XMHQ vs VOO: returns, Sharpe ratio and drawdown

Over the past year, XMHQ returned +19.32% against +13.45% for VOO. Over five years, VOO averaged +11.46% a year, compared with +9.78% for XMHQ. XMHQ had the higher Sharpe ratio over the past year (1.00 vs 0.73), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -8.40% for XMHQ and -8.90% for VOO. Dividends over the past year came to 1.07% of VOO's price, against 0.54% for XMHQ. Their daily returns had a correlation of 0.76 over the past year, which is high.

XMHQ charges 0.25% a year and VOO 0.03%. Over five years, reinvested dividends added 1.95 points a year to XMHQ's return and 1.55 to VOO's.