IUSG vs SCHG: returns, Sharpe ratio and drawdown

Over the past year, IUSG returned +14.39% against +8.91% for SCHG. Over five years, SCHG averaged +11.88% a year, compared with +11.23% for IUSG. IUSG had the higher Sharpe ratio over the past year (0.60 vs 0.33), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -13.30% for IUSG and -16.59% for SCHG.