SCHD vs VYM: returns, Sharpe ratio and drawdown

Over the past year, SCHD returned +24.49% against +15.48% for VYM. Over five years, VYM averaged +8.19% a year, compared with +5.19% for SCHD. SCHD had the higher Sharpe ratio over the past year (1.65 vs 1.04), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -7.24% for VYM and -7.61% for SCHD.