ILF vs SCHE: returns, Sharpe ratio and drawdown

Over the past year, ILF returned +31.52% against +5.28% for SCHE. Over five years, ILF averaged +8.46% a year, compared with +2.94% for SCHE. ILF had the higher Sharpe ratio over the past year (1.07 vs 0.13), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -11.29% for SCHE and -13.94% for ILF.