IGSB vs SGOV: returns, Sharpe ratio and drawdown

Over the past year, SGOV returned +0.01% against -3.24% for IGSB. Over five years, SGOV averaged +0.11% a year, compared with -1.10% for IGSB. IGSB had the higher Sharpe ratio over the past year (-3.13 vs -4.44), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -0.44% for SGOV and -4.06% for IGSB.