CEGI.L vs. FEPG.L

Last updated Jul 16, 2026

CEGI.L (REX Crypto Equity Income & Growth UCITS ETF Distributing) and FEPG.L (REX Tech Innovation Premium Income UCITS ETF) are both Derivative Income funds. Both are actively managed. At a 0.48 correlation, their price movements are largely independent. Both charge a 0.65% expense ratio.

Performance

CEGI.L vs. FEPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX Crypto Equity Income & Growth UCITS ETF Distributing (CEGI.L) and REX Tech Innovation Premium Income UCITS ETF (FEPG.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CEGI.L achieves a 21.78% return, which is significantly higher than FEPG.L's -0.07% return.

CEGI.L

• 1D: 0.00%
• 1M: -7.68%
• 6M: 11.56%
• YTD: 21.78%
• 1Y: 36.17%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FEPG.L

• 1D: 0.00%
• 1M: -1.57%
• 6M: 2.33%
• YTD: -0.07%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CEGI.L vs. FEPG.L - Yearly Performance Comparison

	2026 (YTD)	2025
CEGI.L REX Crypto Equity Income & Growth UCITS ETF Distributing	21.78%	9.96%
FEPG.L REX Tech Innovation Premium Income UCITS ETF	-0.07%	8.72%

Correlation

The correlation between CEGI.L and FEPG.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 28, 2025	0.48

Return for Risk

CEGI.L vs. FEPG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CEGI.L

CEGI.L Risk / Return Rank: 31
CEGI.L Sharpe Ratio Rank: 34
CEGI.L Sortino Ratio Rank: 34
CEGI.L Omega Ratio Rank: 32
CEGI.L Calmar Ratio Rank: 30
CEGI.L Martin Ratio Rank: 26

FEPG.L

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CEGI.L vs. FEPG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX Crypto Equity Income & Growth UCITS ETF Distributing (CEGI.L) and REX Tech Innovation Premium Income UCITS ETF (FEPG.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CEGI.L	FEPG.L	Difference
Sharpe ratio: Return per unit of total volatility	1.03	—	—
Sortino ratio: Return per unit of downside risk	1.57	—	—
Omega ratio: Gain probability vs. loss probability	1.19	—	—
Calmar ratio: Return relative to maximum drawdown	1.29	—	—
Martin ratio: Return relative to average drawdown	2.85	—	—

Drawdowns

CEGI.L vs. FEPG.L - Drawdown Comparison

The maximum CEGI.L drawdown since its inception was -27.98%, smaller than the maximum FEPG.L drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for CEGI.L and FEPG.L.

Drawdown Indicators

	CEGI.L	FEPG.L	Difference
Max Drawdown Largest peak-to-trough decline	-27.98%	-35.75%	+7.77%
Max Drawdown (1Y) Largest decline over 1 year	-27.98%	—	—
Current Drawdown Current decline from peak	-8.97%	-25.65%	+16.68%
Average Drawdown Average peak-to-trough decline	-9.52%	-20.74%	+11.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.70%	—	—

Volatility

Volatility by Period

	CEGI.L	FEPG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.85%	—	—
Volatility (6M) Calculated over the trailing 6-month period	25.58%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	35.16%	45.92%	-10.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.79%	45.92%	-11.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.79%	45.92%	-11.13%

CEGI.L vs. FEPG.L - Expense Ratio Comparison

Both CEGI.L and FEPG.L have an expense ratio of 0.65%.

Dividends

CEGI.L vs. FEPG.L - Dividend Comparison

CEGI.L's dividend yield for the trailing twelve months is around 18.49%, less than FEPG.L's 24.10% yield.

Position	TTM	2025
CEGI.L REX Crypto Equity Income & Growth UCITS ETF Distributing	18.49%	9.50%
FEPG.L REX Tech Innovation Premium Income UCITS ETF	24.10%	11.50%

Frequently Asked Questions

Can I hold both CEGI.L and FEPG.L in my portfolio?

CEGI.L and FEPG.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CEGI.L or FEPG.L?

Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CEGI.L or FEPG.L?

CEGI.L and FEPG.L have the same expense ratio: 0.65% per year.

What is the main difference between CEGI.L and FEPG.L?

They also come from different issuers: REX and HANetf.