KOLD vs SVIX: returns, Sharpe ratio and drawdown

Over the past year, SVIX returned +35.58% against -19.34% for KOLD. SVIX had the higher Sharpe ratio over the past year (0.77 vs 0.31), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -42.69% for SVIX and -72.50% for KOLD.