SCHM vs SCHD: returns, Sharpe ratio and drawdown

Over the past year, SCHD returned +27.27% against +14.55% for SCHM. Over five years, SCHD averaged +5.90% a year, compared with +4.88% for SCHM. SCHD had the higher Sharpe ratio over the past year (1.84 vs 0.64), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -7.61% for SCHD and -9.54% for SCHM.