The fact that you are treated so poorly tells you something about the the lack of respect your fiancé has. Being bothered by this is very healthy and I would highly recommend taking the next step together. This tends to escalate unless both parties decide to make a change. Invite your fiancé to go to couple therapy with you. His anger and blame of your sexual performance isn’t a good sign. I would encourage getting the two of you to a couple counselor sooner rather than later.
Wishing you patience and peace,
Proof Positive Blog @ PsychCentral