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IQSE.DE vs. FEPG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQSE.DE vs. FEPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc (IQSE.DE) and REX Tech Innovation Premium Income UCITS ETF (FEPG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IQSE.DE achieves a 14.06% return, which is significantly higher than FEPG.L's -0.85% return.


IQSE.DE

1D
0.22%
1M
-0.67%
6M
13.03%
YTD
14.06%
1Y
27.65%
3Y*
21.28%
5Y*
13.42%
10Y*
ALL TIME*
14.23%

FEPG.L

1D
0.00%
1M
-5.49%
6M
1.88%
YTD
-0.85%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQSE.DE vs. FEPG.L - Yearly Performance Comparison


Correlation

The correlation between IQSE.DE and FEPG.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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Return for Risk

IQSE.DE vs. FEPG.L — Risk / Return Rank

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

IQSE.DE
IQSE.DE Risk / Return Rank: 8787
Overall Rank
IQSE.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IQSE.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
IQSE.DE Omega Ratio Rank: 8686
Omega Ratio Rank
IQSE.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
IQSE.DE Martin Ratio Rank: 8989
Martin Ratio Rank

FEPG.L

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

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.

IQSE.DE vs. FEPG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc (IQSE.DE) and REX Tech Innovation Premium Income UCITS ETF (FEPG.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.

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.


IQSE.DEFEPG.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

3.39

Martin ratioReturn relative to average drawdown

14.27

IQSE.DE vs. FEPG.L - Sharpe Ratio Comparison


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Drawdowns

IQSE.DE vs. FEPG.L - Drawdown Comparison

The maximum IQSE.DE drawdown since its inception was -33.78%, smaller than the maximum FEPG.L drawdown of -36.95%. Use the drawdown chart below to compare losses from any high point for IQSE.DE and FEPG.L.


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Drawdown Indicators


IQSE.DEFEPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.78%

-36.95%

+3.17%

Max Drawdown (1Y)

Largest decline over 1 year

-8.11%

Max Drawdown (3Y)

Largest decline over 3 years

-18.04%

Max Drawdown (5Y)

Largest decline over 5 years

-23.46%

Current Drawdown

Current decline from peak

-1.29%

-26.97%

+25.68%

Average Drawdown

Average peak-to-trough decline

-5.00%

-21.17%

+16.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

Volatility

IQSE.DE vs. FEPG.L - Volatility Comparison


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Volatility by Period


IQSE.DEFEPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

Volatility (6M)

Calculated over the trailing 6-month period

10.32%

Volatility (1Y)

Calculated over the trailing 1-year period

12.89%

46.36%

-33.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.65%

46.36%

-30.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.55%

46.36%

-28.81%

IQSE.DE vs. FEPG.L - Expense Ratio Comparison

IQSE.DE has a 0.30% expense ratio, which is lower than FEPG.L's 0.65% expense ratio.


Dividends

IQSE.DE vs. FEPG.L - Dividend Comparison

IQSE.DE has not paid dividends to shareholders, while FEPG.L's dividend yield for the trailing twelve months is around 27.80%.


Frequently Asked Questions


IQSE.DE and FEPG.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IQSE.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IQSE.DE is cheaper with a 0.30% expense ratio, compared with 0.65% for FEPG.L.

IQSE.DE is categorized as Global Equities, while FEPG.L is Derivative Income. They also come from different issuers: Invesco and HANetf. Their fees differ too: 0.30% for IQSE.DE and 0.65% for FEPG.L.

Portfolio Optimizer

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