TBUX vs PULS: returns, Sharpe ratio and drawdown

Over the past year, PULS returned +4.08% against +4.08% for TBUX. Over five years, PULS averaged +4.42% a year, compared with +4.18% for TBUX. PULS had the higher Sharpe ratio over the past year (0.79 vs 0.47), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -0.09% for PULS and -0.13% for TBUX. Dividends over the past year came to 4.37% of TBUX's price, against 4.35% for PULS. Their daily returns had a correlation of 0.32 over the past year, which is low.

TBUX charges 0.17% a year and PULS 0.15%. Over five years, reinvested dividends added 4.28 points a year to TBUX's return and 4.46 to PULS's.