RMAP.L vs. FEPG.L
RMAP.L (HANetf The Royal Mint Responsibly Sourced Physical Gold ETC) and FEPG.L (REX Tech Innovation Premium Income UCITS ETF) are both exchange-traded funds - RMAP.L is a Precious Metals fund tracking the Gold, while FEPG.L is a Derivative Income fund actively managed by HANetf. RMAP.L is passively managed, while FEPG.L is actively managed. At a 0.02 correlation, their price movements are largely independent. RMAP.L charges 0.22%/yr vs 0.65%/yr for FEPG.L.
Performance
RMAP.L vs. FEPG.L - Performance Comparison
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Different Trading Currencies
RMAP.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, RMAP.L achieves a 3.07% return, which is significantly higher than FEPG.L's -4.56% return.
RMAP.L
- 1D
- -1.18%
- 1M
- -2.94%
- YTD
- 3.07%
- 6M
- 4.24%
- 1Y
- 33.07%
- 3Y*
- 27.73%
- 5Y*
- 19.76%
- 10Y*
- —
FEPG.L
- 1D
- -0.63%
- 1M
- 7.60%
- YTD
- -4.56%
- 6M
- -7.88%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RMAP.L vs. FEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RMAP.L HANetf The Royal Mint Responsibly Sourced Physical Gold ETC | 3.07% | 30.43% |
FEPG.L REX Tech Innovation Premium Income UCITS ETF | -4.56% | 2.74% |
Correlation
The correlation between RMAP.L and FEPG.L is 0.02, 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 | 0.02 |
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Return for Risk
RMAP.L vs. FEPG.L — Risk / Return Rank
RMAP.L
FEPG.L
RMAP.L vs. FEPG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.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.
| RMAP.L | FEPG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.30 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | — | — |
| Martin ratioReturn relative to average drawdown | 2.41 | — | — |
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
| RMAP.L | FEPG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | -0.11 | +0.81 |
Drawdowns
RMAP.L vs. FEPG.L - Drawdown Comparison
The maximum RMAP.L drawdown since its inception was -27.31%, 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 RMAP.L and FEPG.L.
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Drawdown Indicators
| RMAP.L | FEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.31% | -25.89% | -1.42% |
Max Drawdown (1Y)Largest decline over 1 year | -27.31% | — | — |
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 | -19.60% | -15.34% | -4.26% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -11.14% | +3.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.70% | — | — |
Volatility
RMAP.L vs. FEPG.L - Volatility Comparison
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Volatility by Period
| RMAP.L | FEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.07% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 19.91% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 47.58% | 19.93% | +27.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.84% | 19.93% | +4.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.74% | 19.93% | +3.81% |
RMAP.L vs. FEPG.L - Expense Ratio Comparison
RMAP.L has a 0.22% expense ratio, which is lower than FEPG.L's 0.65% expense ratio.
Dividends
RMAP.L vs. FEPG.L - Dividend Comparison
RMAP.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 |
|---|---|---|
FEPG.L REX Tech Innovation Premium Income UCITS ETF | 0.28% | 0.15% |
RMAP.L HANetf The Royal Mint Responsibly Sourced Physical Gold ETC | 0.00% | 0.00% |
Frequently Asked Questions
RMAP.L and FEPG.L have a correlation of 0.02, 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 FEPG.L.
RMAP.L is categorized as Precious Metals, while FEPG.L is Derivative Income. Their fees differ too: 0.22% for RMAP.L and 0.65% for FEPG.L.
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