BEN vs XLF: returns, Sharpe ratio and drawdown

Over the past year, BEN returned +37.11% against +1.71% for XLF. Over five years, XLF averaged +6.56% a year, compared with +1.52% for BEN. BEN had the higher Sharpe ratio over the past year (1.13 vs -0.12), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -15.23% for XLF and -19.21% for BEN.