FEPG.L vs. PMLP.L

Last updated Apr 2, 2026

Compare and contrast key facts about REX Tech Innovation Premium Income UCITS ETF (FEPG.L) and HANetf Alerian Midstream Energy Dividend UCITS ETF (PMLP.L).

FEPG.L and PMLP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FEPG.L is an actively managed fund by HANetf. It was launched on Jun 30, 2025. PMLP.L is a passively managed fund by HANetf that tracks the performance of the MSCI World/Energy NR USD. It was launched on Jul 27, 2020.

Performance

FEPG.L vs. PMLP.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 HANetf Alerian Midstream Energy Dividend UCITS ETF (PMLP.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025
FEPG.L REX Tech Innovation Premium Income UCITS ETF	-13.54%	1.39%
PMLP.L HANetf Alerian Midstream Energy Dividend UCITS ETF	20.84%	2.18%

Different Trading Currencies

FEPG.L is traded in USD, while PMLP.L is traded in GBp. To make them comparable, the PMLP.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 lower than PMLP.L's 20.84% return.

FEPG.L

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

PMLP.L

• 1D: -3.57%
• 1M: -0.86%
• YTD: 20.84%
• 6M: 19.48%
• 1Y: 19.34%
• 3Y*: 24.68%
• 5Y*: 20.71%
• 10Y*: —

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

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

FEPG.L has a 0.65% expense ratio, which is higher than PMLP.L's 0.40% expense ratio.

FEPG.L

REX Tech Innovation Premium Income UCITS ETF

PMLP.L

HANetf Alerian Midstream Energy Dividend UCITS ETF

Return for Risk

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

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

PMLP.L

PMLP.L Risk / Return Rank: 37
PMLP.L Sharpe Ratio Rank: 40
PMLP.L Sortino Ratio Rank: 37
PMLP.L Omega Ratio Rank: 35
PMLP.L Calmar Ratio Rank: 43
PMLP.L Martin Ratio Rank: 32

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. PMLP.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 HANetf Alerian Midstream Energy Dividend UCITS ETF (PMLP.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.

Sharpe Ratios by Period

	FEPG.L	PMLP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.92	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.03	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.94	1.25	-2.19

Correlation

The correlation between FEPG.L and PMLP.L is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

FEPG.L vs. PMLP.L - Dividend Comparison

FEPG.L's dividend yield for the trailing twelve months is around 0.24%, less than PMLP.L's 2.84% yield.

	TTM	2025	2024	2023	2022	2021	2020
FEPG.L REX Tech Innovation Premium Income UCITS ETF	0.24%	0.15%	0.00%	0.00%	0.00%	0.00%	0.00%
PMLP.L HANetf Alerian Midstream Energy Dividend UCITS ETF	2.84%	3.31%	3.37%	6.48%	6.12%	6.57%	4.17%

Drawdowns

FEPG.L vs. PMLP.L - Drawdown Comparison

The maximum FEPG.L drawdown since its inception was -23.44%, which is greater than PMLP.L's maximum drawdown of -19.85%. Use the drawdown chart below to compare losses from any high point for FEPG.L and PMLP.L.

Drawdown Indicators

	FEPG.L	PMLP.L	Difference
Max Drawdown Largest peak-to-trough decline	-23.44%	-20.50%	-2.94%
Max Drawdown (1Y) Largest decline over 1 year	—	-14.95%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.50%	—
Current Drawdown Current decline from peak	-21.25%	-5.50%	-15.75%
Average Drawdown Average peak-to-trough decline	-7.91%	-5.91%	-2.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.01%	—

Volatility

Volatility by Period

	FEPG.L	PMLP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.85%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.26%	—
Volatility (1Y) Calculated over the trailing 1-year period	17.50%	21.03%	-3.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.50%	20.64%	-3.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.50%	22.26%	-4.76%