LLII vs. CEPI

Last updated Jun 25, 2026

LLII (REX LLY Growth & Income ETF) and CEPI (REX Crypto Equity Premium Income ETF) are both exchange-traded funds - LLII is a Derivative Income fund actively managed by REX, while CEPI is a Cryptocurrency fund actively managed by REX. Both are actively managed. At a 0.11 correlation, their price movements are largely independent. LLII charges 0.99%/yr vs 0.85%/yr for CEPI.

Performance

LLII vs. CEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX LLY Growth & Income ETF (LLII) and REX Crypto Equity Premium Income ETF (CEPI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LLII achieves a 2.07% return, which is significantly lower than CEPI's 18.87% return.

LLII

• 1D: 0.00%
• 1M: 6.03%
• YTD: 2.07%
• 6M: 2.47%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CEPI

• 1D: -2.69%
• 1M: 0.67%
• YTD: 18.87%
• 6M: 16.68%
• 1Y: 25.84%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LLII vs. CEPI - Yearly Performance Comparison

	2026 (YTD)	2025
LLII REX LLY Growth & Income ETF	2.07%	19.74%
CEPI REX Crypto Equity Premium Income ETF	18.87%	-12.56%

Correlation

The correlation between LLII and CEPI is 0.11, 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 Nov 4, 2025	0.11

Return for Risk

LLII vs. CEPI — Risk / Return Rank

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

LLII

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

CEPI

CEPI Risk / Return Rank: 27
CEPI Sharpe Ratio Rank: 28
CEPI Sortino Ratio Rank: 27
CEPI Omega Ratio Rank: 29
CEPI Calmar Ratio Rank: 25
CEPI Martin Ratio Rank: 24

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.

LLII vs. CEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX LLY Growth & Income ETF (LLII) and REX Crypto Equity Premium Income ETF (CEPI). 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.

	LLII	CEPI	Difference
Sharpe ratio: Return per unit of total volatility	—	0.95	—
Sortino ratio: Return per unit of downside risk	—	1.39	—
Omega ratio: Gain probability vs. loss probability	—	1.19	—
Calmar ratio: Return relative to maximum drawdown	—	1.16	—
Martin ratio: Return relative to average drawdown	—	2.74	—

Drawdowns

LLII vs. CEPI - Drawdown Comparison

The maximum LLII drawdown since its inception was -23.96%, smaller than the maximum CEPI drawdown of -29.48%. Use the drawdown chart below to compare losses from any high point for LLII and CEPI.

Drawdown Indicators

	LLII	CEPI	Difference
Max Drawdown Largest peak-to-trough decline	-23.96%	-29.48%	+5.52%
Max Drawdown (1Y) Largest decline over 1 year	—	-22.47%	—
Current Drawdown Current decline from peak	-0.71%	-4.60%	+3.89%
Average Drawdown Average peak-to-trough decline	-8.63%	-8.40%	-0.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	9.45%	—

Volatility

Volatility by Period

	LLII	CEPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.61%	—
Volatility (6M) Calculated over the trailing 6-month period	—	21.64%	—
Volatility (1Y) Calculated over the trailing 1-year period	35.58%	27.53%	+8.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.58%	31.65%	+3.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.58%	31.65%	+3.93%

LLII vs. CEPI - Expense Ratio Comparison

LLII has a 0.99% expense ratio, which is higher than CEPI's 0.85% expense ratio.

Dividends

LLII vs. CEPI - Dividend Comparison

LLII's dividend yield for the trailing twelve months is around 25.62%, less than CEPI's 41.65% yield.

Position	TTM	2025
CEPI REX Crypto Equity Premium Income ETF	41.65%	50.78%
LLII REX LLY Growth & Income ETF	25.62%	5.13%

Frequently Asked Questions

Can I hold both LLII and CEPI in my portfolio?

LLII and CEPI have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LLII or CEPI?

On fees, CEPI is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LLII or CEPI?

CEPI is cheaper with a 0.85% expense ratio, compared with 0.99% for LLII.

Which ETF pays a higher dividend yield, LLII or CEPI?

CEPI has the higher dividend yield at 41.65%, compared with 25.62% for LLII.

What is the main difference between LLII and CEPI?

LLII is categorized as Derivative Income, while CEPI is Cryptocurrency. Their fees differ too: 0.99% for LLII and 0.85% for CEPI.