LII vs SPY: returns, Sharpe ratio and drawdown

Over the past year, SPY returned +15.31% against -32.34% for LII. Over five years, SPY averaged +11.69% a year, compared with +3.19% for LII. SPY had the higher Sharpe ratio over the past year (0.83 vs -0.87), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -37.83% for LII.