FENY vs XLE: returns, Sharpe ratio and drawdown

Over the past year, XLE returned +62.66% against +60.39% for FENY. Over five years, XLE averaged +23.61% a year, compared with +23.16% for FENY. XLE had the higher Sharpe ratio over the past year (2.13 vs 2.07), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -14.96% for FENY and -14.98% for XLE. Dividends over the past year came to 2.19% of XLE's price, against 2.06% for FENY.