EUSA vs VTI: returns, Sharpe ratio and drawdown

Over the past year, EUSA returned +15.47% against +13.65% for VTI. Over five years, VTI averaged +10.38% a year, compared with +6.84% for EUSA. EUSA had the higher Sharpe ratio over the past year (0.92 vs 0.73), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -7.82% for EUSA and -8.92% for VTI. Dividends over the past year came to 1.39% of EUSA's price, against 1.06% for VTI. Their daily returns had a correlation of 0.86 over the past year, which is high.

EUSA charges 0.09% a year and VTI 0.03%. Over five years, reinvested dividends added 1.66 points a year to EUSA's return and 1.52 to VTI's.