DUST vs ZSL: returns, Sharpe ratio and drawdown

Over the past year, DUST returned -58.60% against -74.43% for ZSL. Over five years, ZSL averaged -50.89% a year, compared with -54.92% for DUST. DUST had the higher Sharpe ratio over the past year (-0.43 vs -0.51), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -77.17% for DUST and -89.31% for ZSL.