SCHG vs QQQM: returns, Sharpe ratio and drawdown

Over the past year, QQQM returned +27.49% against +16.97% for SCHG. Over five years, QQQM averaged +15.37% a year, compared with +13.81% for SCHG. QQQM had the higher Sharpe ratio over the past year (1.13 vs 0.77), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -12.19% for QQQM and -16.59% for SCHG.