SPY vs WST: returns, Sharpe ratio and drawdown

Over the past year, WST returned +37.82% against +15.31% for SPY. Over five years, SPY averaged +11.69% a year, compared with -2.15% for WST. WST had the higher Sharpe ratio over the past year (1.00 vs 0.83), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -24.83% for WST.