TLTW vs SGOV: returns, Sharpe ratio and drawdown

Over the past year, SGOV returned +3.73% against -2.30% for TLTW. TLTW had the higher Sharpe ratio over the past year (-0.78 vs -4.61), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was +0.00% for SGOV and -9.59% for TLTW. Dividends over the past year came to 11.35% of TLTW's price, against 3.64% for SGOV.