IWD vs SPYV: returns, Sharpe ratio and drawdown

Over the past year, IWD returned +23.71% against +12.09% for SPYV. Over five years, IWD averaged +9.17% a year, compared with +8.97% for SPYV. IWD had the higher Sharpe ratio over the past year (1.56 vs 0.77), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -6.57% for SPYV and -7.14% for IWD.