ICSH vs FLOT: returns, Sharpe ratio and drawdown

Over the past year, FLOT returned -0.04% against -0.65% for ICSH. Over five years, FLOT averaged +0.08% a year, compared with -0.04% for ICSH. FLOT had the higher Sharpe ratio over the past year (-3.13 vs -4.31), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -0.69% for FLOT and -0.98% for ICSH.