IGLD vs IAUM: returns, Sharpe ratio and drawdown

Over the past year, IAUM returned -3.47% against -5.62% for IGLD. Over five years, IAUM averaged +16.76% a year, compared with +11.29% for IGLD. IAUM had the higher Sharpe ratio over the past year (-0.14 vs -0.26), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -26.06% for IGLD and -28.05% for IAUM. Dividends over the past year came to 26.34% of IGLD's price, while IAUM paid none.