IWF vs VONG: returns, Sharpe ratio and drawdown

Over the past year, VONG returned +2.83% against +2.80% for IWF. Over five years, VONG averaged +10.37% a year, compared with +10.34% for IWF. VONG had the higher Sharpe ratio over the past year (-0.01 vs -0.01), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -16.43% for IWF and -16.43% for VONG.