VTI vs VXUS: returns, Sharpe ratio and drawdown

Over the past year, VTI returned +18.69% against +17.53% for VXUS. Over five years, VTI averaged +10.64% a year, compared with +5.42% for VXUS. VTI had the higher Sharpe ratio over the past year (1.05 vs 0.78), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.20% for VTI and -11.37% for VXUS.