BNDX vs SGOV: returns, Sharpe ratio and drawdown

Over the past year, SGOV returned -0.03% against -5.28% for BNDX. Over five years, SGOV averaged +0.13% a year, compared with -3.75% for BNDX. BNDX had the higher Sharpe ratio over the past year (-2.28 vs -4.40), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -0.44% for SGOV and -6.15% for BNDX.