OpenLayers 5 loads the WFS features but doesn't add and show them in the map

Question

This should actually be very easy, but I've been stuck here for two days and still can't find a reason why OpenLayers doesn't do what I am expected from the API.

There is a WFS Layer I want to load and show in my map. The Capabilities can be seen here: http://www.pegelonline.wsv.de/webservices/gis/aktuell/wfs?service=WFS&request=GetCapabilities

After going through the Capabilities, I started to build my VectorLayer. I have read from the Openlayers API that there are two ways to load the features: one is with format and url, another is with loader.

Since the format + url way seems very simple, I decided to use this. I created the URL based on what I got from the Capabilities:http://www.pegelonline.wsv.de/webservices/gis/aktuell/wfs?service=WFS&version=1.1.0&request=GetFeature&typeName=gk:waterlevels&outputFormat=GML3

As you can see, all 530 features in GML3 format can be loaded through this URL, so up until this stage there is no problem.

I started to write OpenLayers 5 code:

createVectorLayer () {
    const vectorLayer = new VectorLayer({
        name:"waterlevels",
        source: new VectorSource({
            format: new GML3(),
            url: "http://www.pegelonline.wsv.de/webservices/gis/aktuell/wfs?service=WFS&version=1.1.0&request=GetFeature&typeName=gk:waterlevels&outputFormat=GML3"
        }),
        style: new OlStyle({
            image: new Icon({
                src: 'static/Icons/waterlevels.png'
            })
        })
    })
}

I have done all the imports, but just not shown them here to save space. The first thought was actually that the style seems not very good. But after I check the layers with layer.getSource().getFeatures() I find out there there are 0 features in the Vectorlayer.

But in the net analyse, I could see the GML file with 530 features successfully loaded. So I am a little bit confused right now.

I would appreciate if someone can point out which step I may be doing wrong here. I have already checked multiple times for imports, WFS Capabilities, and changed Styles also multiple times. I even tried with loader, But nothing works so far.