VTHR vs VOO: returns, Sharpe ratio and drawdown

Over the past year, VTHR returned +13.63% against +13.45% for VOO. Over five years, VOO averaged +11.46% a year, compared with +10.41% for VTHR. VTHR had the higher Sharpe ratio over the past year (0.73 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 -8.91% for VTHR. Dividends over the past year came to 1.07% of VOO's price, against 1.04% for VTHR. Their daily returns had a correlation of 0.99 over the past year, which is very high.

VTHR charges 0.06% a year and VOO 0.03%. Over five years, reinvested dividends added 1.46 points a year to VTHR's return and 1.55 to VOO's.