XCO2.L vs. CSH2.L

Last updated Apr 3, 2026

Compare and contrast key facts about Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.L) and Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L).

XCO2.L and CSH2.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XCO2.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg Gbl Agg Corp TR USD. It was launched on Sep 13, 2019. CSH2.L is an actively managed fund by Amundi. It was launched on Mar 2, 2015.

Performance

XCO2.L vs. CSH2.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.L) and Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L). The values are adjusted to include any dividend payments, if applicable.

XCO2.L vs. CSH2.L - Yearly Performance Comparison

	2026 (YTD)	2025
XCO2.L Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc	-0.25%	4.08%
CSH2.L Lyxor Smart Overnight Return UCITS ETF C-GBP	1.04%	3.06%

Different Trading Currencies

XCO2.L is traded in GBP, while CSH2.L is traded in GBp. To make them comparable, the CSH2.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XCO2.L achieves a -0.25% return, which is significantly lower than CSH2.L's 1.04% return.

XCO2.L

• 1D: 0.10%
• 1M: -1.35%
• YTD: -0.25%
• 6M: 0.04%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CSH2.L

• 1D: -0.01%
• 1M: 0.39%
• YTD: 1.04%
• 6M: 2.16%
• 1Y: 4.53%
• 3Y*: 5.02%
• 5Y*: 3.52%
• 10Y*: 2.02%

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

XCO2.L vs. CSH2.L - Expense Ratio Comparison

XCO2.L has a 0.15% 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%.

XCO2.L

Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc

CSH2.L

Lyxor Smart Overnight Return UCITS ETF C-GBP

Return for Risk

XCO2.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.

XCO2.L vs. CSH2.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.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

	XCO2.L	CSH2.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	7.35	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	6.25	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	4.56	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	4.52	-3.58

Correlation

The correlation between XCO2.L and CSH2.L is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

XCO2.L vs. CSH2.L - Dividend Comparison

Neither XCO2.L nor CSH2.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

XCO2.L vs. CSH2.L - Drawdown Comparison

The maximum XCO2.L drawdown since its inception was -3.63%, 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 XCO2.L and CSH2.L.

Drawdown Indicators

	XCO2.L	CSH2.L	Difference
Max Drawdown Largest peak-to-trough decline	-3.63%	-0.37%	-3.26%
Max Drawdown (1Y) Largest decline over 1 year	—	-0.16%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-0.29%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-0.37%	—
Current Drawdown Current decline from peak	-2.44%	-0.01%	-2.43%
Average Drawdown Average peak-to-trough decline	-0.90%	0.00%	-0.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.03%	—

Volatility

Volatility by Period

	XCO2.L	CSH2.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.11%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.37%	—
Volatility (1Y) Calculated over the trailing 1-year period	4.36%	0.61%	+3.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.36%	0.56%	+3.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.36%	0.44%	+3.92%