VXUS vs VOO: returns, Sharpe ratio and drawdown

Over the past year, VOO returned +15.26% against +13.83% for VXUS. Over five years, VOO averaged +11.69% a year, compared with +5.24% for VXUS. VOO had the higher Sharpe ratio over the past year (0.82 vs 0.58), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.19% for VOO and -11.37% for VXUS.