EQIX vs XLRE: returns, Sharpe ratio and drawdown

Over the past year, EQIX returned +25.09% against -0.68% for XLRE. Over five years, EQIX averaged +5.31% a year, compared with -2.44% for XLRE. EQIX had the higher Sharpe ratio over the past year (0.82 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 -14.17% for EQIX.