AVUS vs DFUS: returns, Sharpe ratio and drawdown

Over the past year, AVUS returned +18.02% against +13.70% for DFUS. Over five years, AVUS averaged +11.10% a year, compared with +11.10% for DFUS. AVUS had the higher Sharpe ratio over the past year (1.04 vs 0.72), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -7.85% for AVUS and -8.96% for DFUS. Dividends over the past year came to 0.94% of AVUS's price, against 0.88% for DFUS. Their daily returns had a correlation of 0.98 over the past year, which is very high.

AVUS charges 0.15% a year and DFUS 0.09%. Over five years, reinvested dividends added 1.46 points a year to AVUS's return and 1.33 to DFUS's.