> SQLite

Well... there's your problem. SQLite is not a general-purpose RDBMS, it is marketed as a replacement for "fopen()", a purpose for which it excels.

A similar product is the Microsoft Jet database engine, used in products such as Microsoft Exchange and Active Directory. Queries have to be more-or-less manually optimised by the developer, but they run faster and more consistently than they would with a general-purpose query engine designed for ad-hoc queries.