BBCA vs EWC: returns, Sharpe ratio and drawdown

Over the past year, BBCA returned +24.45% against +23.38% for EWC. Over five years, BBCA averaged +11.39% a year, compared with +11.17% for EWC. BBCA had the higher Sharpe ratio over the past year (1.31 vs 1.23), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -8.43% for BBCA and -8.51% for EWC. Dividends over the past year came to 1.67% of BBCA's price, against 1.23% for EWC. Their daily returns had a correlation of 1.00 over the past year, which is very high.

BBCA charges 0.19% a year and EWC 0.50%. Over five years, reinvested dividends added 2.55 points a year to BBCA's return and 2.21 to EWC's.