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

Performance

ITEK.L vs. FEPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HAN-GINS Tech Megatrend Equal Weight UCITS ETF (ITEK.L) 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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Returns By Period

In the year-to-date period, ITEK.L achieves a 24.28% return, which is significantly higher than FEPG.L's -4.53% return.


ITEK.L

1D
0.19%
1M
13.86%
YTD
24.28%
6M
20.34%
1Y
44.45%
3Y*
25.22%
5Y*
6.54%
10Y*

FEPG.L

1D
0.40%
1M
5.17%
YTD
-4.53%
6M
-7.06%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between ITEK.L and FEPG.L is 0.44, 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 4, 2025

0.44

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Return for Risk

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

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

ITEK.L
ITEK.L Risk / Return Rank: 4747
Overall Rank
ITEK.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ITEK.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
ITEK.L Omega Ratio Rank: 4949
Omega Ratio Rank
ITEK.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
ITEK.L Martin Ratio Rank: 3434
Martin Ratio Rank

FEPG.L
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.

ITEK.L vs. FEPG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HAN-GINS Tech Megatrend Equal Weight UCITS ETF (ITEK.L) 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.


ITEK.LFEPG.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.03

Martin ratioReturn relative to average drawdown

5.05

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


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Sharpe Ratios by Period


ITEK.LFEPG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

-0.21

+0.76

Drawdowns

ITEK.L vs. FEPG.L - Drawdown Comparison

The maximum ITEK.L drawdown since its inception was -54.15%, which is greater than FEPG.L's maximum drawdown of -23.44%. Use the drawdown chart below to compare losses from any high point for ITEK.L and FEPG.L.


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Drawdown Indicators


ITEK.LFEPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-54.15%

-23.44%

-30.71%

Max Drawdown (1Y)

Largest decline over 1 year

-21.74%

Max Drawdown (3Y)

Largest decline over 3 years

-28.11%

Max Drawdown (5Y)

Largest decline over 5 years

-53.31%

Current Drawdown

Current decline from peak

-1.88%

-13.04%

+11.16%

Average Drawdown

Average peak-to-trough decline

-19.45%

-9.61%

-9.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.77%

Volatility

ITEK.L vs. FEPG.L - Volatility Comparison


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Volatility by Period


ITEK.LFEPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.72%

Volatility (6M)

Calculated over the trailing 6-month period

18.45%

Volatility (1Y)

Calculated over the trailing 1-year period

24.14%

17.30%

+6.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.18%

17.30%

+9.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.72%

17.30%

+9.42%

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

ITEK.L has a 0.59% expense ratio, which is lower than FEPG.L's 0.65% expense ratio.


Dividends

ITEK.L vs. FEPG.L - Dividend Comparison

ITEK.L has not paid dividends to shareholders, while FEPG.L's dividend yield for the trailing twelve months is around 0.27%.


Frequently Asked Questions


ITEK.L and FEPG.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ITEK.L is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ITEK.L is cheaper with a 0.59% expense ratio, compared with 0.65% for FEPG.L.

ITEK.L is categorized as Technology Equities, while FEPG.L is Derivative Income. Their fees differ too: 0.59% for ITEK.L and 0.65% for FEPG.L.

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