PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
REMX vs. RTM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


REMXRTM
YTD Return-14.66%7.08%
1Y Return-35.54%20.74%
3Y Return (Ann)-10.56%3.00%
5Y Return (Ann)5.56%14.63%
10Y Return (Ann)-3.62%10.03%
Sharpe Ratio-1.121.17
Daily Std Dev32.74%16.12%
Max Drawdown-90.21%-57.93%
Current Drawdown-76.97%-1.77%

Correlation

-0.50.00.51.00.6

The correlation between REMX and RTM is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

REMX vs. RTM - Performance Comparison

In the year-to-date period, REMX achieves a -14.66% return, which is significantly lower than RTM's 7.08% return. Over the past 10 years, REMX has underperformed RTM with an annualized return of -3.62%, while RTM has yielded a comparatively higher 10.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%400.00%December2024FebruaryMarchAprilMay
-66.35%
360.44%
REMX
RTM

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VanEck Vectors Rare Earth/Strategic Metals ETF

Invesco S&P 500® Equal Weight Materials ETF

REMX vs. RTM - Expense Ratio Comparison

REMX has a 0.59% expense ratio, which is higher than RTM's 0.40% expense ratio.


REMX
VanEck Vectors Rare Earth/Strategic Metals ETF
Expense ratio chart for REMX: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for RTM: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

REMX vs. RTM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Rare Earth/Strategic Metals ETF (REMX) and Invesco S&P 500® Equal Weight Materials ETF (RTM). 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
Sharpe ratio
The chart of Sharpe ratio for REMX, currently valued at -1.12, compared to the broader market0.002.004.00-1.12
Sortino ratio
The chart of Sortino ratio for REMX, currently valued at -1.65, compared to the broader market0.005.0010.00-1.65
Omega ratio
The chart of Omega ratio for REMX, currently valued at 0.82, compared to the broader market0.501.001.502.002.503.000.82
Calmar ratio
The chart of Calmar ratio for REMX, currently valued at -0.46, compared to the broader market0.005.0010.0015.00-0.46
Martin ratio
The chart of Martin ratio for REMX, currently valued at -1.14, compared to the broader market0.0020.0040.0060.0080.00100.00-1.14
RTM
Sharpe ratio
The chart of Sharpe ratio for RTM, currently valued at 1.17, compared to the broader market0.002.004.001.17
Sortino ratio
The chart of Sortino ratio for RTM, currently valued at 1.76, compared to the broader market0.005.0010.001.76
Omega ratio
The chart of Omega ratio for RTM, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.21
Calmar ratio
The chart of Calmar ratio for RTM, currently valued at 0.88, compared to the broader market0.005.0010.0015.000.88
Martin ratio
The chart of Martin ratio for RTM, currently valued at 3.51, compared to the broader market0.0020.0040.0060.0080.00100.003.51

REMX vs. RTM - Sharpe Ratio Comparison

The current REMX Sharpe Ratio is -1.12, which is lower than the RTM Sharpe Ratio of 1.17. The chart below compares the 12-month rolling Sharpe Ratio of REMX and RTM.


Rolling 12-month Sharpe Ratio-2.00-1.50-1.00-0.500.000.501.001.50December2024FebruaryMarchAprilMay
-1.12
1.17
REMX
RTM

Dividends

REMX vs. RTM - Dividend Comparison

REMX has not paid dividends to shareholders, while RTM's dividend yield for the trailing twelve months is around 1.92%.


TTM20232022202120202019201820172016201520142013
REMX
VanEck Vectors Rare Earth/Strategic Metals ETF
0.00%0.00%1.56%5.25%0.81%1.60%12.43%2.89%2.23%4.77%1.53%0.23%
RTM
Invesco S&P 500® Equal Weight Materials ETF
1.92%2.05%2.19%4.22%6.30%9.04%9.13%7.52%6.43%7.84%7.24%6.82%

Drawdowns

REMX vs. RTM - Drawdown Comparison

The maximum REMX drawdown since its inception was -90.21%, which is greater than RTM's maximum drawdown of -57.93%. Use the drawdown chart below to compare losses from any high point for REMX and RTM. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-76.97%
-1.77%
REMX
RTM

Volatility

REMX vs. RTM - Volatility Comparison

VanEck Vectors Rare Earth/Strategic Metals ETF (REMX) has a higher volatility of 9.80% compared to Invesco S&P 500® Equal Weight Materials ETF (RTM) at 3.89%. This indicates that REMX's price experiences larger fluctuations and is considered to be riskier than RTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
9.80%
3.89%
REMX
RTM