ILCG vs VUG: returns, Sharpe ratio and drawdown

Over the past year, VUG returned +5.03% against +4.35% for ILCG. Over five years, VUG averaged +10.10% a year, compared with +8.84% for ILCG. VUG had the higher Sharpe ratio over the past year (0.16 vs 0.13), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -14.17% for ILCG and -15.08% for VUG. Dividends over the past year came to 0.44% of ILCG's price, against 0.41% for VUG. Their daily returns had a correlation of 0.97 over the past year, which is very high.

ILCG charges 0.04% a year and VUG 0.03%. Over five years, reinvested dividends added 0.64 points a year to ILCG's return and 0.60 to VUG's.