METP.L vs. FEPG.L

Last updated Jun 5, 2026

METP.L (HANetf ETC Group Global Metaverse UCITS ETF) and FEPG.L (REX Tech Innovation Premium Income UCITS ETF) are both exchange-traded funds - METP.L is a Technology Equities fund tracking the MSCI World/Information Tech NR USD, while FEPG.L is a Derivative Income fund actively managed by HANetf. METP.L is passively managed, while FEPG.L is actively managed. At a 0.42 correlation, their price movements are largely independent. Both charge a 0.65% expense ratio.

Performance

METP.L vs. FEPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HANetf ETC Group Global Metaverse UCITS ETF (METP.L) and REX Tech Innovation Premium Income UCITS ETF (FEPG.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, METP.L achieves a -8.08% return, which is significantly lower than FEPG.L's -4.14% return.

METP.L

• 1D: -5.28%
• 1M: 4.65%
• YTD: -8.08%
• 6M: -14.44%
• 1Y: -3.64%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FEPG.L

• 1D: 0.40%
• 1M: 6.13%
• YTD: -4.14%
• 6M: -7.70%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025
METP.L HANetf ETC Group Global Metaverse UCITS ETF	-8.08%	-3.36%
FEPG.L REX Tech Innovation Premium Income UCITS ETF	-4.14%	2.74%

Correlation

The correlation between METP.L and FEPG.L is 0.42, 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	0.42

Return for Risk

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

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

METP.L

METP.L Risk / Return Rank: 9
METP.L Sharpe Ratio Rank: 8
METP.L Sortino Ratio Rank: 10
METP.L Omega Ratio Rank: 11
METP.L Calmar Ratio Rank: 8
METP.L Martin Ratio Rank: 8

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.

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

This table presents a comparison of risk-adjusted performance metrics for HANetf ETC Group Global Metaverse UCITS ETF (METP.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.

	METP.L	FEPG.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.07	—	—
Sortino ratio: Return per unit of downside risk	0.29	—	—
Omega ratio: Gain probability vs. loss probability	1.05	—	—
Calmar ratio: Return relative to maximum drawdown	-0.07	—	—
Martin ratio: Return relative to average drawdown	-0.12	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	METP.L	FEPG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.07	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	-0.09	+0.30

Drawdowns

METP.L vs. FEPG.L - Drawdown Comparison

The maximum METP.L drawdown since its inception was -53.17%, which is greater than FEPG.L's maximum drawdown of -25.89%. Use the drawdown chart below to compare losses from any high point for METP.L and FEPG.L.

Drawdown Indicators

	METP.L	FEPG.L	Difference
Max Drawdown Largest peak-to-trough decline	-53.17%	-25.89%	-27.28%
Max Drawdown (1Y) Largest decline over 1 year	-53.17%	—	—
Current Drawdown Current decline from peak	-42.94%	-14.97%	-27.97%
Average Drawdown Average peak-to-trough decline	-23.16%	-11.16%	-12.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	31.91%	—	—

Volatility

Volatility by Period

	METP.L	FEPG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.24%	—	—
Volatility (6M) Calculated over the trailing 6-month period	20.43%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	52.25%	19.85%	+32.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.09%	19.85%	+31.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.09%	19.85%	+31.24%

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

Both METP.L and FEPG.L have an expense ratio of 0.65%.

Dividends

METP.L vs. FEPG.L - Dividend Comparison

METP.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%
METP.L HANetf ETC Group Global Metaverse UCITS ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both METP.L and FEPG.L in my portfolio?

METP.L and FEPG.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, METP.L or FEPG.L?

Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, METP.L or FEPG.L?

METP.L and FEPG.L have the same expense ratio: 0.65% per year.

What is the main difference between METP.L and FEPG.L?

METP.L is categorized as Technology Equities, while FEPG.L is Derivative Income.