IGSB vs USIG: returns, Sharpe ratio and drawdown

Over the past year, IGSB returned -3.24% against -6.50% for USIG. Over five years, IGSB averaged -1.10% a year, compared with -4.01% for USIG. USIG had the higher Sharpe ratio over the past year (-2.44 vs -3.13), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -4.06% for IGSB and -7.88% for USIG.