SCHH vs VNQ: returns, Sharpe ratio and drawdown

Over the past year, SCHH returned +6.57% against +2.86% for VNQ. Over five years, SCHH averaged -1.43% a year, compared with -3.16% for VNQ. SCHH had the higher Sharpe ratio over the past year (0.21 vs -0.05), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -12.14% for VNQ and -12.51% for SCHH.