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RMAU.L vs. FEPG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RMAU.L vs. FEPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Royal Mint Physical Gold ETC Securities (RMAU.L) and REX Tech Innovation Premium Income UCITS ETF (FEPG.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, RMAU.L achieves a 3.70% return, which is significantly higher than FEPG.L's -4.53% return.


RMAU.L

1D
0.65%
1M
-2.38%
YTD
3.70%
6M
6.00%
1Y
32.20%
3Y*
31.36%
5Y*
18.44%
10Y*

FEPG.L

1D
0.40%
1M
5.17%
YTD
-4.53%
6M
-7.06%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between RMAU.L and FEPG.L is -0.01, 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

-0.01

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Return for Risk

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

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

RMAU.L
RMAU.L Risk / Return Rank: 3535
Overall Rank
RMAU.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
RMAU.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
RMAU.L Omega Ratio Rank: 3939
Omega Ratio Rank
RMAU.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
RMAU.L Martin Ratio Rank: 3232
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.

RMAU.L vs. FEPG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Royal Mint Physical Gold ETC Securities (RMAU.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.


RMAU.LFEPG.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

1.77

Martin ratioReturn relative to average drawdown

4.69

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


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Sharpe Ratios by Period


RMAU.LFEPG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

-0.21

+1.02

Drawdowns

RMAU.L vs. FEPG.L - Drawdown Comparison

The maximum RMAU.L drawdown since its inception was -21.56%, smaller than the maximum FEPG.L drawdown of -23.44%. Use the drawdown chart below to compare losses from any high point for RMAU.L and FEPG.L.


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Drawdown Indicators


RMAU.LFEPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.56%

-23.44%

+1.88%

Max Drawdown (1Y)

Largest decline over 1 year

-18.15%

Max Drawdown (3Y)

Largest decline over 3 years

-18.15%

Max Drawdown (5Y)

Largest decline over 5 years

-21.17%

Current Drawdown

Current decline from peak

-15.95%

-13.04%

-2.91%

Average Drawdown

Average peak-to-trough decline

-7.09%

-9.61%

+2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.84%

Volatility

RMAU.L vs. FEPG.L - Volatility Comparison


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Volatility by Period


RMAU.LFEPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

Volatility (6M)

Calculated over the trailing 6-month period

21.86%

Volatility (1Y)

Calculated over the trailing 1-year period

24.82%

17.30%

+7.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.62%

17.30%

+0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.34%

17.30%

+4.04%

RMAU.L vs. FEPG.L - Expense Ratio Comparison

RMAU.L has a 0.22% expense ratio, which is lower than FEPG.L's 0.65% expense ratio.


Dividends

RMAU.L vs. FEPG.L - Dividend Comparison

RMAU.L has not paid dividends to shareholders, while FEPG.L's dividend yield for the trailing twelve months is around 0.27%.


Frequently Asked Questions


RMAU.L and FEPG.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, RMAU.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

RMAU.L is cheaper with a 0.22% expense ratio, compared with 0.65% for FEPG.L.

RMAU.L is categorized as Commodities, while FEPG.L is Derivative Income. Their fees differ too: 0.22% for RMAU.L and 0.65% for FEPG.L.

Portfolio Optimizer

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