SLYV vs SPSM: returns, Sharpe ratio and drawdown

Over the past year, SLYV returned +23.15% against +21.69% for SPSM. Over five years, SLYV averaged +5.62% a year, compared with +5.01% for SPSM. SLYV had the higher Sharpe ratio over the past year (1.14 vs 1.06), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.36% for SLYV and -9.60% for SPSM. Dividends over the past year came to 1.92% of SLYV's price, against 1.49% for SPSM. Their daily returns had a correlation of 0.97 over the past year, which is very high.

SLYV charges 0.15% a year and SPSM 0.03%. Over five years, reinvested dividends added 2.22 points a year to SLYV's return and 1.76 to SPSM's.