XLK vs VGT: returns, Sharpe ratio and drawdown

Over the past year, XLK returned +42.81% against +39.05% for VGT. Over five years, XLK averaged +20.65% a year, compared with +19.57% for VGT. XLK had the higher Sharpe ratio over the past year (1.35 vs 1.30), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -16.15% for XLK and -16.57% for VGT.