This is not an accurate way to test.

You don't know when the exchange actually initiated the transfer. Just because you hit the withdrawl button on an exchange, that doesn't mean the withdrawl transaction is immediately initiated.

An exchange will wait until it has a build up of funds to transfer and then perform the actual transaction with all of them at once (to save on fees).

If you really want to compare the two then you need to send coins between two wallets that you control. That'll give you an accurate picture.

I'd recommend you try it again between your own two wallets and then post your results. I bet they're much different.