SPY vs WWD: returns, Sharpe ratio and drawdown

Over the past year, WWD returned +30.36% against +13.70% for SPY. Over five years, WWD averaged +23.98% a year, compared with +10.77% for SPY. WWD had the higher Sharpe ratio over the past year (0.77 vs 0.73), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -27.03% for WWD.