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FEPG.L vs. 3GOL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEPG.L vs. 3GOL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX Tech Innovation Premium Income UCITS ETF (FEPG.L) and WisdomTree Gold 3x Daily Leveraged (3GOL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FEPG.L achieves a -3.44% return, which is significantly higher than 3GOL.L's -38.07% return.


FEPG.L

1D
0.00%
1M
-5.73%
6M
0.07%
YTD
-3.44%
1Y
3Y*
5Y*
10Y*
ALL TIME*

3GOL.L

1D
-0.05%
1M
-11.73%
6M
-50.85%
YTD
-38.07%
1Y
14.84%
3Y*
53.07%
5Y*
27.61%
10Y*
15.37%
ALL TIME*
2.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEPG.L vs. 3GOL.L - Yearly Performance Comparison


Correlation

The correlation between FEPG.L and 3GOL.L 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 Jul 28, 2025

0.11

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Return for Risk

FEPG.L vs. 3GOL.L — Risk / Return Rank

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

FEPG.L

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


3GOL.L
3GOL.L Risk / Return Rank: 1616
Overall Rank
3GOL.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
3GOL.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
3GOL.L Omega Ratio Rank: 2020
Omega Ratio Rank
3GOL.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
3GOL.L Martin Ratio Rank: 1313
Martin Ratio Rank
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.

FEPG.L vs. 3GOL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX Tech Innovation Premium Income UCITS ETF (FEPG.L) and WisdomTree Gold 3x Daily Leveraged (3GOL.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.

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.


FEPG.L3GOL.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.11

Calmar ratioReturn relative to maximum drawdown

0.23

Martin ratioReturn relative to average drawdown

0.47

FEPG.L vs. 3GOL.L - Sharpe Ratio Comparison


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Drawdowns

FEPG.L vs. 3GOL.L - Drawdown Comparison

The maximum FEPG.L drawdown since its inception was -35.75%, smaller than the maximum 3GOL.L drawdown of -83.81%. Use the drawdown chart below to compare losses from any high point for FEPG.L and 3GOL.L.


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Drawdown Indicators


FEPG.L3GOL.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.75%

-83.81%

+48.06%

Max Drawdown (1Y)

Largest decline over 1 year

-65.42%

Max Drawdown (3Y)

Largest decline over 3 years

-65.42%

Max Drawdown (5Y)

Largest decline over 5 years

-65.42%

Max Drawdown (10Y)

Largest decline over 10 years

-65.42%

Current Drawdown

Current decline from peak

-28.16%

-65.42%

+37.26%

Average Drawdown

Average peak-to-trough decline

-20.83%

-60.95%

+40.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.42%

Volatility

FEPG.L vs. 3GOL.L - Volatility Comparison


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Volatility by Period


FEPG.L3GOL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.52%

Volatility (6M)

Calculated over the trailing 6-month period

69.69%

Volatility (1Y)

Calculated over the trailing 1-year period

45.69%

79.29%

-33.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.69%

53.66%

-7.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.69%

48.05%

-2.36%

FEPG.L vs. 3GOL.L - Expense Ratio Comparison

FEPG.L has a 0.65% expense ratio, which is lower than 3GOL.L's 0.99% expense ratio.


Dividends

FEPG.L vs. 3GOL.L - Dividend Comparison

FEPG.L's dividend yield for the trailing twelve months is around 27.80%, while 3GOL.L has not paid dividends to shareholders.


Frequently Asked Questions


FEPG.L and 3GOL.L 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.

On fees, FEPG.L is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FEPG.L is cheaper with a 0.65% expense ratio, compared with 0.99% for 3GOL.L.

FEPG.L is categorized as Derivative Income, while 3GOL.L is Leveraged Commodities. They also come from different issuers: HANetf and WisdomTree. Their fees differ too: 0.65% for FEPG.L and 0.99% for 3GOL.L.

Portfolio Optimizer

Find the right allocation for FEPG.L and 3GOL.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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