We formulate explicit bounds to guarantee the exponential dissipation for some non-gradient stochastic differential equations towards their invariant distributions. Our method extends the connection between Gamma calculus and Hessian operators in $L^2$--Wasserstein space. In details, we apply Lyapunov methods in the space of probabilities, where the Lyapunov functional is chosen as the relative Fisher information. We derive the Fisher information induced Gamma calculus to handle non-gradient drift vector fields. We obtain the explicit dissipation bound in terms of $L_1$ distance and formulate the non-reversible Poincar{é} inequality. An analytical example is provided for a non-reversible Langevin dynamic.