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YCSH.DE vs. ALV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YCSH.DE vs. ALV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Cash UCITS ETF EUR Acc (YCSH.DE) and Allianz SE (ALV.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YCSH.DE achieves a 0.96% return, which is significantly lower than ALV.DE's 9.05% return.


YCSH.DE

1D
0.00%
1M
0.16%
YTD
0.96%
6M
1.00%
1Y
1.98%
3Y*
5Y*
10Y*

ALV.DE

1D
0.64%
1M
4.68%
YTD
9.05%
6M
8.80%
1Y
25.28%
3Y*
30.77%
5Y*
19.34%
10Y*
18.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YCSH.DE vs. ALV.DE - Yearly Performance Comparison


2026 (YTD)20252024
YCSH.DE
iShares € Cash UCITS ETF EUR Acc
0.96%2.26%0.25%
ALV.DE
Allianz SE
9.05%37.66%1.93%

Correlation

The correlation between YCSH.DE and ALV.DE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.03

Correlation (All Time)
Calculated using the full available price history since Nov 27, 2024

-0.02

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Return for Risk

YCSH.DE vs. ALV.DE — Risk / Return Rank

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

YCSH.DE
YCSH.DE Risk / Return Rank: 100100
Overall Rank
YCSH.DE Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
YCSH.DE Sortino Ratio Rank: 100100
Sortino Ratio Rank
YCSH.DE Omega Ratio Rank: 100100
Omega Ratio Rank
YCSH.DE Calmar Ratio Rank: 100100
Calmar Ratio Rank
YCSH.DE Martin Ratio Rank: 100100
Martin Ratio Rank

ALV.DE
ALV.DE Risk / Return Rank: 7777
Overall Rank
ALV.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ALV.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
ALV.DE Omega Ratio Rank: 7676
Omega Ratio Rank
ALV.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
ALV.DE Martin Ratio Rank: 7878
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.

YCSH.DE vs. ALV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Cash UCITS ETF EUR Acc (YCSH.DE) and Allianz SE (ALV.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


YCSH.DEALV.DEDifference
Sharpe ratioReturn per unit of total volatility

+16.22

Sortino ratioReturn per unit of downside risk

+46.90

Omega ratioGain probability vs. loss probability

14.20

1.25

+12.96

Calmar ratioReturn relative to maximum drawdown

87.84

2.04

+85.81

Martin ratioReturn relative to average drawdown

781.05

5.27

+775.78

YCSH.DE vs. ALV.DE - Sharpe Ratio Comparison

The current YCSH.DE Sharpe Ratio is 17.55, which is higher than the ALV.DE Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of YCSH.DE and ALV.DE, 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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Drawdowns

YCSH.DE vs. ALV.DE - Drawdown Comparison

The maximum YCSH.DE drawdown since its inception was -0.07%, smaller than the maximum ALV.DE drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for YCSH.DE and ALV.DE.


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Drawdown Indicators


YCSH.DEALV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-0.07%

-72.68%

+72.61%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-12.35%

+12.33%

Max Drawdown (3Y)

Largest decline over 3 years

-12.35%

Max Drawdown (5Y)

Largest decline over 5 years

-27.52%

Max Drawdown (10Y)

Largest decline over 10 years

-48.71%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.00%

-16.77%

+16.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

4.78%

-4.78%

Volatility

YCSH.DE vs. ALV.DE - Volatility Comparison

The current volatility for iShares € Cash UCITS ETF EUR Acc (YCSH.DE) is 0.02%, while Allianz SE (ALV.DE) has a volatility of 5.06%. This indicates that YCSH.DE experiences smaller price fluctuations and is considered to be less risky than ALV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YCSH.DEALV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.02%

5.06%

-5.04%

Volatility (6M)

Calculated over the trailing 6-month period

0.09%

13.91%

-13.82%

Volatility (1Y)

Calculated over the trailing 1-year period

0.11%

18.95%

-18.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.20%

19.63%

-19.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.20%

22.16%

-21.96%

Dividends

YCSH.DE vs. ALV.DE - Dividend Comparison

YCSH.DE has not paid dividends to shareholders, while ALV.DE's dividend yield for the trailing twelve months is around 4.20%.


PositionTTM20252024202320222021202020192018201720162015
ALV.DE
Allianz SE
4.20%3.94%4.66%4.71%5.38%4.62%4.78%4.12%4.57%3.97%4.65%4.19%
YCSH.DE
iShares € Cash UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


YCSH.DE and ALV.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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