2G.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
RS2G.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
RS2G.L Omega Ratio Rank: 5353
Omega Ratio Rank
RS2G.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
RS2G.L Martin Ratio Rank: 6666
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.

RS2G.L vs. CSH2.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Russell 2000 UCITS ETF USD (RS2G.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.


RS2G.LCSH2.LDifference

Sharpe ratio

Return per unit of total volatility

1.14

7.39

-6.25

Sortino ratio

Return per unit of downside risk

1.61

13.85

-12.24

Omega ratio

Gain probability vs. loss probability

1.21

3.89

-2.68

Calmar ratio

Return relative to maximum drawdown

2.61

28.85

-26.24

Martin ratio

Return relative to average drawdown

7.40

144.45

-137.05

RS2G.L vs. CSH2.L - Sharpe Ratio Comparison

The current RS2G.L Sharpe Ratio is 1.14, which is lower than the CSH2.L Sharpe Ratio of 7.39. The chart below compares the historical Sharpe Ratios of RS2G.L and CSH2.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RS2G.LCSH2.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

7.39

-6.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

6.25

-6.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

4.57

-4.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

4.52

-3.98

Correlation

The correlation between RS2G.L and CSH2.L is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

RS2G.L vs. CSH2.L - Dividend Comparison

Neither RS2G.L nor CSH2.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RS2G.L vs. CSH2.L - Drawdown Comparison

The maximum RS2G.L drawdown since its inception was -35.05%, 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 RS2G.L and CSH2.L.


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Drawdown Indicators


RS2G.LCSH2.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.05%

-0.37%

-34.68%

Max Drawdown (1Y)

Largest decline over 1 year

-12.70%

-0.16%

-12.54%

Max Drawdown (5Y)

Largest decline over 5 years

-30.04%

-0.29%

-29.75%

Max Drawdown (10Y)

Largest decline over 10 years

-35.05%

-0.37%

-34.68%

Current Drawdown

Current decline from peak

-5.83%

0.00%

-5.83%

Average Drawdown

Average peak-to-trough decline

-8.67%

0.00%

-8.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

0.03%

+3.04%

Volatility

RS2G.L vs. CSH2.L - Volatility Comparison

Amundi Russell 2000 UCITS ETF USD (RS2G.L) has a higher volatility of 6.01% compared to Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) at 0.10%. This indicates that RS2G.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


RS2G.LCSH2.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

0.10%

+5.91%

Volatility (6M)

Calculated over the trailing 6-month period

12.74%

0.37%

+12.37%

Volatility (1Y)

Calculated over the trailing 1-year period

19.95%

0.61%

+19.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.19%

0.56%

+19.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.91%

0.44%

+20.47%