VTR vs XLRE: returns, Sharpe ratio and drawdown

Over the past year, VTR returned +20.79% against -0.68% for XLRE. Over five years, VTR averaged +7.90% a year, compared with -2.44% for XLRE. VTR had the higher Sharpe ratio over the past year (0.76 vs -0.30), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -11.82% for XLRE and -20.38% for VTR.