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

Performance

URNP.L vs. FEPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HANetf Sprott Uranium Miners UCITS ETF Acc (URNP.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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Different Trading Currencies

URNP.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, URNP.L achieves a 15.46% return, which is significantly higher than FEPG.L's -4.14% return.


URNP.L

1D
0.00%
1M
-6.77%
YTD
15.46%
6M
11.40%
1Y
59.87%
3Y*
25.15%
5Y*
10Y*

FEPG.L

1D
0.40%
1M
6.13%
YTD
-4.14%
6M
-7.70%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between URNP.L and FEPG.L is 0.16, 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 4, 2025

0.16

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Return for Risk

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

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

URNP.L
URNP.L Risk / Return Rank: 3939
Overall Rank
URNP.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
URNP.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
URNP.L Omega Ratio Rank: 3737
Omega Ratio Rank
URNP.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
URNP.L Martin Ratio Rank: 3535
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.

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

This table presents a comparison of risk-adjusted performance metrics for HANetf Sprott Uranium Miners UCITS ETF Acc (URNP.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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

2.41

Martin ratioReturn relative to average drawdown

5.24

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


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Sharpe Ratios by Period


URNP.LFEPG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

-0.09

+0.49

Drawdowns

URNP.L vs. FEPG.L - Drawdown Comparison

The maximum URNP.L drawdown since its inception was -51.01%, 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 URNP.L and FEPG.L.


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Drawdown Indicators


URNP.LFEPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-51.01%

-25.89%

-25.12%

Max Drawdown (1Y)

Largest decline over 1 year

-24.71%

Max Drawdown (3Y)

Largest decline over 3 years

-51.01%

Current Drawdown

Current decline from peak

-19.95%

-14.97%

-4.98%

Average Drawdown

Average peak-to-trough decline

-17.85%

-11.16%

-6.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.38%

Volatility

URNP.L vs. FEPG.L - Volatility Comparison


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Volatility by Period


URNP.LFEPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.68%

Volatility (6M)

Calculated over the trailing 6-month period

31.75%

Volatility (1Y)

Calculated over the trailing 1-year period

45.52%

19.85%

+25.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.93%

19.85%

+20.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.93%

19.85%

+20.08%

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

URNP.L has a 0.85% expense ratio, which is higher than FEPG.L's 0.65% expense ratio.


Dividends

URNP.L vs. FEPG.L - Dividend Comparison

URNP.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


URNP.L and FEPG.L have a correlation of 0.16, 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 0.85% for URNP.L.

URNP.L is categorized as Commodity Producers Equities, while FEPG.L is Derivative Income. Their fees differ too: 0.85% for URNP.L and 0.65% for FEPG.L.

Portfolio Optimizer

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