ACWI vs VOO: returns, Sharpe ratio and drawdown

Over the past year, VOO returned +15.26% against +14.67% for ACWI. Over five years, VOO averaged +11.69% a year, compared with +9.07% for ACWI. VOO had the higher Sharpe ratio over the past year (0.82 vs 0.73), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.19% for VOO and -9.73% for ACWI.