Create a custom column in the date table, that will determine the sort order of the years, 2020 gets 1, 2019 gets 2, and so on and then you can use Sort by column option
Column =
VAR MaxYear =
RIGHT ( YEAR ( MAX ( Dates[Date] ) ), 2 )
VAR Result =
VALUE ( RIGHT ( YEAR ( Dates[Date] ), 2 ) ) - VALUE ( MaxYear )
RETURN
ABS ( Result ) + 1
