WELP.L vs. FEPG.L
WELP.L (HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF) and FEPG.L (REX Tech Innovation Premium Income UCITS ETF) are both exchange-traded funds - WELP.L is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD, while FEPG.L is a Derivative Income fund actively managed by HANetf. WELP.L is passively managed, while FEPG.L is actively managed. At a 0.26 correlation, their price movements are largely independent. WELP.L charges 0.59%/yr vs 0.65%/yr for FEPG.L.
Performance
WELP.L vs. FEPG.L - Performance Comparison
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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*
- —
WELP.L vs. FEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WELP.L HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF | -3.88% | 16.40% |
FEPG.L REX Tech Innovation Premium Income UCITS ETF | -4.14% | 2.74% |
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
WELP.L
FEPG.L
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.L | FEPG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.17 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.45 | — | — |
| Martin ratioReturn relative to average drawdown | 0.72 | — | — |
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
| WELP.L | FEPG.L | Difference | |
|---|---|---|---|
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.L | FEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -34.94% | -14.97% | -19.97% |
Average DrawdownAverage peak-to-trough decline | -25.47% | -11.16% | -14.31% |
Ulcer IndexDepth 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.L | FEPG.L | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 |
|---|---|---|
FEPG.L REX Tech Innovation Premium Income UCITS ETF | 0.27% | 0.15% |
WELP.L HANetf HAN-GINS Indxx Healthcare Megatrend Equal Weight UCITS ETF | 0.00% | 0.00% |
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.
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