SPTL vs TLT: returns, Sharpe ratio and drawdown

Over the past year, SPTL returned -11.19% against -12.56% for TLT. Over five years, SPTL averaged -10.34% a year, compared with -11.60% for TLT. SPTL had the higher Sharpe ratio over the past year (-1.83 vs -1.84), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -14.56% for SPTL and -16.24% for TLT.