KBWD vs SCHD: returns, Sharpe ratio and drawdown

Over the past year, SCHD returned +38.81% against -9.65% for KBWD. Over five years, SCHD averaged +10.59% a year, compared with -1.81% for KBWD. SCHD had the higher Sharpe ratio over the past year (2.56 vs -0.78), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -6.88% for SCHD and -23.36% for KBWD. Dividends over the past year came to 16.12% of KBWD's price, against 2.95% for SCHD.