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

Performance

WELP.L vs. FEPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.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

WELP.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, WELP.L achieves a -3.88% return, which is significantly higher than FEPG.L's -4.14% return.


WELP.L

1D
3.44%
1M
1.84%
YTD
-3.88%
6M
-7.49%
1Y
14.52%
3Y*
-2.38%
5Y*
-5.85%
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)

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


Correlation

The correlation between WELP.L and FEPG.L is 0.26, 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

0.26

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Return for Risk

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

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

WELP.L
WELP.L Risk / Return Rank: 1717
Overall Rank
WELP.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
WELP.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
WELP.L Omega Ratio Rank: 2626
Omega Ratio Rank
WELP.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
WELP.L Martin Ratio Rank: 1313
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.

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

This table presents a comparison of risk-adjusted performance metrics for HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF (WELP.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.


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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.17

Calmar ratioReturn relative to maximum drawdown

0.45

Martin ratioReturn relative to average drawdown

0.72

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


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Sharpe Ratios by Period


WELP.LFEPG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

-0.09

-0.03

Drawdowns

WELP.L vs. FEPG.L - Drawdown Comparison

The maximum WELP.L drawdown since its inception was -48.41%, 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 WELP.L and FEPG.L.


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Drawdown Indicators


WELP.LFEPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.41%

-25.89%

-22.52%

Max Drawdown (1Y)

Largest decline over 1 year

-32.47%

Max Drawdown (3Y)

Largest decline over 3 years

-38.53%

Max Drawdown (5Y)

Largest decline over 5 years

-48.41%

Current Drawdown

Current decline from peak

-34.94%

-14.97%

-19.97%

Average Drawdown

Average peak-to-trough decline

-25.47%

-11.16%

-14.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.22%

Volatility

WELP.L vs. FEPG.L - Volatility Comparison


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Volatility by Period


WELP.LFEPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

Volatility (6M)

Calculated over the trailing 6-month period

14.27%

Volatility (1Y)

Calculated over the trailing 1-year period

45.88%

19.85%

+26.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.58%

19.85%

+18.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.38%

19.85%

+15.53%

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

WELP.L has a 0.59% expense ratio, which is lower than FEPG.L's 0.65% expense ratio.


Dividends

WELP.L vs. FEPG.L - Dividend Comparison

WELP.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


WELP.L and FEPG.L have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WELP.L is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WELP.L is cheaper with a 0.59% expense ratio, compared with 0.65% for FEPG.L.

WELP.L is categorized as Health & Biotech Equities, while FEPG.L is Derivative Income. Their fees differ too: 0.59% for WELP.L and 0.65% for FEPG.L.

Portfolio Optimizer

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