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

Performance

FEPG.L vs. EMQQ.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 (EMQQ.L). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period

In the year-to-date period, FEPG.L achieves a -13.13% return, which is significantly higher than EMQQ.L's -18.55% return.


FEPG.L

1D
0.48%
1M
-1.18%
YTD
-13.13%
6M
-16.69%
1Y
3Y*
5Y*
10Y*

EMQQ.L

1D
2.32%
1M
-2.19%
YTD
-18.55%
6M
-27.39%
1Y
-12.26%
3Y*
1.91%
5Y*
-12.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

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

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

FEPG.L

EMQQ.L
EMQQ.L Risk / Return Rank: 44
Overall Rank
EMQQ.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
EMQQ.L Sortino Ratio Rank: 33
Sortino Ratio Rank
EMQQ.L Omega Ratio Rank: 44
Omega Ratio Rank
EMQQ.L Calmar Ratio Rank: 66
Calmar Ratio Rank
EMQQ.L Martin Ratio Rank: 33
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. EMQQ.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 (EMQQ.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. EMQQ.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FEPG.LEMQQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.91

0.05

-0.96

Correlation

The correlation between FEPG.L and EMQQ.L is 0.33, 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. EMQQ.L - Dividend Comparison

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


Drawdowns

FEPG.L vs. EMQQ.L - Drawdown Comparison

The maximum FEPG.L drawdown since its inception was -23.44%, smaller than the maximum EMQQ.L drawdown of -73.83%. Use the drawdown chart below to compare losses from any high point for FEPG.L and EMQQ.L.


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Drawdown Indicators


FEPG.LEMQQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.44%

-73.83%

+50.39%

Max Drawdown (1Y)

Largest decline over 1 year

-30.49%

Max Drawdown (5Y)

Largest decline over 5 years

-68.16%

Current Drawdown

Current decline from peak

-20.87%

-58.36%

+37.49%

Average Drawdown

Average peak-to-trough decline

-7.98%

-37.86%

+29.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.11%

Volatility

FEPG.L vs. EMQQ.L - Volatility Comparison


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Volatility by Period


FEPG.LEMQQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.05%

Volatility (6M)

Calculated over the trailing 6-month period

15.06%

Volatility (1Y)

Calculated over the trailing 1-year period

17.46%

22.05%

-4.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.46%

32.92%

-15.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.46%

32.52%

-15.06%