AVUS vs VOO: returns, Sharpe ratio and drawdown

Over the past year, AVUS returned +18.02% against +13.45% for VOO. Over five years, VOO averaged +11.46% a year, compared with +11.10% for AVUS. AVUS had the higher Sharpe ratio over the past year (1.04 vs 0.73), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -7.85% for AVUS and -8.90% for VOO. Dividends over the past year came to 1.07% of VOO's price, against 0.94% for AVUS. Their daily returns had a correlation of 0.97 over the past year, which is very high.

AVUS charges 0.15% a year and VOO 0.03%. Over five years, reinvested dividends added 1.46 points a year to AVUS's return and 1.55 to VOO's.