Volatility vs Subsequent Drawdown

The charts below compare the known volatility and subsequent  drawdown in 2010 and 2011 for popular ETF's.

http://etfreplay.com/blog/image.axd?picture=2010%2f12%2fScreenHunter_07+Dec.+02+08.33.png

http://etfreplay.com/blog/image.axd?picture=2011%2f12%2f2011_12_22_Vol_vs_Drawdown.png


"If you simply stay consistently loaded in a group of highly volatile securities -- it is just a matter of time before you have a large drawdown."

I think it's worth to read: 

Understanding ETF Volatility Part 2