VIG vs SCHD: returns, Sharpe ratio and drawdown

Over the past year, SCHD returned +24.49% against +12.45% for VIG. Over five years, VIG averaged +8.34% a year, compared with +5.19% for SCHD. SCHD had the higher Sharpe ratio over the past year (1.65 vs 0.78), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -7.61% for SCHD and -8.27% for VIG.