FEPI vs. TLTX
FEPI (REX FANG & Innovation Equity Premium Income ETF) and TLTX (Global X Treasury Bond Enhanced Income ETF) are both exchange-traded funds - FEPI is a Derivative Income fund actively managed by REX, while TLTX is a Government Bonds fund actively managed by Global X. Both are actively managed. Over the past year, FEPI returned 13.96% vs -0.57% for TLTX. Their 0.16 correlation means their historical movements had little consistent relationship. FEPI charges 0.65%/yr vs 0.29%/yr for TLTX.
Performance
FEPI vs. TLTX - Performance Comparison
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Returns By Period
In the year-to-date period, FEPI achieves a 1.10% return, which is significantly higher than TLTX's -3.02% return.
FEPI
- 1D
- 1.33%
- 1M
- -1.93%
- 6M
- 2.65%
- YTD
- 1.10%
- 1Y
- 13.96%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.78%
TLTX
- 1D
- 0.10%
- 1M
- -3.42%
- 6M
- -2.60%
- YTD
- -3.02%
- 1Y
- -0.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 2.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.05M | $8.48M | $9.46M | |
| $182.44K | $196.39K | $333.12K |
FEPI vs. TLTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FEPI REX FANG & Innovation Equity Premium Income ETF | 1.10% | 12.02% |
TLTX Global X Treasury Bond Enhanced Income ETF | -3.02% | 6.02% |
Correlation
The correlation between FEPI and TLTX is 0.17, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2025 | 0.16 |
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Return for Risk
FEPI vs. TLTX — Risk / Return Rank
FEPI
TLTX
FEPI vs. TLTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for REX FANG & Innovation Equity Premium Income ETF (FEPI) and Global X Treasury Bond Enhanced Income ETF (TLTX). 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.
| FEPI | TLTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.00 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | -0.09 | +1.02 |
| Martin ratioReturn relative to average drawdown | 2.79 | -0.19 | +2.97 |
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Drawdowns
FEPI vs. TLTX - Drawdown Comparison
The maximum FEPI drawdown since its inception was -23.56%, which is greater than TLTX's maximum drawdown of -6.70%. Use the drawdown chart below to compare losses from any high point for FEPI and TLTX.
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Drawdown Indicators
| FEPI | TLTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.56% | -6.70% | -16.86% |
Max Drawdown (1Y)Largest decline over 1 year | -14.96% | -6.70% | -8.26% |
Current DrawdownCurrent decline from peak | -9.77% | -6.60% | -3.17% |
Average DrawdownAverage peak-to-trough decline | -3.74% | -2.51% | -1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.02% | 3.06% | +1.96% |
Volatility
FEPI vs. TLTX - Volatility Comparison
REX FANG & Innovation Equity Premium Income ETF (FEPI) has a higher volatility of 7.76% compared to Global X Treasury Bond Enhanced Income ETF (TLTX) at 2.91%. This indicates that FEPI's price experiences larger fluctuations and is considered to be riskier than TLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEPI | TLTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.76% | 2.91% | +4.85% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 7.29% | +8.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.43% | 9.46% | +9.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.58% | 9.42% | +10.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.58% | 9.42% | +10.16% |
FEPI vs. TLTX - Expense Ratio Comparison
FEPI has a 0.65% expense ratio, which is higher than TLTX's 0.29% expense ratio.
Dividends
FEPI vs. TLTX - Dividend Comparison
FEPI's dividend yield for the trailing twelve months is around 26.43%, more than TLTX's 19.28% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
FEPI REX FANG & Innovation Equity Premium Income ETF | 26.43% | 25.48% | 27.18% | 4.21% |
TLTX Global X Treasury Bond Enhanced Income ETF | 19.28% | 7.54% | 0.00% | 0.00% |
Frequently Asked Questions
FEPI and TLTX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FEPI has higher volatility (7.76%) compared to TLTX (2.91%). In terms of maximum drawdown, FEPI dropped -23.56% vs TLTX's -6.70%.
On 1-year performance, FEPI leads with 13.96% vs -0.57% for TLTX. On fees, TLTX is cheaper at 0.29% per year. On volatility, TLTX has been the lower-risk option at 2.91%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, FEPI has performed better with a 13.96% return vs -0.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TLTX is cheaper with a 0.29% expense ratio, compared with 0.65% for FEPI.
FEPI has the higher dividend yield at 26.43%, compared with 19.28% for TLTX.
FEPI is categorized as Derivative Income, while TLTX is Government Bonds. They also come from different issuers: REX and Global X. Their fees differ too: 0.65% for FEPI and 0.29% for TLTX.
FEPI currently has the higher Sharpe Ratio (0.72 vs -0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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