RUSG.L vs. CSH2.L

Last updated Jun 5, 2026

RUSG.L (Lyxor Russell 1000 Growth UCITS ETF) and CSH2.L (Lyxor Smart Overnight Return UCITS ETF C-GBP) are both exchange-traded funds - RUSG.L is a Large Cap Growth Equities fund tracking the Russell 1000 Growth Net Index, while CSH2.L is a Money Market fund actively managed by Amundi. RUSG.L is passively managed, while CSH2.L is actively managed. At a 0.15 correlation, their price movements are largely independent. RUSG.L charges 0.19%/yr vs 0.07%/yr for CSH2.L.

Performance

RUSG.L vs. CSH2.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor Russell 1000 Growth UCITS ETF (RUSG.L) and Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

RUSG.L is traded in USD, while CSH2.L is traded in GBp. To make them comparable, the CSH2.L values have been converted to USD using the latest available exchange rates.

Returns By Period

RUSG.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CSH2.L

• 1D: 0.08%
• 1M: -0.49%
• YTD: 1.49%
• 6M: 2.83%
• 1Y: 3.38%
• 3Y*: 7.71%
• 5Y*: 2.57%
• 10Y*: 1.33%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RUSG.L Lyxor Russell 1000 Growth UCITS ETF	0.00%	0.00%	24.09%	43.28%	-30.45%	29.15%	38.14%	35.28%	-2.66%	30.31%
CSH2.L Lyxor Smart Overnight Return UCITS ETF C-GBP	1.49%	12.57%	3.85%	10.24%	-9.32%	-0.78%	3.37%	4.86%	-5.00%	9.98%

Correlation

The correlation between RUSG.L and CSH2.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (10Y) Calculated over the trailing 10-year period	0.15
Correlation (All Time) Calculated using the full available price history since Jun 11, 2015	0.15

The correlation between RUSG.L and CSH2.L shifts across timeframes, from 0.08 (3 years) to 0.22 (5 years), reflecting how their relationship changes across market environments.

RUSG.L vs. CSH2.L - Sectors Allocation Comparison

Sectors	RUSG.L	CSH2.L
Technology	49.3%	35.9%
Consumer Cyclical	14.8%	13.9%
Communication Services	14.0%	13.9%
Financial Services	6.7%	10.4%
Healthcare	6.5%	11.3%
Consumer Defensive	3.5%	4.9%
Industrials	3.5%	6.3%
Basic Materials	0.6%	1.0%
Real Estate	0.5%	0.0%
Energy	0.4%	1.4%
Utilities	0.3%	1.1%

Return for Risk

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

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

CSH2.L

CSH2.L Risk / Return Rank: 99
CSH2.L Sharpe Ratio Rank: 99
CSH2.L Sortino Ratio Rank: 99
CSH2.L Omega Ratio Rank: 99
CSH2.L Calmar Ratio Rank: 99
CSH2.L Martin Ratio Rank: 99

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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor Russell 1000 Growth UCITS ETF (RUSG.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	RUSG.L	CSH2.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.51	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.30	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.14	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.07	—

Drawdowns

Drawdown Indicators

	RUSG.L	CSH2.L	Difference
Max Drawdown Largest peak-to-trough decline	—	-29.83%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-4.11%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-7.81%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.98%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-25.51%	—
Current Drawdown Current decline from peak	—	-1.62%	—
Average Drawdown Average peak-to-trough decline	—	-12.73%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.88%	—

Volatility

Volatility by Period

	RUSG.L	CSH2.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.81%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.94%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	6.62%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	8.55%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	9.36%	—

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

RUSG.L has a 0.19% expense ratio, which is higher than CSH2.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

RUSG.L vs. CSH2.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both RUSG.L and CSH2.L in my portfolio?

RUSG.L and CSH2.L have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RUSG.L or CSH2.L?

On fees, CSH2.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RUSG.L or CSH2.L?

CSH2.L is cheaper with a 0.07% expense ratio, compared with 0.19% for RUSG.L.

What is the main difference between RUSG.L and CSH2.L?

RUSG.L is categorized as Large Cap Growth Equities, while CSH2.L is Money Market. Their fees differ too: 0.19% for RUSG.L and 0.07% for CSH2.L.