EFA vs VEA: returns, Sharpe ratio and drawdown

Over the past year, VEA returned +18.87% against +12.10% for EFA. Over five years, VEA averaged +6.30% a year, compared with +5.29% for EFA. VEA had the higher Sharpe ratio over the past year (0.82 vs 0.52), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -11.42% for EFA and -11.78% for VEA.