VGT vs QQQM: returns, Sharpe ratio and drawdown

Over the past year, VGT returned +39.05% against +27.49% for QQQM. Over five years, VGT averaged +19.57% a year, compared with +15.37% for QQQM. VGT had the higher Sharpe ratio over the past year (1.30 vs 1.13), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -12.19% for QQQM and -16.57% for VGT.