ETN vs WCC: returns, Sharpe ratio and drawdown

Over the past year, WCC returned +55.76% against +3.59% for ETN. Over five years, WCC averaged +21.50% a year, compared with +19.02% for ETN. WCC had the higher Sharpe ratio over the past year (1.12 vs 0.18), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -18.55% for ETN and -20.70% for WCC.