METP.L vs. RMAP.L
METP.L (HANetf ETC Group Global Metaverse UCITS ETF) and RMAP.L (HANetf The Royal Mint Responsibly Sourced Physical Gold ETC) are both exchange-traded funds - METP.L is a Technology Equities fund tracking the MSCI World/Information Tech NR USD, while RMAP.L is a Precious Metals fund tracking the Gold. Both are passively managed. Over the past year, METP.L returned 1.61% vs 33.07% for RMAP.L. At a 0.13 correlation, their price movements are largely independent. METP.L charges 0.65%/yr vs 0.22%/yr for RMAP.L.
Performance
METP.L vs. RMAP.L - Performance Comparison
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Returns By Period
In the year-to-date period, METP.L achieves a -2.96% return, which is significantly lower than RMAP.L's 3.07% return.
METP.L
- 1D
- 0.40%
- 1M
- 9.18%
- YTD
- -2.96%
- 6M
- -8.15%
- 1Y
- 1.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RMAP.L
- 1D
- -1.18%
- 1M
- -2.94%
- YTD
- 3.07%
- 6M
- 4.24%
- 1Y
- 33.07%
- 3Y*
- 27.73%
- 5Y*
- 19.76%
- 10Y*
- —
METP.L vs. RMAP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
METP.L HANetf ETC Group Global Metaverse UCITS ETF | -2.96% | 21.88% |
RMAP.L HANetf The Royal Mint Responsibly Sourced Physical Gold ETC | 3.07% | 28.57% |
Correlation
The correlation between METP.L and RMAP.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2025 | 0.13 |
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Return for Risk
METP.L vs. RMAP.L — Risk / Return Rank
METP.L
RMAP.L
METP.L vs. RMAP.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 HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.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 | RMAP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.30 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.09 | 1.21 | -1.11 |
| Martin ratioReturn relative to average drawdown | 0.16 | 2.41 | -2.25 |
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
| METP.L | RMAP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | 0.69 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.81 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.70 | -0.37 |
Drawdowns
METP.L vs. RMAP.L - Drawdown Comparison
The maximum METP.L drawdown since its inception was -53.17%, which is greater than RMAP.L's maximum drawdown of -27.31%. Use the drawdown chart below to compare losses from any high point for METP.L and RMAP.L.
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Drawdown Indicators
| METP.L | RMAP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.17% | -27.31% | -25.86% |
Max Drawdown (1Y)Largest decline over 1 year | -53.17% | -27.31% | -25.86% |
Max Drawdown (3Y)Largest decline over 3 years | — | -27.31% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.31% | — |
Current DrawdownCurrent decline from peak | -39.76% | -19.60% | -20.16% |
Average DrawdownAverage peak-to-trough decline | -23.08% | -7.27% | -15.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.79% | 13.70% | +18.09% |
Volatility
METP.L vs. RMAP.L - Volatility Comparison
HANetf ETC Group Global Metaverse UCITS ETF (METP.L) has a higher volatility of 8.47% compared to HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.L) at 5.07%. This indicates that METP.L's price experiences larger fluctuations and is considered to be riskier than RMAP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| METP.L | RMAP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.47% | 5.07% | +3.40% |
Volatility (6M)Calculated over the trailing 6-month period | 19.76% | 19.91% | -0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.01% | 47.58% | +4.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.93% | 24.84% | +26.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.93% | 23.74% | +27.19% |
METP.L vs. RMAP.L - Expense Ratio Comparison
METP.L has a 0.65% expense ratio, which is higher than RMAP.L's 0.22% expense ratio.
Dividends
METP.L vs. RMAP.L - Dividend Comparison
Neither METP.L nor RMAP.L has paid dividends to shareholders.
Frequently Asked Questions
METP.L and RMAP.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, RMAP.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
RMAP.L is cheaper with a 0.22% expense ratio, compared with 0.65% for METP.L.
METP.L is categorized as Technology Equities, while RMAP.L is Precious Metals. METP.L tracks MSCI World/Information Tech NR USD, while RMAP.L tracks Gold. Their fees differ too: 0.65% for METP.L and 0.22% for RMAP.L.
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