SPY vs SW: returns, Sharpe ratio and drawdown

Over the past year, SPY returned +15.31% against -3.36% for SW. Over five years, SPY averaged +11.69% a year, compared with -7.25% for SW. SPY had the higher Sharpe ratio over the past year (0.83 vs 0.04), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -31.29% for SW.