SPAB vs SCHZ: returns, Sharpe ratio and drawdown

Over the past year, SPAB returned -5.68% against -5.79% for SCHZ. Over five years, SPAB averaged -3.79% a year, compared with -3.86% for SCHZ. SCHZ had the higher Sharpe ratio over the past year (-2.52 vs -2.54), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -7.25% for SCHZ and -7.30% for SPAB.