TNA vs UDOW: returns, Sharpe ratio and drawdown

Over the past year, UDOW returned +22.67% against +9.72% for TNA. Over five years, UDOW averaged +10.42% a year, compared with -10.85% for TNA. UDOW had the higher Sharpe ratio over the past year (0.62 vs 0.36), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -28.27% for UDOW and -32.56% for TNA.