CQQQ vs KWEB: returns, Sharpe ratio and drawdown

Over the past year, CQQQ returned -26.02% against -33.82% for KWEB. Over five years, KWEB averaged -9.05% a year, compared with -9.60% for CQQQ. CQQQ had the higher Sharpe ratio over the past year (-0.95 vs -1.56), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -35.85% for CQQQ and -39.62% for KWEB. Dividends over the past year came to 8.62% of KWEB's price, against 2.82% for CQQQ. Their daily returns had a correlation of 0.70 over the past year, which is high.

CQQQ charges 0.65% a year and KWEB 0.69%. Over five years, reinvested dividends added 0.55 points a year to CQQQ's return and 3.21 to KWEB's.