SLYV vs VOO: returns, Sharpe ratio and drawdown

Over the past year, SLYV returned +23.15% against +13.45% for VOO. Over five years, VOO averaged +11.46% a year, compared with +5.62% for SLYV. SLYV had the higher Sharpe ratio over the past year (1.14 vs 0.73), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -8.90% for VOO and -9.36% for SLYV. Dividends over the past year came to 1.92% of SLYV's price, against 1.07% for VOO. Their daily returns had a correlation of 0.68 over the past year, which is moderate.

SLYV charges 0.15% a year and VOO 0.03%. Over five years, reinvested dividends added 2.22 points a year to SLYV's return and 1.55 to VOO's.