JEPI vs SCHD: returns, Sharpe ratio and drawdown

Over the past year, SCHD returned +24.49% against +1.38% for JEPI. Over five years, SCHD averaged +5.19% a year, compared with -1.51% for JEPI. SCHD had the higher Sharpe ratio over the past year (1.65 vs -0.32), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -7.61% for SCHD and -7.67% for JEPI.