REMX vs. REXC
REMX (VanEck Rare Earth and Strategic Metals ETF) and REXC (Sprott Rare Earths Ex-China ETF) are both Rare Earth & Strategic Metals funds - REMX tracks the MarketVector Global Rare Earth/Strategic Metals Index while REXC tracks the Nasdaq Sprott Rare Earths Ex-China Index. Both are passively managed. Their correlation of 0.81 suggests significant overlap in exposure. REMX charges 0.59%/yr vs 0.65%/yr for REXC.
Performance
REMX vs. REXC - Performance Comparison
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Returns By Period
REMX
- 1D
- 3.76%
- 1M
- -17.13%
- 6M
- -11.28%
- YTD
- 7.06%
- 1Y
- 71.02%
- 3Y*
- -1.60%
- 5Y*
- -2.07%
- 10Y*
- 7.00%
REXC
- 1D
- 1.90%
- 1M
- -11.45%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
REMX vs. REXC - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
REMX VanEck Rare Earth and Strategic Metals ETF | -19.90% |
REXC Sprott Rare Earths Ex-China ETF | -11.05% |
Correlation
The correlation between REMX and REXC 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 (All Time) Calculated using the full available price history since Apr 15, 2026 | 0.82 |
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Return for Risk
REMX vs. REXC — Risk / Return Rank
REMX
REXC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
REMX vs. REXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Rare Earth and Strategic Metals ETF (REMX) 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.
| REMX | REXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.24 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | — | — |
| Martin ratioReturn relative to average drawdown | 6.82 | — | — |
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Drawdowns
REMX vs. REXC - Drawdown Comparison
The maximum REMX drawdown since its inception was -90.20%, which is greater than REXC's maximum drawdown of -25.31%. Use the drawdown chart below to compare losses from any high point for REMX and REXC.
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Drawdown Indicators
| REMX | REXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.20% | -25.31% | -64.89% |
Max Drawdown (1Y)Largest decline over 1 year | -30.37% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -61.39% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -73.34% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -73.34% | — | — |
Current DrawdownCurrent decline from peak | -63.76% | -23.89% | -39.87% |
Average DrawdownAverage peak-to-trough decline | -66.80% | -10.11% | -56.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.45% | — | — |
Volatility
REMX vs. REXC - Volatility Comparison
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Volatility by Period
| REMX | REXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.33% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 37.12% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 49.57% | 50.12% | -0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.68% | 50.12% | -9.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.20% | 50.12% | -12.92% |
REMX vs. REXC - Expense Ratio Comparison
REMX has a 0.59% expense ratio, which is lower than REXC's 0.65% expense ratio.
Dividends
REMX vs. REXC - Dividend Comparison
REMX's dividend yield for the trailing twelve months is around 1.64%, while REXC has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REMX VanEck Rare Earth and Strategic Metals ETF | 1.64% | 1.76% | 2.56% | 0.00% | 1.56% | 5.25% | 0.81% | 1.64% | 12.43% | 2.89% | 2.23% | 4.77% |
REXC Sprott Rare Earths Ex-China ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
REMX and REXC 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.
On fees, REMX is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.
REMX is cheaper with a 0.59% expense ratio, compared with 0.65% for REXC.
REMX has the higher dividend yield at 1.64%, compared with 0.00% for REXC.
REMX tracks MarketVector Global Rare Earth/Strategic Metals Index, while REXC tracks Nasdaq Sprott Rare Earths Ex-China Index. They also come from different issuers: VanEck and Sprott. Their fees differ too: 0.59% for REMX and 0.65% for REXC.
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