ITEK.L vs. FEPG.L
ITEK.L (HAN-GINS Tech Megatrend Equal Weight UCITS ETF) and FEPG.L (REX Tech Innovation Premium Income UCITS ETF) are both exchange-traded funds - ITEK.L is a Technology Equities fund tracking the Solactive Innovative Technologies Index, while FEPG.L is a Derivative Income fund actively managed by HANetf. ITEK.L is passively managed, while FEPG.L is actively managed. At a 0.44 correlation, their price movements are largely independent. ITEK.L charges 0.59%/yr vs 0.65%/yr for FEPG.L.
Performance
ITEK.L vs. FEPG.L - Performance Comparison
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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*
- —
ITEK.L vs. FEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ITEK.L HAN-GINS Tech Megatrend Equal Weight UCITS ETF | 24.28% | 7.02% |
FEPG.L REX Tech Innovation Premium Income UCITS ETF | -4.53% | 1.39% |
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
ITEK.L
FEPG.L
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.L | FEPG.L | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ITEK.L | FEPG.L | Difference | |
|---|---|---|---|
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.L | FEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.88% | -13.04% | +11.16% |
Average DrawdownAverage peak-to-trough decline | -19.45% | -9.61% | -9.84% |
Ulcer IndexDepth 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.L | FEPG.L | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 |
|---|---|---|
FEPG.L REX Tech Innovation Premium Income UCITS ETF | 0.27% | 0.15% |
ITEK.L HAN-GINS Tech Megatrend Equal Weight UCITS ETF | 0.00% | 0.00% |
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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