IPSEC VPN from Sophos SG to Ubiquiti UDM-PRO

I am currently using an IPSEC vpn connection between my Sophos SG and my UDM-PRO, but the performance is ridiculously slow. I am getting 2.75 MBit/s at best with the Sophos sitting on a 100/100 MBit/s line. The UDM-PRO sits on a 900/40 MBit/s line.

I do have an unused Sophos RED appliance. Should I try to set that up behind the UDM-PRO to improve performance? I can also share configuration screens as needed.

Thank you for any feedback or help!