BLV vs TLT: returns, Sharpe ratio and drawdown

Over the past year, BLV returned -11.05% against -12.46% for TLT. Over five years, BLV averaged -8.97% a year, compared with -11.25% for TLT. TLT had the higher Sharpe ratio over the past year (-1.80 vs -1.91), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -13.16% for BLV and -15.02% for TLT.