SCHD vs VOO: returns, Sharpe ratio and drawdown

Over the past year, SCHD returned +24.49% against +19.16% for VOO. Over five years, VOO averaged +11.82% a year, compared with +5.19% for SCHD. SCHD had the higher Sharpe ratio over the past year (1.65 vs 1.10), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -7.61% for SCHD and -9.19% for VOO.