QID vs SOXS: returns, Sharpe ratio and drawdown

Over the past year, QID returned -30.87% against -93.62% for SOXS. Over five years, QID averaged -30.14% a year, compared with -79.02% for SOXS. QID had the higher Sharpe ratio over the past year (-0.86 vs -1.35), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -48.46% for QID and -96.86% for SOXS.