TLTW vs TLT: returns, Sharpe ratio and drawdown

Over the past year, TLTW returned -2.30% against -6.56% for TLT. TLTW had the higher Sharpe ratio over the past year (-0.78 vs -1.13), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.59% for TLTW and -12.47% for TLT. Dividends over the past year came to 11.35% of TLTW's price, against 4.76% for TLT.