VCSH vs VUSB: returns, Sharpe ratio and drawdown

Over the past year, VUSB returned -0.86% against -3.21% for VCSH. Over five years, VUSB averaged -0.21% a year, compared with -1.10% for VCSH. VCSH had the higher Sharpe ratio over the past year (-3.23 vs -3.86), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -1.24% for VUSB and -3.97% for VCSH.