IMCG vs VOT: returns, Sharpe ratio and drawdown

Over the past year, IMCG returned +15.53% against +1.45% for VOT. Over five years, IMCG averaged +5.24% a year, compared with +2.73% for VOT. IMCG had the higher Sharpe ratio over the past year (0.68 vs -0.03), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -10.58% for IMCG and -13.36% for VOT. Dividends over the past year came to 0.67% of IMCG's price, against 0.62% for VOT. Their daily returns had a correlation of 0.97 over the past year, which is very high.

IMCG charges 0.06% a year and VOT 0.05%. Over five years, reinvested dividends added 0.84 points a year to IMCG's return and 0.72 to VOT's.