PHYS vs SGOL: returns, Sharpe ratio and drawdown

Over the past year, SGOL returned -4.94% against -5.43% for PHYS. Over five years, SGOL averaged +18.45% a year, compared with +17.57% for PHYS. SGOL had the higher Sharpe ratio over the past year (-0.19 vs -0.19), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -26.32% for SGOL and -26.75% for PHYS.