IVW vs IVV: returns, Sharpe ratio and drawdown

Over the past year, IVW returned +22.78% against +19.17% for IVV. Over five years, IVW averaged +13.63% a year, compared with +11.84% for IVV. IVV had the higher Sharpe ratio over the past year (1.10 vs 1.00), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for IVV and -13.91% for IVW.