USMV vs IVV: returns, Sharpe ratio and drawdown

Over the past year, IVV returned +15.23% against +5.42% for USMV. Over five years, IVV averaged +11.70% a year, compared with +5.74% for USMV. IVV had the higher Sharpe ratio over the past year (0.82 vs 0.14), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -6.84% for USMV and -9.13% for IVV.