REMX vs. EART

Last updated Jun 4, 2026

REMX (VanEck Vectors Rare Earth/Strategic Metals ETF) and EART (Global X Rare Earth & Critical Materials ETF) are both Materials funds - REMX tracks the MVIS Global Rare Earth/Strategic Metals Index while EART tracks the Solactive Rare Earth & Critical Materials Index. Both are passively managed. Over the past 3 years, REMX returned 6.84%/yr vs 21.75%/yr for EART. Their correlation of 0.85 suggests significant overlap in exposure. Both charge a 0.59% expense ratio.

Performance

REMX vs. EART - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Rare Earth/Strategic Metals ETF (REMX) and Global X Rare Earth & Critical Materials ETF (EART). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, REMX achieves a 33.01% return, which is significantly higher than EART's 17.65% return.

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%

EART

• 1D: -1.81%
• 1M: 2.78%
• YTD: 17.65%
• 6M: 28.34%
• 1Y: 118.80%
• 3Y*: 21.75%
• 5Y*: —
• 10Y*: —

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

REMX vs. EART - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
REMX VanEck Vectors Rare Earth/Strategic Metals ETF	33.01%	92.95%	-35.02%	-19.18%	-23.70%
EART Global X Rare Earth & Critical Materials ETF	17.65%	98.48%	-7.19%	-19.75%	-16.33%

Correlation

The correlation between REMX and EART is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (All Time) Calculated using the full available price history since Jan 27, 2022	0.85

The correlation between REMX and EART has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.

Return for Risk

REMX vs. EART — Risk / Return Rank

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

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

EART

EART Risk / Return Rank: 79
EART Sharpe Ratio Rank: 90
EART Sortino Ratio Rank: 72
EART Omega Ratio Rank: 75
EART Calmar Ratio Rank: 84
EART Martin Ratio Rank: 76

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.

REMX vs. EART - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Rare Earth/Strategic Metals ETF (REMX) and Global X Rare Earth & Critical Materials ETF (EART). 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.

	REMX	EART	Difference
Sharpe ratio Return per unit of total volatility	3.61	3.15	+0.46
Sortino ratio Return per unit of downside risk	3.66	3.27	+0.40
Omega ratio Gain probability vs. loss probability	1.46	1.45	+0.01
Calmar ratio Return relative to maximum drawdown	7.43	4.59	+2.84
Martin ratio Return relative to average drawdown	21.32	14.55	+6.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

REMX vs. EART - Sharpe Ratio Comparison

The current REMX Sharpe Ratio is 3.61, which is comparable to the EART Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of REMX and EART, 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

	REMX	EART	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.61	3.15	+0.46
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	-0.08	0.27	-0.34

Drawdowns

REMX vs. EART - Drawdown Comparison

The maximum REMX drawdown since its inception was -90.20%, which is greater than EART's maximum drawdown of -53.68%. Use the drawdown chart below to compare losses from any high point for REMX and EART.

Drawdown Indicators

	REMX	EART	Difference
Max Drawdown Largest peak-to-trough decline	-90.20%	-53.68%	-36.52%
Max Drawdown (1Y) Largest decline over 1 year	-23.35%	-26.03%	+2.68%
Max Drawdown (3Y) Largest decline over 3 years	-62.11%	-37.20%	-24.91%
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	-54.98%	-10.88%	-44.10%
Average Drawdown Average peak-to-trough decline	-66.87%	-29.15%	-37.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.12%	8.19%	-0.07%

Volatility

REMX vs. EART - Volatility Comparison

VanEck Vectors Rare Earth/Strategic Metals ETF (REMX) has a higher volatility of 13.02% compared to Global X Rare Earth & Critical Materials ETF (EART) at 11.14%. This indicates that REMX's price experiences larger fluctuations and is considered to be riskier than EART based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	REMX	EART	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.02%	11.14%	+1.88%
Volatility (6M) Calculated over the trailing 6-month period	34.77%	31.37%	+3.40%
Volatility (1Y) Calculated over the trailing 1-year period	48.11%	37.95%	+10.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.24%	33.97%	+6.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.94%	33.97%	+2.97%

REMX vs. EART - Expense Ratio Comparison

Both REMX and EART have an expense ratio of 0.59%.

Dividends

REMX vs. EART - Dividend Comparison

REMX's dividend yield for the trailing twelve months is around 1.32%, more than EART's 0.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EART Global X Rare Earth & Critical Materials ETF	0.55%	0.65%	1.06%	1.83%	2.04%	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 REMX and EART in my portfolio?

REMX and EART have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, REMX or EART?

REMX has higher volatility (13.02%) compared to EART (11.14%). In terms of maximum drawdown, REMX dropped -90.20% vs EART's -53.68%.

Which ETF is better, REMX or EART?

On 3-year performance, EART leads with 21.75% vs 6.84% for REMX. Both ETFs have the same 0.59% expense ratio. On volatility, EART has been the lower-risk option at 11.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, REMX or EART?

Over the 3-year period, EART has performed better with a 21.75% return vs 6.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, REMX or EART?

REMX and EART have the same expense ratio: 0.59% per year.

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

REMX has the higher dividend yield at 1.32%, compared with 0.55% for EART.

What is the main difference between REMX and EART?

REMX tracks MVIS Global Rare Earth/Strategic Metals Index, while EART tracks Solactive Rare Earth & Critical Materials Index. They also come from different issuers: VanEck and Global X.

Which has better risk-adjusted returns?

REMX currently has the higher Sharpe Ratio (3.61 vs 3.15), 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.