SILJ vs SIL: returns, Sharpe ratio and drawdown

Over the past year, SIL returned +9.42% against +0.47% for SILJ. Over five years, SIL averaged +16.38% a year, compared with +14.32% for SILJ. SIL had the higher Sharpe ratio over the past year (0.36 vs 0.24), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -39.50% for SIL and -41.12% for SILJ.