GTLB vs XLK: returns, Sharpe ratio and drawdown

Over the past year, XLK returned +27.33% against +12.02% for GTLB. Over five years, XLK averaged +17.96% a year, compared with -14.09% for GTLB. XLK had the higher Sharpe ratio over the past year (0.89 vs 0.42), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -16.15% for XLK and -61.95% for GTLB.