FEPG.L vs. DX

Last updated Jul 21, 2026

FEPG.L (REX Tech Innovation Premium Income UCITS ETF) is Derivative Income fund actively managed by HANetf, while DX (Dynex Capital, Inc.) is a stock. At a correlation of -0.07, they often move in opposite directions.

Performance

FEPG.L vs. DX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX Tech Innovation Premium Income UCITS ETF (FEPG.L) and Dynex Capital, Inc. (DX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FEPG.L achieves a -3.44% return, which is significantly lower than DX's 2.33% return.

FEPG.L

• 1D: 0.00%
• 1M: -5.73%
• 6M: 0.07%
• YTD: -3.44%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

DX

• 1D: -1.58%
• 1M: 1.78%
• 6M: -3.33%
• YTD: 2.33%
• 1Y: 22.32%
• 3Y*: 16.57%
• 5Y*: 6.74%
• 10Y*: 7.71%
• ALL TIME*: 8.26%

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

FEPG.L vs. DX - Yearly Performance Comparison

	2026 (YTD)	2025
FEPG.L REX Tech Innovation Premium Income UCITS ETF	-3.44%	8.72%
DX Dynex Capital, Inc.	2.33%	15.90%

Correlation

The correlation between FEPG.L and DX is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 28, 2025	-0.07

Return for Risk

FEPG.L vs. DX — Risk / Return Rank

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

FEPG.L

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

DX

DX Risk / Return Rank: 77
DX Sharpe Ratio Rank: 82
DX Sortino Ratio Rank: 76
DX Omega Ratio Rank: 75
DX Calmar Ratio Rank: 73
DX Martin Ratio Rank: 77

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.

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

This table presents a comparison of risk-adjusted performance metrics for REX Tech Innovation Premium Income UCITS ETF (FEPG.L) and Dynex Capital, Inc. (DX). 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.

	FEPG.L	DX	Difference
Sharpe ratio: Return per unit of total volatility	—	1.27	—
Sortino ratio: Return per unit of downside risk	—	1.80	—
Omega ratio: Gain probability vs. loss probability	—	1.22	—
Calmar ratio: Return relative to maximum drawdown	—	1.47	—
Martin ratio: Return relative to average drawdown	—	4.28	—

Drawdowns

FEPG.L vs. DX - Drawdown Comparison

The maximum FEPG.L drawdown since its inception was -35.75%, smaller than the maximum DX drawdown of -99.12%. Use the drawdown chart below to compare losses from any high point for FEPG.L and DX.

Drawdown Indicators

	FEPG.L	DX	Difference
Max Drawdown Largest peak-to-trough decline	-35.75%	-99.12%	+63.37%
Max Drawdown (1Y) Largest decline over 1 year	—	-15.27%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-25.81%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-33.44%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-56.76%	—
Current Drawdown Current decline from peak	-28.16%	-29.96%	+1.80%
Average Drawdown Average peak-to-trough decline	-20.83%	-56.72%	+35.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.23%	—

Volatility

Volatility by Period

	FEPG.L	DX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.77%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.22%	—
Volatility (1Y) Calculated over the trailing 1-year period	45.69%	17.71%	+27.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	45.69%	23.84%	+21.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.69%	29.91%	+15.78%

Dividends

FEPG.L vs. DX - Dividend Comparison

FEPG.L's dividend yield for the trailing twelve months is around 27.80%, more than DX's 15.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DX Dynex Capital, Inc.	15.55%	14.13%	11.46%	12.46%	12.26%	9.34%	9.33%	11.87%	12.59%	10.27%	12.32%	15.12%
FEPG.L REX Tech Innovation Premium Income UCITS ETF	27.80%	11.50%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

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

FEPG.L and DX have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.