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

Performance

PMLP.L vs. FEPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HANetf Alerian Midstream Energy Dividend UCITS ETF (PMLP.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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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


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

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

PMLP.L
PMLP.L Risk / Return Rank: 4444
Overall Rank
PMLP.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
PMLP.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
PMLP.L Omega Ratio Rank: 3939
Omega Ratio Rank
PMLP.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
PMLP.L Martin Ratio Rank: 4646
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.

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.LFEPG.LDifference
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

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


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Sharpe Ratios by Period


PMLP.LFEPG.LDifference

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.LFEPG.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.31%

-15.34%

+11.03%

Average Drawdown

Average peak-to-trough decline

-5.88%

-11.14%

+5.26%

Ulcer Index

Depth 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.LFEPG.LDifference

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.


PositionTTM202520242023202220212020
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.

Portfolio Optimizer

Find the right allocation for PMLP.L and FEPG.L

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