XLRE vs VNQ: returns, Sharpe ratio and drawdown

Over the past year, VNQ returned +2.86% against +2.29% for XLRE. Over five years, XLRE averaged -2.08% a year, compared with -3.16% for VNQ. VNQ had the higher Sharpe ratio over the past year (-0.05 vs -0.09), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -11.82% for XLRE and -12.14% for VNQ.