You will very likely have to readjust your rear derailleur when you swap wheels, both limits and indexing, unless you are very lucky and the wheels' cassette positions match exactly; unlikely.
https://www.parktool.com/blog/repair...eur-adjustment
As to performance, perhaps your expectations are unrealistic. New wheels will often have slightly more resistance due to seal drag, but it is all but unnoticeable when riding. Make certain the the tire is not dragging against anything.