CLMP.L vs. FEPG.L

Last updated Apr 1, 2026

Compare and contrast key facts about HANetf iClima Global Decarbonisation Enablers UCITS ETF (CLMP.L) and REX Tech Innovation Premium Income UCITS ETF (FEPG.L).

CLMP.L and FEPG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CLMP.L is a passively managed fund by HANetf that tracks the performance of the MSCI ACWI NR USD. It was launched on Dec 3, 2020. FEPG.L is an actively managed fund by HANetf. It was launched on Jun 30, 2025.

Performance

CLMP.L vs. FEPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HANetf iClima Global Decarbonisation Enablers UCITS ETF (CLMP.L) and REX Tech Innovation Premium Income UCITS ETF (FEPG.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025
CLMP.L HANetf iClima Global Decarbonisation Enablers UCITS ETF	-1.13%	11.34%
FEPG.L REX Tech Innovation Premium Income UCITS ETF	-13.75%	2.74%

Different Trading Currencies

CLMP.L is traded in GBp, while FEPG.L is traded in USD. To make them comparable, the FEPG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CLMP.L achieves a -1.13% return, which is significantly higher than FEPG.L's -13.75% return.

CLMP.L

• 1D: 0.73%
• 1M: -9.46%
• YTD: -1.13%
• 6M: 2.01%
• 1Y: 27.54%
• 3Y*: -2.62%
• 5Y*: -3.95%
• 10Y*: —

FEPG.L

• 1D: 0.41%
• 1M: -1.01%
• YTD: -13.75%
• 6M: -16.50%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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

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

CLMP.L

HANetf iClima Global Decarbonisation Enablers UCITS ETF

FEPG.L

REX Tech Innovation Premium Income UCITS ETF

Return for Risk

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

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

CLMP.L

CLMP.L Risk / Return Rank: 41
CLMP.L Sharpe Ratio Rank: 31
CLMP.L Sortino Ratio Rank: 45
CLMP.L Omega Ratio Rank: 73
CLMP.L Calmar Ratio Rank: 33
CLMP.L Martin Ratio Rank: 22

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.

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

This table presents a comparison of risk-adjusted performance metrics for HANetf iClima Global Decarbonisation Enablers UCITS ETF (CLMP.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.

	CLMP.L	FEPG.L	Difference
Sharpe ratio Return per unit of total volatility	0.58	—	—
Sortino ratio Return per unit of downside risk	1.26	—	—
Omega ratio Gain probability vs. loss probability	1.28	—	—
Calmar ratio Return relative to maximum drawdown	0.87	—	—
Martin ratio Return relative to average drawdown	1.54	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CLMP.L	FEPG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.58	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.11	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.06	-0.76	+0.71

Correlation

The correlation between CLMP.L and FEPG.L is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

CLMP.L vs. FEPG.L - Dividend Comparison

CLMP.L has not paid dividends to shareholders, while FEPG.L's dividend yield for the trailing twelve months is around 0.25%.

	TTM	2025
CLMP.L HANetf iClima Global Decarbonisation Enablers UCITS ETF	0.00%	0.00%
FEPG.L REX Tech Innovation Premium Income UCITS ETF	0.25%	0.15%

Drawdowns

CLMP.L vs. FEPG.L - Drawdown Comparison

The maximum CLMP.L drawdown since its inception was -48.75%, which is greater than FEPG.L's maximum drawdown of -25.89%. Use the drawdown chart below to compare losses from any high point for CLMP.L and FEPG.L.

Drawdown Indicators

	CLMP.L	FEPG.L	Difference
Max Drawdown Largest peak-to-trough decline	-48.75%	-23.44%	-25.31%
Max Drawdown (1Y) Largest decline over 1 year	-29.66%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-48.75%	—	—
Current Drawdown Current decline from peak	-28.39%	-22.90%	-5.49%
Average Drawdown Average peak-to-trough decline	-23.88%	-7.83%	-16.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.76%	—	—

Volatility

Volatility by Period

	CLMP.L	FEPG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.96%	—	—
Volatility (6M) Calculated over the trailing 6-month period	43.50%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	46.95%	20.03%	+26.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.86%	20.03%	+14.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.43%	20.03%	+14.40%