EFA vs IEUR: returns, Sharpe ratio and drawdown

Over the past year, EFA returned +8.67% against +6.96% for IEUR. Over five years, EFA averaged +5.20% a year, compared with +4.73% for IEUR. EFA had the higher Sharpe ratio over the past year (0.32 vs 0.22), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -11.42% for EFA and -12.04% for IEUR.