IEMG vs VEA: returns, Sharpe ratio and drawdown

Over the past year, IEMG returned +20.87% against +15.82% for VEA. Over five years, VEA averaged +6.15% a year, compared with +4.79% for IEMG. IEMG had the higher Sharpe ratio over the past year (0.72 vs 0.67), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -11.78% for VEA and -13.78% for IEMG.