Essentially, the government has regulations as to how efficient appliances can be. Think of a car having to give a certain amount of miles per gallon before it could be sold. Or better yet, if you purchase a new home, there are standards that have to be met before the new owner can move in (things like electrical outlets have to be grounded, or the sewage system has to be up to code).
Well, the government makes sure that your coffee maker or washing machine save 20% energy compared to how they used to run in order to be qualified as Energy Star. So if you have a standard refrigerator that uses X amount of energy per day, the Energy Star qualified refrigerator has to use X minus 20% per day.
Another thing that you have to look at is the actual design of a product. If a refrigerator, for example, uses a smaller compressor but a little but more insulation to keep the same size refrigerator the same temperature, then they used less resources to even make the compressor to begin with, so it's more efficient.
I hope this answers your question.