AVDE vs EWH: returns, Sharpe ratio and drawdown

Over the past year, AVDE returned +13.05% against +3.13% for EWH. Over five years, AVDE averaged +6.90% a year, compared with -2.10% for EWH. AVDE had the higher Sharpe ratio over the past year (0.59 vs 0.00), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -11.58% for AVDE and -14.79% for EWH.