VAW vs XLB: returns, Sharpe ratio and drawdown

Over the past year, XLB returned +24.62% against +18.13% for VAW. Over five years, XLB averaged +6.47% a year, compared with +6.02% for VAW. XLB had the higher Sharpe ratio over the past year (1.09 vs 0.75), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -12.38% for XLB and -13.42% for VAW. Dividends over the past year came to 1.64% of XLB's price, against 1.39% for VAW.