MVAL vs. REMX

Last updated Jun 4, 2026

MVAL (VanEck Morningstar Wide Moat Value ETF) and REMX (VanEck Vectors Rare Earth/Strategic Metals ETF) are both exchange-traded funds - MVAL is a Large Cap Value Equities fund tracking the Morningstar US Broad Value Wide Moat Focus Index - Benchmark TR Gross, while REMX is a Materials fund tracking the MVIS Global Rare Earth/Strategic Metals Index. Both are passively managed. Over the past year, MVAL returned 13.96% vs 172.35% for REMX. At a 0.36 correlation, their price movements are largely independent. MVAL charges 0.49%/yr vs 0.59%/yr for REMX.

Performance

MVAL vs. REMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Morningstar Wide Moat Value ETF (MVAL) and VanEck Vectors Rare Earth/Strategic Metals ETF (REMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MVAL achieves a -2.29% return, which is significantly lower than REMX's 33.01% return.

MVAL

• 1D: -0.54%
• 1M: -0.15%
• YTD: -2.29%
• 6M: -2.26%
• 1Y: 13.96%
• 3Y*: —
• 5Y*: —
• 10Y*: —

REMX

• 1D: -3.78%
• 1M: -3.72%
• YTD: 33.01%
• 6M: 37.14%
• 1Y: 172.35%
• 3Y*: 6.84%
• 5Y*: 4.50%
• 10Y*: 10.14%

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

MVAL vs. REMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MVAL VanEck Morningstar Wide Moat Value ETF	-2.29%	14.17%	6.10%
REMX VanEck Vectors Rare Earth/Strategic Metals ETF	33.01%	92.95%	-22.12%

Correlation

The correlation between MVAL and REMX is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (All Time) Calculated using the full available price history since Apr 1, 2024	0.36

Return for Risk

MVAL vs. REMX — Risk / Return Rank

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

MVAL

MVAL Risk / Return Rank: 26
MVAL Sharpe Ratio Rank: 28
MVAL Sortino Ratio Rank: 30
MVAL Omega Ratio Rank: 26
MVAL Calmar Ratio Rank: 25
MVAL Martin Ratio Rank: 23

REMX

REMX Risk / Return Rank: 87
REMX Sharpe Ratio Rank: 93
REMX Sortino Ratio Rank: 80
REMX Omega Ratio Rank: 75
REMX Calmar Ratio Rank: 94
REMX Martin Ratio Rank: 90

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.

MVAL vs. REMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Wide Moat Value ETF (MVAL) and VanEck Vectors Rare Earth/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.

	MVAL	REMX	Difference
Sharpe ratio: Return per unit of total volatility	1.02	3.61	-2.58
Sortino ratio: Return per unit of downside risk	1.60	3.66	-2.07
Omega ratio: Gain probability vs. loss probability	1.18	1.46	-0.28
Calmar ratio: Return relative to maximum drawdown	1.15	7.43	-6.27
Martin ratio: Return relative to average drawdown	2.87	21.32	-18.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MVAL vs. REMX - Sharpe Ratio Comparison

The current MVAL Sharpe Ratio is 1.02, which is lower than the REMX Sharpe Ratio of 3.61. The chart below compares the historical Sharpe Ratios of MVAL 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.

Sharpe Ratios by Period

	MVAL	REMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.02	3.61	-2.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.11	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.28	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	-0.08	+0.60

Drawdowns

MVAL vs. REMX - Drawdown Comparison

The maximum MVAL drawdown since its inception was -19.56%, smaller than the maximum REMX drawdown of -90.20%. Use the drawdown chart below to compare losses from any high point for MVAL and REMX.

Drawdown Indicators

	MVAL	REMX	Difference
Max Drawdown Largest peak-to-trough decline	-19.56%	-90.20%	+70.64%
Max Drawdown (1Y) Largest decline over 1 year	-12.16%	-23.35%	+11.19%
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	-10.57%	-54.98%	+44.41%
Average Drawdown Average peak-to-trough decline	-3.78%	-66.87%	+63.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.88%	8.12%	-3.24%

Volatility

MVAL vs. REMX - Volatility Comparison

The current volatility for VanEck Morningstar Wide Moat Value ETF (MVAL) is 3.59%, while VanEck Vectors Rare Earth/Strategic Metals ETF (REMX) has a volatility of 13.02%. This indicates that MVAL 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

	MVAL	REMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.59%	13.02%	-9.43%
Volatility (6M) Calculated over the trailing 6-month period	9.59%	34.77%	-25.18%
Volatility (1Y) Calculated over the trailing 1-year period	13.73%	48.11%	-34.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.40%	40.24%	-24.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.40%	36.94%	-21.54%

MVAL vs. REMX - Expense Ratio Comparison

MVAL has a 0.49% expense ratio, which is lower than REMX's 0.59% expense ratio.

Dividends

MVAL vs. REMX - Dividend Comparison

MVAL's dividend yield for the trailing twelve months is around 1.79%, more than REMX's 1.32% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MVAL VanEck Morningstar Wide Moat Value ETF	1.79%	1.75%	0.97%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
REMX VanEck Vectors Rare Earth/Strategic Metals ETF	1.32%	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 MVAL and REMX in my portfolio?

MVAL and REMX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MVAL or REMX?

REMX has higher volatility (13.02%) compared to MVAL (3.59%). In terms of maximum drawdown, MVAL dropped -19.56% vs REMX's -90.20%.

Which ETF is better, MVAL or REMX?

On 1-year performance, REMX leads with 172.35% vs 13.96% for MVAL. On fees, MVAL is cheaper at 0.49% per year. On volatility, MVAL has been the lower-risk option at 3.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MVAL or REMX?

Over the 1-year period, REMX has performed better with a 172.35% return vs 13.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MVAL or REMX?

MVAL is cheaper with a 0.49% expense ratio, compared with 0.59% for REMX.

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

MVAL has the higher dividend yield at 1.79%, compared with 1.32% for REMX.

What is the main difference between MVAL and REMX?

MVAL is categorized as Large Cap Value Equities, while REMX is Materials. MVAL tracks Morningstar US Broad Value Wide Moat Focus Index - Benchmark TR Gross, while REMX tracks MVIS Global Rare Earth/Strategic Metals Index. Their fees differ too: 0.49% for MVAL and 0.59% for REMX.

Which has better risk-adjusted returns?

REMX currently has the higher Sharpe Ratio (3.61 vs 1.02), 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.