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

Performance

FEPG.L vs. EMQP.L - 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 EMQQ Emerging Markets Internet & Ecommerce UCITS ETF - Accumulating (EMQP.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


Different Trading Currencies

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

Returns By Period

In the year-to-date period, FEPG.L achieves a -13.54% return, which is significantly higher than EMQP.L's -18.59% return.


FEPG.L

1D
2.15%
1M
-1.46%
YTD
-13.54%
6M
-16.27%
1Y
3Y*
5Y*
10Y*

EMQP.L

1D
2.21%
1M
-7.14%
YTD
-18.59%
6M
-27.26%
1Y
-12.85%
3Y*
1.97%
5Y*
-12.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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


Return for Risk

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

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

FEPG.L

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
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. EMQP.L - 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 EMQQ Emerging Markets Internet & Ecommerce UCITS ETF - Accumulating (EMQP.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.


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

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


Loading graphics...

Sharpe Ratios by Period


FEPG.LEMQP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.94

0.06

-1.00

Correlation

The correlation between FEPG.L and EMQP.L is 0.35, 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

FEPG.L vs. EMQP.L - Dividend Comparison

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


Drawdowns

FEPG.L vs. EMQP.L - Drawdown Comparison

The maximum FEPG.L drawdown since its inception was -23.44%, smaller than the maximum EMQP.L drawdown of -73.86%. Use the drawdown chart below to compare losses from any high point for FEPG.L and EMQP.L.


Loading graphics...

Drawdown Indicators


FEPG.LEMQP.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.44%

-67.77%

+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

-21.25%

-56.50%

+35.25%

Average Drawdown

Average peak-to-trough decline

-7.91%

-37.88%

+29.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.81%

Volatility

FEPG.L vs. EMQP.L - Volatility Comparison


Loading graphics...

Volatility by Period


FEPG.LEMQP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.71%

Volatility (6M)

Calculated over the trailing 6-month period

14.64%

Volatility (1Y)

Calculated over the trailing 1-year period

17.50%

22.15%

-4.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.50%

33.26%

-15.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%

33.87%

-16.37%