PMLP.L vs. FEPG.L
PMLP.L (HANetf Alerian Midstream Energy Dividend UCITS ETF) and FEPG.L (REX Tech Innovation Premium Income UCITS ETF) are both exchange-traded funds - PMLP.L is a Energy Equities fund tracking the MSCI World/Energy NR USD, while FEPG.L is a Derivative Income fund actively managed by HANetf. PMLP.L is passively managed, while FEPG.L is actively managed. At a 0.07 correlation, their price movements are largely independent. PMLP.L charges 0.40%/yr vs 0.65%/yr for FEPG.L.
Performance
PMLP.L vs. FEPG.L - Performance Comparison
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Different Trading Currencies
PMLP.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, PMLP.L achieves a 26.71% return, which is significantly higher than FEPG.L's -4.56% return.
PMLP.L
- 1D
- 1.96%
- 1M
- 1.75%
- YTD
- 26.71%
- 6M
- 26.31%
- 1Y
- 28.41%
- 3Y*
- 22.73%
- 5Y*
- 19.87%
- 10Y*
- —
FEPG.L
- 1D
- -0.63%
- 1M
- 7.60%
- YTD
- -4.56%
- 6M
- -7.88%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PMLP.L vs. FEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PMLP.L HANetf Alerian Midstream Energy Dividend UCITS ETF | 26.71% | 3.69% |
FEPG.L REX Tech Innovation Premium Income UCITS ETF | -4.56% | 2.74% |
Correlation
The correlation between PMLP.L and FEPG.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 4, 2025 | 0.07 |
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Return for Risk
PMLP.L vs. FEPG.L — Risk / Return Rank
PMLP.L
FEPG.L
PMLP.L vs. FEPG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HANetf Alerian Midstream Energy Dividend UCITS ETF (PMLP.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.
| PMLP.L | FEPG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.26 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | — | — |
| Martin ratioReturn relative to average drawdown | 7.58 | — | — |
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
| PMLP.L | FEPG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.28 | -0.11 | +1.39 |
Drawdowns
PMLP.L vs. FEPG.L - Drawdown Comparison
The maximum PMLP.L drawdown since its inception was -20.50%, smaller than the maximum FEPG.L drawdown of -25.89%. Use the drawdown chart below to compare losses from any high point for PMLP.L and FEPG.L.
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Drawdown Indicators
| PMLP.L | FEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.50% | -25.89% | +5.39% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -20.50% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.50% | — | — |
Current DrawdownCurrent decline from peak | -4.31% | -15.34% | +11.03% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -11.14% | +5.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | — | — |
Volatility
PMLP.L vs. FEPG.L - Volatility Comparison
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Volatility by Period
| PMLP.L | FEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.40% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 15.48% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.87% | 19.93% | -1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.86% | 19.93% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.34% | 19.93% | +1.41% |
PMLP.L vs. FEPG.L - Expense Ratio Comparison
PMLP.L has a 0.40% expense ratio, which is lower than FEPG.L's 0.65% expense ratio.
Dividends
PMLP.L vs. FEPG.L - Dividend Comparison
PMLP.L's dividend yield for the trailing twelve months is around 2.74%, more than FEPG.L's 0.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
FEPG.L REX Tech Innovation Premium Income UCITS ETF | 0.28% | 0.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PMLP.L HANetf Alerian Midstream Energy Dividend UCITS ETF | 2.74% | 3.31% | 3.37% | 6.48% | 6.12% | 6.57% | 4.17% |
Frequently Asked Questions
PMLP.L and FEPG.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PMLP.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PMLP.L is cheaper with a 0.40% expense ratio, compared with 0.65% for FEPG.L.
PMLP.L is categorized as Energy Equities, while FEPG.L is Derivative Income. Their fees differ too: 0.40% for PMLP.L and 0.65% for FEPG.L.
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