VEU vs VEA: returns, Sharpe ratio and drawdown

Over the past year, VEA returned +18.87% against +17.98% for VEU. Over five years, VEA averaged +6.30% a year, compared with +5.73% for VEU. VEA had the higher Sharpe ratio over the past year (0.82 vs 0.80), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -11.56% for VEU and -11.78% for VEA.