DFAU vs DFUS: returns, Sharpe ratio and drawdown

Over the past year, DFAU returned +14.52% against +13.70% for DFUS. Over five years, DFUS averaged +11.10% a year, compared with +10.96% for DFAU. DFAU had the higher Sharpe ratio over the past year (0.80 vs 0.72), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -8.67% for DFAU and -8.96% for DFUS. Dividends over the past year came to 0.91% of DFAU's price, against 0.88% for DFUS. Their daily returns had a correlation of 1.00 over the past year, which is very high.

DFAU charges 0.12% a year and DFUS 0.09%. Over five years, reinvested dividends added 1.33 points a year to DFAU's return and 1.33 to DFUS's.