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REX Crypto Equity Premium Income ETF (CEPI) Sharpe Ratio: 0.35

ETF · Currency in USD · Last updated Jul 30, 2026

The fund seeks capital appreciation and current income through an actively managed portfolio of U.S.-listed companies involved in crypto assets and digital payments. It normally invests at least 80% of net assets in equities drawn from the BITA Crypto Assets & Digital Payments Index universe and writes out-of-the-money covered call options on individual holdings to generate premium income, which may limit upside participation.

CEPI's Sharpe Ratio of 0.35 indicates that for each unit of volatility, it generates 0.35 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 30, 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. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

CEPI Sharpe Ratio Rank

CEPI Sharpe Ratio Rank: 17.918
Concerning

CEPI ranks above 17.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. 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

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

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%): 0.58 or lower
  • Yellow zone (middle 50%): 0.58 to 1.65
  • Green zone (top 25%): 1.65 or higher
  • Top 1%: 6.31+
  • Median: 1.16 — 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 Derivative Income, 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 Jul 30, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
ZCSHGrayscale Zcash Trust (ZEC)4.21
THTASoFi Enhanced Yield ETF2.45
BUCKSimplify Treasury Option Income ETF2.32
XYLDGlobal X S&P 500 Covered Call ETF2.27
AAPWAAPL WeeklyPay™ ETF2.26
PBPInvesco S&P 500 BuyWrite ETF2.20
GOOWRoundhill GOOGL WeeklyPay™ ETF2.12
GOOYYieldMax GOOGL Option Income Strategy ETF2.11
WNTRYieldMax MSTR Short Option Income Strategy ETF2.10
EIPIFT Energy Income Partners Enhanced Income ETF2.05
CEPIREX Crypto Equity Premium Income ETF0.35
Benchmark

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Time Period

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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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