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

Performance

YIEL.L vs. CSH2.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (YIEL.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

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

Returns By Period

In the year-to-date period, YIEL.L achieves a 0.46% return, which is significantly lower than CSH2.L's 2.63% return. Over the past 10 years, YIEL.L has outperformed CSH2.L with an annualized return of 2.74%, while CSH2.L has yielded a comparatively lower 1.11% annualized return.


YIEL.L

1D
0.06%
1M
1.02%
YTD
0.46%
6M
1.13%
1Y
3.83%
3Y*
6.51%
5Y*
2.09%
10Y*
2.74%

CSH2.L

1D
0.00%
1M
0.15%
YTD
2.63%
6M
3.08%
1Y
1.62%
3Y*
4.84%
5Y*
3.52%
10Y*
1.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
YIEL.L
Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist
0.46%5.74%6.35%9.75%-11.03%1.61%1.47%10.54%-4.50%4.48%
CSH2.L
Lyxor Smart Overnight Return UCITS ETF C-GBP
2.65%-0.79%10.71%6.94%-3.70%6.64%-5.15%7.23%-0.54%-3.53%

Correlation

The correlation between YIEL.L and CSH2.L is 0.10, 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

0.10

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

0.13

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

0.11

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

0.12

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2015

0.14

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Return for Risk

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

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

YIEL.L
YIEL.L Risk / Return Rank: 3333
Overall Rank
YIEL.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
YIEL.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
YIEL.L Omega Ratio Rank: 3636
Omega Ratio Rank
YIEL.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
YIEL.L Martin Ratio Rank: 3535
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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (YIEL.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.


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

+0.74

Sortino ratioReturn per unit of downside risk

+1.26

Omega ratioGain probability vs. loss probability

1.23

1.07

+0.16

Calmar ratioReturn relative to maximum drawdown

1.21

0.53

+0.67

Martin ratioReturn relative to average drawdown

5.11

1.06

+4.04

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

The current YIEL.L Sharpe Ratio is 1.13, which is higher than the CSH2.L Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of YIEL.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


YIEL.LCSH2.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

0.40

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.64

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.16

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.05

+0.54

Drawdowns

YIEL.L vs. CSH2.L - Drawdown Comparison

The maximum YIEL.L drawdown since its inception was -25.67%, which is greater than CSH2.L's maximum drawdown of -24.26%. Use the drawdown chart below to compare losses from any high point for YIEL.L and CSH2.L.


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Drawdown Indicators


YIEL.LCSH2.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.67%

-24.26%

-1.41%

Max Drawdown (1Y)

Largest decline over 1 year

-3.16%

-3.03%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-3.65%

-4.44%

+0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-16.59%

-7.40%

-9.19%

Max Drawdown (10Y)

Largest decline over 10 years

-25.67%

-16.81%

-8.86%

Current Drawdown

Current decline from peak

-0.15%

-0.81%

+0.66%

Average Drawdown

Average peak-to-trough decline

-2.78%

-13.87%

+11.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

1.52%

-0.77%

Volatility

YIEL.L vs. CSH2.L - Volatility Comparison

The current volatility for Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (YIEL.L) is 0.93%, while Lyxor Smart Overnight Return UCITS ETF C-GBP (CSH2.L) has a volatility of 1.05%. This indicates that YIEL.L experiences smaller price fluctuations and is considered to be less risky 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


YIEL.LCSH2.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

1.05%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.97%

2.65%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

3.37%

4.07%

-0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.41%

5.45%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.00%

7.07%

-0.07%

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

YIEL.L has a 0.25% 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

YIEL.L vs. CSH2.L - Dividend Comparison

YIEL.L's dividend yield for the trailing twelve months is around 4.05%, while CSH2.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CSH2.L
Lyxor Smart Overnight Return UCITS ETF C-GBP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
YIEL.L
Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist
4.05%4.07%2.29%3.31%3.55%2.85%3.16%3.67%4.00%4.05%4.80%4.41%

Frequently Asked Questions


YIEL.L and CSH2.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

CSH2.L is cheaper with a 0.07% expense ratio, compared with 0.25% for YIEL.L.

YIEL.L is categorized as European High Yield Bonds, while CSH2.L is Money Market. Their fees differ too: 0.25% for YIEL.L and 0.07% for CSH2.L.

Portfolio Optimizer

Find the right allocation for YIEL.L and CSH2.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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