PortfoliosLab logoPortfoliosLab logo
RMAP.L vs. FEPG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RMAP.L vs. FEPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HANetf The Royal Mint Responsibly Sourced Physical Gold ETC (RMAP.L) and REX Tech Innovation Premium Income UCITS ETF (FEPG.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

RMAP.L vs. FEPG.L — Risk / Return Rank

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

RMAP.L
RMAP.L Risk / Return Rank: 2727
Overall Rank
RMAP.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
RMAP.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
RMAP.L Omega Ratio Rank: 4747
Omega Ratio Rank
RMAP.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
RMAP.L Martin Ratio Rank: 2020
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.

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.LFEPG.LDifference
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

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


Loading charts...

Sharpe Ratios by Period


RMAP.LFEPG.LDifference

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.


Loading charts...

Drawdown Indicators


RMAP.LFEPG.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-19.60%

-15.34%

-4.26%

Average Drawdown

Average peak-to-trough decline

-7.27%

-11.14%

+3.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.70%

Volatility

RMAP.L vs. FEPG.L - Volatility Comparison


Loading charts...

Volatility by Period


RMAP.LFEPG.LDifference

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%.


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.

Portfolio Optimizer

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

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

Open Portfolio Optimizer