UTES vs XLU: returns, Sharpe ratio and drawdown

Over the past year, XLU returned -4.22% against -11.17% for UTES. Over five years, UTES averaged +13.28% a year, compared with +8.12% for XLU. XLU had the higher Sharpe ratio over the past year (-0.49 vs -0.62), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -16.05% for XLU and -17.62% for UTES. Dividends over the past year came to 2.85% of XLU's price, against 1.63% for UTES.