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U10C.L vs. CSH2.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

U10C.L vs. CSH2.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi US Treasury Bond 10+Y UCITS ETF Acc (U10C.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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Different Trading Currencies

U10C.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

In the year-to-date period, U10C.L achieves a -1.06% return, which is significantly lower than CSH2.L's 1.49% return.


U10C.L

1D
0.35%
1M
0.63%
YTD
-1.06%
6M
-0.98%
1Y
4.22%
3Y*
-0.64%
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)

U10C.L vs. CSH2.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
U10C.L
Amundi US Treasury Bond 10+Y UCITS ETF Acc
-1.06%5.51%-5.71%2.61%-28.28%-1.82%
CSH2.L
Lyxor Smart Overnight Return UCITS ETF C-GBP
1.49%12.57%3.85%10.24%-9.32%-1.81%

Correlation

The correlation between U10C.L and CSH2.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2021

0.16

The correlation between U10C.L and CSH2.L shifts across timeframes, from 0.16 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

U10C.L vs. CSH2.L — Risk / Return Rank

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

U10C.L
U10C.L Risk / Return Rank: 1616
Overall Rank
U10C.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
U10C.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
U10C.L Omega Ratio Rank: 1515
Omega Ratio Rank
U10C.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
U10C.L Martin Ratio Rank: 1717
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.

U10C.L vs. CSH2.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi US Treasury Bond 10+Y UCITS ETF Acc (U10C.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.


U10C.LCSH2.LDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.08

1.09

-0.01

Calmar ratioReturn relative to maximum drawdown

0.60

0.82

-0.22

Martin ratioReturn relative to average drawdown

1.59

1.79

-0.20

U10C.L vs. CSH2.L - Sharpe Ratio Comparison

The current U10C.L Sharpe Ratio is 0.48, which is comparable to the CSH2.L Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of U10C.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


U10C.LCSH2.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

0.51

-0.03

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

-0.50

0.07

-0.57

Drawdowns

U10C.L vs. CSH2.L - Drawdown Comparison

The maximum U10C.L drawdown since its inception was -40.18%, which is greater than CSH2.L's maximum drawdown of -29.83%. Use the drawdown chart below to compare losses from any high point for U10C.L and CSH2.L.


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Drawdown Indicators


U10C.LCSH2.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.18%

-29.83%

-10.35%

Max Drawdown (1Y)

Largest decline over 1 year

-6.99%

-4.11%

-2.88%

Max Drawdown (3Y)

Largest decline over 3 years

-17.05%

-7.81%

-9.24%

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

-30.22%

-1.62%

-28.60%

Average Drawdown

Average peak-to-trough decline

-27.31%

-12.73%

-14.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

1.88%

+0.77%

Volatility

U10C.L vs. CSH2.L - Volatility Comparison

Amundi US Treasury Bond 10+Y UCITS ETF Acc (U10C.L) has a higher volatility of 3.14% compared to Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) at 1.81%. This indicates that U10C.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


U10C.LCSH2.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

1.81%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

6.07%

4.94%

+1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

8.82%

6.62%

+2.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.98%

8.55%

+5.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.98%

9.36%

+4.62%

U10C.L vs. CSH2.L - Expense Ratio Comparison

U10C.L has a 0.06% 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

U10C.L vs. CSH2.L - Dividend Comparison

Neither U10C.L nor CSH2.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


U10C.L and CSH2.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, U10C.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

U10C.L is cheaper with a 0.06% expense ratio, compared with 0.07% for CSH2.L.

U10C.L is categorized as Government Bonds, while CSH2.L is Money Market. Their fees differ too: 0.06% for U10C.L and 0.07% for CSH2.L.

Portfolio Optimizer

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