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EMQP.L vs. FEPG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMQP.L vs. FEPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in EMQQ Emerging Markets Internet & Ecommerce UCITS ETF - Accumulating (EMQP.L) and REX Tech Innovation Premium Income UCITS ETF (FEPG.L). The values are adjusted to include any dividend payments, if applicable.

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


Different Trading Currencies

EMQP.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, EMQP.L achieves a -17.67% return, which is significantly lower than FEPG.L's -12.12% return.


EMQP.L

1D
1.54%
1M
-6.44%
YTD
-17.67%
6M
-26.32%
1Y
-15.36%
3Y*
-0.59%
5Y*
-11.88%
10Y*

FEPG.L

1D
1.91%
1M
-0.34%
YTD
-12.12%
6M
-14.86%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

EMQP.L has a 0.86% expense ratio, which is higher than FEPG.L's 0.65% expense ratio.


Return for Risk

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

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

EMQP.L
EMQP.L Risk / Return Rank: 22
Overall Rank
EMQP.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
EMQP.L Sortino Ratio Rank: 22
Sortino Ratio Rank
EMQP.L Omega Ratio Rank: 22
Omega Ratio Rank
EMQP.L Calmar Ratio Rank: 44
Calmar Ratio Rank
EMQP.L Martin Ratio Rank: 22
Martin Ratio Rank

FEPG.L
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.

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

This table presents a comparison of risk-adjusted performance metrics for EMQQ Emerging Markets Internet & Ecommerce UCITS ETF - Accumulating (EMQP.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.


EMQP.LFEPG.LDifference

Sharpe ratio

Return per unit of total volatility

-0.74

Sortino ratio

Return per unit of downside risk

-0.95

Omega ratio

Gain probability vs. loss probability

0.89

Calmar ratio

Return relative to maximum drawdown

-0.50

Martin ratio

Return relative to average drawdown

-1.34

EMQP.L vs. FEPG.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EMQP.LFEPG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

-0.65

+0.70

Correlation

The correlation between EMQP.L and FEPG.L is 0.39, 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

EMQP.L vs. FEPG.L - Dividend Comparison

EMQP.L has not paid dividends to shareholders, while FEPG.L's dividend yield for the trailing twelve months is around 0.24%.


Drawdowns

EMQP.L vs. FEPG.L - Drawdown Comparison

The maximum EMQP.L drawdown since its inception was -67.77%, 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 EMQP.L and FEPG.L.


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Drawdown Indicators


EMQP.LFEPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-67.77%

-23.44%

-44.33%

Max Drawdown (1Y)

Largest decline over 1 year

-28.88%

Max Drawdown (5Y)

Largest decline over 5 years

-60.96%

Current Drawdown

Current decline from peak

-56.50%

-21.25%

-35.25%

Average Drawdown

Average peak-to-trough decline

-37.88%

-7.91%

-29.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.81%

Volatility

EMQP.L vs. FEPG.L - Volatility Comparison


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Volatility by Period


EMQP.LFEPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

Volatility (6M)

Calculated over the trailing 6-month period

14.11%

Volatility (1Y)

Calculated over the trailing 1-year period

20.58%

20.11%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.46%

20.11%

+11.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.29%

20.11%

+12.18%