VEA vs VXUS: returns, Sharpe ratio and drawdown

Over the past year, VEA returned +18.87% against +17.53% for VXUS. Over five years, VEA averaged +6.30% a year, compared with +5.42% for VXUS. VEA had the higher Sharpe ratio over the past year (0.82 vs 0.78), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -11.37% for VXUS and -11.78% for VEA.