CUBE vs XLRE: returns, Sharpe ratio and drawdown

Over the past year, XLRE returned -0.75% against -7.76% for CUBE. Over five years, XLRE averaged -2.50% a year, compared with -6.70% for CUBE. XLRE had the higher Sharpe ratio over the past year (-0.30 vs -0.48), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -11.82% for XLRE and -16.49% for CUBE.