DESK vs. REMX

Last updated Jun 26, 2026

DESK (Vaneck Office And Commercial REIT ETF) and REMX (VanEck Rare Earth and Strategic Metals ETF) are both exchange-traded funds - DESK is a REIT fund tracking the MarketVector US Listed Office And Commercial REITS Index - Benchmark TR Gross, while REMX is a Rare Earth & Strategic Metals fund tracking the MarketVector Global Rare Earth/Strategic Metals Index. Both are passively managed. Over the past year, DESK returned 10.74% vs 127.27% for REMX. At a 0.29 correlation, their price movements are largely independent. DESK charges 0.50%/yr vs 0.59%/yr for REMX.

Performance

DESK vs. REMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vaneck Office And Commercial REIT ETF (DESK) and VanEck Rare Earth and Strategic Metals ETF (REMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DESK achieves a 13.31% return, which is significantly lower than REMX's 20.68% return.

DESK

• 1D: 1.13%
• 1M: 7.70%
• YTD: 13.31%
• 6M: 12.98%
• 1Y: 10.74%
• 3Y*: —
• 5Y*: —
• 10Y*: —

REMX

• 1D: -1.61%
• 1M: -9.85%
• YTD: 20.68%
• 6M: 17.18%
• 1Y: 127.27%
• 3Y*: 4.39%
• 5Y*: 3.62%
• 10Y*: 9.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DESK vs. REMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DESK Vaneck Office And Commercial REIT ETF	13.31%	-10.42%	16.01%	13.17%
REMX VanEck Rare Earth and Strategic Metals ETF	20.68%	92.95%	-35.02%	-9.99%

Correlation

The correlation between DESK and REMX is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (All Time) Calculated using the full available price history since Sep 21, 2023	0.29

The correlation between DESK and REMX shifts across timeframes, from 0.09 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DESK vs. REMX — Risk / Return Rank

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

DESK

DESK Risk / Return Rank: 15
DESK Sharpe Ratio Rank: 17
DESK Sortino Ratio Rank: 17
DESK Omega Ratio Rank: 16
DESK Calmar Ratio Rank: 14
DESK Martin Ratio Rank: 13

REMX

REMX Risk / Return Rank: 82
REMX Sharpe Ratio Rank: 89
REMX Sortino Ratio Rank: 76
REMX Omega Ratio Rank: 71
REMX Calmar Ratio Rank: 92
REMX Martin Ratio Rank: 82

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.

DESK vs. REMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vaneck Office And Commercial REIT ETF (DESK) and VanEck Rare Earth and Strategic Metals ETF (REMX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DESK	REMX	Difference
Sharpe ratio: Return per unit of total volatility	0.53	2.56	-2.03
Sortino ratio: Return per unit of downside risk	0.86	2.93	-2.07
Omega ratio: Gain probability vs. loss probability	1.10	1.36	-0.26
Calmar ratio: Return relative to maximum drawdown	0.43	5.48	-5.05
Martin ratio: Return relative to average drawdown	0.91	14.21	-13.30

DESK vs. REMX - Sharpe Ratio Comparison

The current DESK Sharpe Ratio is 0.53, which is lower than the REMX Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of DESK and REMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DESK vs. REMX - Drawdown Comparison

The maximum DESK drawdown since its inception was -28.65%, smaller than the maximum REMX drawdown of -90.20%. Use the drawdown chart below to compare losses from any high point for DESK and REMX.

Drawdown Indicators

	DESK	REMX	Difference
Max Drawdown Largest peak-to-trough decline	-28.65%	-90.20%	+61.55%
Max Drawdown (1Y) Largest decline over 1 year	-25.09%	-23.35%	-1.74%
Max Drawdown (3Y) Largest decline over 3 years	—	-62.11%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-73.34%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-73.34%	—
Current Drawdown Current decline from peak	-7.25%	-59.15%	+51.90%
Average Drawdown Average peak-to-trough decline	-11.29%	-66.82%	+55.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.84%	8.99%	+2.85%

Volatility

DESK vs. REMX - Volatility Comparison

The current volatility for Vaneck Office And Commercial REIT ETF (DESK) is 6.78%, while VanEck Rare Earth and Strategic Metals ETF (REMX) has a volatility of 16.51%. This indicates that DESK experiences smaller price fluctuations and is considered to be less risky than REMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DESK	REMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.78%	16.51%	-9.73%
Volatility (6M) Calculated over the trailing 6-month period	15.46%	37.20%	-21.74%
Volatility (1Y) Calculated over the trailing 1-year period	20.56%	50.01%	-29.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.84%	40.71%	-14.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.84%	37.15%	-11.31%

DESK vs. REMX - Expense Ratio Comparison

DESK has a 0.50% expense ratio, which is lower than REMX's 0.59% expense ratio.

Dividends

DESK vs. REMX - Dividend Comparison

DESK's dividend yield for the trailing twelve months is around 4.75%, more than REMX's 1.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DESK Vaneck Office And Commercial REIT ETF	4.75%	5.15%	3.78%	1.73%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
REMX VanEck Rare Earth and Strategic Metals ETF	1.46%	1.76%	2.56%	0.00%	1.56%	5.25%	0.81%	1.64%	12.43%	2.89%	2.23%	4.77%

Frequently Asked Questions

Can I hold both DESK and REMX in my portfolio?

DESK and REMX have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DESK or REMX?

REMX has higher volatility (16.51%) compared to DESK (6.78%). In terms of maximum drawdown, DESK dropped -28.65% vs REMX's -90.20%.

Which ETF is better, DESK or REMX?

On 1-year performance, REMX leads with 127.27% vs 10.74% for DESK. On fees, DESK is cheaper at 0.50% per year. On volatility, DESK has been the lower-risk option at 6.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DESK or REMX?

Over the 1-year period, REMX has performed better with a 127.27% return vs 10.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DESK or REMX?

DESK is cheaper with a 0.50% expense ratio, compared with 0.59% for REMX.

Which ETF pays a higher dividend yield, DESK or REMX?

DESK has the higher dividend yield at 4.75%, compared with 1.46% for REMX.

What is the main difference between DESK and REMX?

DESK is categorized as REIT, while REMX is Rare Earth & Strategic Metals. DESK tracks MarketVector US Listed Office And Commercial REITS Index - Benchmark TR Gross, while REMX tracks MarketVector Global Rare Earth/Strategic Metals Index. Their fees differ too: 0.50% for DESK and 0.59% for REMX.

Which has better risk-adjusted returns?

REMX currently has the higher Sharpe Ratio (2.56 vs 0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.