ESGP.L vs. FEPG.L
ESGP.L (HANetf AuAg ESG Gold Mining UCITS ETF) and FEPG.L (REX Tech Innovation Premium Income UCITS ETF) are both exchange-traded funds - ESGP.L is a Precious Metals fund tracking the EMIX Global Mining Global Gold TR USD, while FEPG.L is a Derivative Income fund actively managed by HANetf. ESGP.L is passively managed, while FEPG.L is actively managed. At a correlation of -0.04, they often move in opposite directions. ESGP.L charges 0.60%/yr vs 0.65%/yr for FEPG.L.
Performance
ESGP.L vs. FEPG.L - Performance Comparison
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Different Trading Currencies
ESGP.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, ESGP.L achieves a 1.59% return, which is significantly higher than FEPG.L's -4.56% return.
ESGP.L
- 1D
- -1.22%
- 1M
- -0.06%
- YTD
- 1.59%
- 6M
- 5.94%
- 1Y
- 64.08%
- 3Y*
- 33.25%
- 5Y*
- —
- 10Y*
- —
FEPG.L
- 1D
- -0.63%
- 1M
- 7.60%
- YTD
- -4.56%
- 6M
- -7.88%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESGP.L vs. FEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ESGP.L HANetf AuAg ESG Gold Mining UCITS ETF | 1.59% | 55.50% |
FEPG.L REX Tech Innovation Premium Income UCITS ETF | -4.52% | 2.74% |
Correlation
The correlation between ESGP.L and FEPG.L is -0.04, 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 | -0.04 |
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Return for Risk
ESGP.L vs. FEPG.L — Risk / Return Rank
ESGP.L
FEPG.L
ESGP.L vs. FEPG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.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.
| ESGP.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 | 2.22 | — | — |
| Martin ratioReturn relative to average drawdown | 5.62 | — | — |
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
| ESGP.L | FEPG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | -0.11 | +0.71 |
Drawdowns
ESGP.L vs. FEPG.L - Drawdown Comparison
The maximum ESGP.L drawdown since its inception was -36.54%, 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 ESGP.L and FEPG.L.
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Drawdown Indicators
| ESGP.L | FEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.54% | -25.89% | -10.65% |
Max Drawdown (1Y)Largest decline over 1 year | -28.67% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -28.67% | — | — |
Current DrawdownCurrent decline from peak | -24.79% | -15.34% | -9.45% |
Average DrawdownAverage peak-to-trough decline | -13.49% | -11.14% | -2.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.38% | — | — |
Volatility
ESGP.L vs. FEPG.L - Volatility Comparison
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Volatility by Period
| ESGP.L | FEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.32% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 32.61% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 40.84% | 19.93% | +20.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.20% | 19.93% | +13.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.20% | 19.93% | +13.27% |
ESGP.L vs. FEPG.L - Expense Ratio Comparison
ESGP.L has a 0.60% expense ratio, which is lower than FEPG.L's 0.65% expense ratio.
Dividends
ESGP.L vs. FEPG.L - Dividend Comparison
ESGP.L has not paid dividends to shareholders, while FEPG.L's dividend yield for the trailing twelve months is around 0.28%.
| Position | TTM | 2025 |
|---|---|---|
ESGP.L HANetf AuAg ESG Gold Mining UCITS ETF | 0.00% | 0.00% |
FEPG.L REX Tech Innovation Premium Income UCITS ETF | 0.28% | 0.15% |
Frequently Asked Questions
ESGP.L and FEPG.L have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESGP.L is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESGP.L is cheaper with a 0.60% expense ratio, compared with 0.65% for FEPG.L.
ESGP.L is categorized as Precious Metals, while FEPG.L is Derivative Income. Their fees differ too: 0.60% for ESGP.L and 0.65% for FEPG.L.
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