REET vs VOO: returns, Sharpe ratio and drawdown

Over the past year, VOO returned +13.68% against +0.15% for REET. Over five years, VOO averaged +10.77% a year, compared with -2.43% for REET. VOO had the higher Sharpe ratio over the past year (0.73 vs -0.29), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.19% for VOO and -12.08% for REET.