REX Crypto Equity Premium Income ETF (CEPI) Sharpe Ratio: 0.59

CEPI's Sharpe Ratio of 0.59 indicates that for each unit of volatility, it generates 0.59 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

CEPI Sharpe Ratio Rank

Below Average

CEPI ranks above 33.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Returns may not adequately compensate for volatility taken
Consider smaller allocation given below-average risk-adjusted profile
Explore higher-ranked investments with better consistency
Assess whether the volatility profile aligns with your portfolio goals

CEPI Sharpe Ratio Market Positioning

The chart shows CEPI's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.47 or lower
Yellow zone (middle 50%): 0.47 to 1.39
Green zone (top 25%): 1.39 or higher
Top 1%: 5.75+
Median: 0.94 — half of all investments score higher

How it compares to other similar ETFs

The table compares REX Crypto Equity Premium Income ETF's Sharpe Ratio with other ETFs in the Cryptocurrency category across multiple time periods, showing how CEPI's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 1, 2026.

Symbol	Name	1Y Sharpe Ratio
WGMI	Valkyrie Bitcoin Miners ETF	2.22
IBLC	iShares Blockchain and Tech ETF	0.99
BCDF	Horizon Kinetics Blockchain Development ETF	0.78
CEPI	REX Crypto Equity Premium Income ETF	0.59
AETH	Bitwise Ethereum Strategy ETF	0.55
BITS	Global X Blockchain & Bitcoin Strategy ETF	0.46
BTOP	Bitwise Bitcoin And Ether Equal Weight Strategy ETF	0.35
SATO	Invesco Alerian Galaxy Crypto Economy ETF	0.22
EZET	Franklin Ethereum ETF	0.19
ETHV	VanEck Ethereum ETF	0.19

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows CEPI's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CEPI consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore CEPI risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

CEPI Sortino Ratio