GXPE vs. REXC

Last updated Aug 1, 2026

GXPE (Global X PureCap MSCI Energy ETF) and REXC (Sprott Rare Earths Ex-China ETF) are both exchange-traded funds - GXPE is a Energy Equities fund tracking the MSCI USA Energy PureCap Index, while REXC is a Rare Earth & Strategic Metals fund tracking the Nasdaq Sprott Rare Earths Ex-China Index. Both are passively managed. Their -0.28 correlation means they have often moved in opposite directions in the past. GXPE charges 0.15%/yr vs 0.65%/yr for REXC.

Performance

GXPE vs. REXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X PureCap MSCI Energy ETF (GXPE) and Sprott Rare Earths Ex-China ETF (REXC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

GXPE

• 1D: 0.83%
• 1M: 12.27%
• 6M: 17.67%
• YTD: 34.48%
• 1Y: 42.07%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 39.70%

REXC

• 1D: 0.85%
• 1M: -19.54%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GXPE Global X PureCap MSCI Energy ETF	$27.82K	$19.84K	$23.45K
REXC Sprott Rare Earths Ex-China ETF	$1.18M	$1.25M	$2.12M

GXPE vs. REXC - Yearly Performance Comparison

	2026 (YTD)
GXPE Global X PureCap MSCI Energy ETF	6.99%
REXC Sprott Rare Earths Ex-China ETF	-23.94%

Correlation

The correlation between GXPE and REXC is -0.28, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 15, 2026	-0.28

Return for Risk

GXPE vs. REXC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GXPE

GXPE Risk / Return Rank: 73
GXPE Sharpe Ratio Rank: 83
GXPE Sortino Ratio Rank: 77
GXPE Omega Ratio Rank: 75
GXPE Calmar Ratio Rank: 72
GXPE Martin Ratio Rank: 56

REXC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GXPE vs. REXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X PureCap MSCI Energy ETF (GXPE) and Sprott Rare Earths Ex-China ETF (REXC). 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.

	GXPE	REXC	Difference
Sharpe ratio: Return per unit of total volatility	1.92	—	—
Sortino ratio: Return per unit of downside risk	2.51	—	—
Omega ratio: Gain probability vs. loss probability	1.31	—	—
Calmar ratio: Return relative to maximum drawdown	2.54	—	—
Martin ratio: Return relative to average drawdown	6.75	—	—

Drawdowns

GXPE vs. REXC - Drawdown Comparison

The maximum GXPE drawdown since its inception was -15.73%, smaller than the maximum REXC drawdown of -38.04%. Use the drawdown chart below to compare losses from any high point for GXPE and REXC.

Drawdown Indicators

	GXPE	REXC	Difference
Max Drawdown Largest peak-to-trough decline	-15.73%	-38.04%	+22.31%
Max Drawdown (1Y) Largest decline over 1 year	-15.73%	—	—
Current Drawdown Current decline from peak	-4.53%	-34.92%	+30.39%
Average Drawdown Average peak-to-trough decline	-4.28%	-13.91%	+9.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.93%	—	—

Volatility

Volatility by Period

	GXPE	REXC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.85%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.76%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.77%	49.30%	-28.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.64%	49.30%	-28.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.64%	49.30%	-28.66%

GXPE vs. REXC - Expense Ratio Comparison

GXPE has a 0.15% expense ratio, which is lower than REXC's 0.65% expense ratio.

Dividends

GXPE vs. REXC - Dividend Comparison

GXPE's dividend yield for the trailing twelve months is around 2.07%, while REXC has not paid dividends to shareholders.

Position	TTM	2025
GXPE Global X PureCap MSCI Energy ETF	2.07%	1.20%
REXC Sprott Rare Earths Ex-China ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both GXPE and REXC in my portfolio?

GXPE and REXC have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GXPE or REXC?

On fees, GXPE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GXPE or REXC?

GXPE is cheaper with a 0.15% expense ratio, compared with 0.65% for REXC.

Which ETF pays a higher dividend yield, GXPE or REXC?

GXPE has the higher dividend yield at 2.07%, compared with 0.00% for REXC.

What is the main difference between GXPE and REXC?

GXPE is categorized as Energy Equities, while REXC is Rare Earth & Strategic Metals. GXPE tracks MSCI USA Energy PureCap Index, while REXC tracks Nasdaq Sprott Rare Earths Ex-China Index. They also come from different issuers: Global X and Sprott. Their fees differ too: 0.15% for GXPE and 0.65% for REXC.