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XGSD.L vs. CSH.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGSD.L vs. CSH.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.L) and Amundi EUR Overnight Return UCITS ETF Acc (CSH.PA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XGSD.L is traded in GBp, while CSH.PA is traded in EUR. To make them comparable, the CSH.PA values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XGSD.L achieves a 12.80% return, which is significantly higher than CSH.PA's 0.04% return. Over the past 10 years, XGSD.L has outperformed CSH.PA with an annualized return of 10.06%, while CSH.PA has yielded a comparatively lower 1.90% annualized return.


XGSD.L

1D
0.46%
1M
2.73%
YTD
12.80%
6M
14.57%
1Y
33.44%
3Y*
19.25%
5Y*
11.03%
10Y*
10.06%

CSH.PA

1D
0.13%
1M
0.41%
YTD
0.04%
6M
0.01%
1Y
4.75%
3Y*
3.11%
5Y*
2.03%
10Y*
1.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGSD.L vs. CSH.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XGSD.L
Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D
12.80%25.50%9.10%2.81%4.26%14.86%-4.16%16.96%-5.61%7.02%
CSH.PA
Amundi EUR Overnight Return UCITS ETF Acc
0.04%7.72%-1.02%1.16%5.11%-6.54%7.70%-6.25%0.43%3.80%

Correlation

The correlation between XGSD.L and CSH.PA is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2008

0.19

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Return for Risk

XGSD.L vs. CSH.PA — Risk / Return Rank

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

XGSD.L
XGSD.L Risk / Return Rank: 9595
Overall Rank
XGSD.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
XGSD.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
XGSD.L Omega Ratio Rank: 9595
Omega Ratio Rank
XGSD.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
XGSD.L Martin Ratio Rank: 9494
Martin Ratio Rank

CSH.PA
CSH.PA Risk / Return Rank: 9797
Overall Rank
CSH.PA Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CSH.PA Sortino Ratio Rank: 9797
Sortino Ratio Rank
CSH.PA Omega Ratio Rank: 9797
Omega Ratio Rank
CSH.PA Calmar Ratio Rank: 9797
Calmar Ratio Rank
CSH.PA Martin Ratio Rank: 9898
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.

XGSD.L vs. CSH.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.L) and Amundi EUR Overnight Return UCITS ETF Acc (CSH.PA). 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.


XGSD.LCSH.PADifference
Sharpe ratioReturn per unit of total volatility

+2.76

Sortino ratioReturn per unit of downside risk

+3.65

Omega ratioGain probability vs. loss probability

1.74

1.21

+0.53

Calmar ratioReturn relative to maximum drawdown

6.99

2.39

+4.60

Martin ratioReturn relative to average drawdown

26.29

5.24

+21.05

XGSD.L vs. CSH.PA - Sharpe Ratio Comparison

The current XGSD.L Sharpe Ratio is 3.93, which is higher than the CSH.PA Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of XGSD.L and CSH.PA, 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


XGSD.LCSH.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.93

1.17

+2.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.37

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.26

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.20

+0.12

Drawdowns

XGSD.L vs. CSH.PA - Drawdown Comparison

The maximum XGSD.L drawdown since its inception was -57.01%, which is greater than CSH.PA's maximum drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for XGSD.L and CSH.PA.


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Drawdown Indicators


XGSD.LCSH.PADifference

Max Drawdown

Largest peak-to-trough decline

-57.01%

-27.56%

-29.45%

Max Drawdown (1Y)

Largest decline over 1 year

-4.76%

-1.96%

-2.80%

Max Drawdown (3Y)

Largest decline over 3 years

-11.54%

-3.28%

-8.26%

Max Drawdown (5Y)

Largest decline over 5 years

-15.37%

-4.89%

-10.48%

Max Drawdown (10Y)

Largest decline over 10 years

-31.91%

-11.66%

-20.25%

Current Drawdown

Current decline from peak

-0.39%

-1.25%

+0.86%

Average Drawdown

Average peak-to-trough decline

-9.32%

-10.49%

+1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

0.90%

+0.37%

Volatility

XGSD.L vs. CSH.PA - Volatility Comparison

Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.L) has a higher volatility of 2.50% compared to Amundi EUR Overnight Return UCITS ETF Acc (CSH.PA) at 1.04%. This indicates that XGSD.L's price experiences larger fluctuations and is considered to be riskier than CSH.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGSD.LCSH.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

1.04%

+1.46%

Volatility (6M)

Calculated over the trailing 6-month period

6.35%

2.65%

+3.70%

Volatility (1Y)

Calculated over the trailing 1-year period

8.47%

4.01%

+4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.47%

5.37%

+6.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.26%

7.11%

+7.15%

XGSD.L vs. CSH.PA - Expense Ratio Comparison

XGSD.L has a 0.50% expense ratio, which is higher than CSH.PA's 0.10% expense ratio.


Dividends

XGSD.L vs. CSH.PA - Dividend Comparison

XGSD.L's dividend yield for the trailing twelve months is around 4.15%, while CSH.PA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CSH.PA
Amundi EUR Overnight Return UCITS ETF Acc
0.00%0.00%0.00%0.00%0.05%0.05%2.60%0.00%0.00%0.00%0.00%0.00%
XGSD.L
Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D
4.15%4.60%6.39%7.50%8.70%4.77%5.38%4.26%4.68%3.57%2.76%0.03%

Frequently Asked Questions


XGSD.L and CSH.PA have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSH.PA is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSH.PA is cheaper with a 0.10% expense ratio, compared with 0.50% for XGSD.L.

XGSD.L is categorized as Global Equity Income, while CSH.PA is Money Market. XGSD.L tracks STOXX Global Select Dividend 100, while CSH.PA tracks Solactive Euro Overnight Return Index. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.50% for XGSD.L and 0.10% for CSH.PA.

Portfolio Optimizer

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