ACWV vs USMV: returns, Sharpe ratio and drawdown

Over the past year, USMV returned +12.02% against +11.34% for ACWV. Over five years, USMV averaged +7.55% a year, compared with +6.42% for ACWV. USMV had the higher Sharpe ratio over the past year (0.86 vs 0.81), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -6.37% for ACWV and -6.46% for USMV. Dividends over the past year came to 1.83% of ACWV's price, against 1.37% for USMV.