HYD vs VTEB: returns, Sharpe ratio and drawdown

Over the past year, HYD returned -4.62% against -5.03% for VTEB. Over five years, VTEB averaged -2.59% a year, compared with -4.76% for HYD. HYD had the higher Sharpe ratio over the past year (-2.04 vs -2.69), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -7.69% for HYD and -8.23% for VTEB.