BF.B vs TAP: returns, Sharpe ratio and drawdown

Over the past year, BF.B returned -3.07% against -17.58% for TAP. Over five years, TAP averaged -3.64% a year, compared with -17.50% for BF.B. BF.B had the higher Sharpe ratio over the past year (-0.00 vs -0.70), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -26.17% for BF.B and -34.13% for TAP.