SCHE vs VWO: returns, Sharpe ratio and drawdown

Over the past year, VWO returned +5.45% against +5.28% for SCHE. Over five years, SCHE averaged +2.94% a year, compared with +2.77% for VWO. VWO had the higher Sharpe ratio over the past year (0.14 vs 0.13), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -11.17% for VWO and -11.29% for SCHE.