COLD vs XLRE: returns, Sharpe ratio and drawdown

Over the past year, COLD returned +1.25% against -0.75% for XLRE. Over five years, XLRE averaged -2.50% a year, compared with -14.14% for COLD. COLD had the higher Sharpe ratio over the past year (0.15 vs -0.30), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -11.82% for XLRE and -28.13% for COLD.