SCHF vs VXUS: returns, Sharpe ratio and drawdown

Over the past year, SCHF returned +18.46% against +17.53% for VXUS. Over five years, SCHF averaged +6.56% a year, compared with +5.42% for VXUS. SCHF had the higher Sharpe ratio over the past year (0.80 vs 0.78), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -11.37% for VXUS and -11.48% for SCHF.