HYMB vs VTEB: returns, Sharpe ratio and drawdown

Over the past year, VTEB returned -5.03% against -6.27% for HYMB. Over five years, VTEB averaged -2.59% a year, compared with -4.56% for HYMB. HYMB had the higher Sharpe ratio over the past year (-2.21 vs -2.69), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -8.23% for VTEB and -8.96% for HYMB.