FNDE vs KWEB: returns, Sharpe ratio and drawdown

Over the past year, FNDE returned +15.96% against -39.52% for KWEB. Over five years, FNDE averaged +5.62% a year, compared with -12.63% for KWEB. FNDE had the higher Sharpe ratio over the past year (0.73 vs -1.95), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -10.22% for FNDE and -42.85% for KWEB.