IYE vs XLE: returns, Sharpe ratio and drawdown

Over the past year, XLE returned +57.07% against +55.38% for IYE. Over five years, XLE averaged +19.02% a year, compared with +18.05% for IYE. XLE had the higher Sharpe ratio over the past year (1.98 vs 1.96), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -14.97% for IYE and -15.59% for XLE.