REMX vs. STCE

Last updated Jun 14, 2026

REMX (VanEck Rare Earth and Strategic Metals ETF) and STCE (Schwab Crypto Thematic ETF) are both exchange-traded funds - REMX is a Rare Earth & Strategic Metals fund tracking the MarketVector Global Rare Earth/Strategic Metals Index, while STCE is a Blockchain fund tracking the Schwab Crypto Thematic Index. Both are passively managed. Over the past 3 years, REMX returned 5.16%/yr vs 57.39%/yr for STCE. At a 0.44 correlation, their price movements are largely independent. REMX charges 0.59%/yr vs 0.30%/yr for STCE.

Performance

REMX vs. STCE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Rare Earth and Strategic Metals ETF (REMX) and Schwab Crypto Thematic ETF (STCE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, REMX achieves a 29.19% return, which is significantly higher than STCE's 26.55% return.

REMX

• 1D: 2.73%
• 1M: -4.36%
• YTD: 29.19%
• 6M: 34.20%
• 1Y: 145.31%
• 3Y*: 5.16%
• 5Y*: 4.80%
• 10Y*: 10.32%

STCE

• 1D: 1.31%
• 1M: 6.71%
• YTD: 26.55%
• 6M: 11.67%
• 1Y: 76.56%
• 3Y*: 57.39%
• 5Y*: —
• 10Y*: —

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

REMX vs. STCE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
REMX VanEck Rare Earth and Strategic Metals ETF	29.19%	92.95%	-35.02%	-19.18%	-16.25%
STCE Schwab Crypto Thematic ETF	26.55%	36.12%	41.76%	108.65%	-40.98%

Correlation

The correlation between REMX and STCE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (All Time) Calculated using the full available price history since Aug 4, 2022	0.44

REMX vs. STCE - Sectors Allocation Comparison

Sectors	REMX	STCE
Basic Materials	100.0%	-
Communication Services	-	5.1%
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	0.0%
Financial Services	-	66.8%
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Technology	-	28.0%
Utilities	-	-

Return for Risk

REMX vs. STCE — 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: 83
REMX Omega Ratio Rank: 78
REMX Calmar Ratio Rank: 94
REMX Martin Ratio Rank: 88

STCE

STCE Risk / Return Rank: 32
STCE Sharpe Ratio Rank: 36
STCE Sortino Ratio Rank: 38
STCE Omega Ratio Rank: 35
STCE Calmar Ratio Rank: 30
STCE Martin Ratio Rank: 22

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. STCE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Rare Earth and Strategic Metals ETF (REMX) and Schwab Crypto Thematic ETF (STCE). 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	STCE	Difference
Sharpe ratio: Return per unit of total volatility	2.93	1.15	+1.78
Sortino ratio: Return per unit of downside risk	3.19	1.76	+1.43
Omega ratio: Gain probability vs. loss probability	1.40	1.21	+0.19
Calmar ratio: Return relative to maximum drawdown	6.23	1.32	+4.91
Martin ratio: Return relative to average drawdown	16.82	2.35	+14.47

REMX vs. STCE - Sharpe Ratio Comparison

The current REMX Sharpe Ratio is 2.93, which is higher than the STCE Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of REMX and STCE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

REMX vs. STCE - Drawdown Comparison

The maximum REMX drawdown since its inception was -90.20%, which is greater than STCE's maximum drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for REMX and STCE.

Drawdown Indicators

	REMX	STCE	Difference
Max Drawdown Largest peak-to-trough decline	-90.20%	-54.11%	-36.09%
Max Drawdown (1Y) Largest decline over 1 year	-23.35%	-54.11%	+30.76%
Max Drawdown (3Y) Largest decline over 3 years	-62.11%	-54.11%	-8.00%
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	-56.27%	-28.70%	-27.57%
Average Drawdown Average peak-to-trough decline	-66.84%	-22.03%	-44.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.63%	30.29%	-21.66%

Volatility

REMX vs. STCE - Volatility Comparison

VanEck Rare Earth and Strategic Metals ETF (REMX) and Schwab Crypto Thematic ETF (STCE) have volatilities of 17.56% and 18.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	REMX	STCE	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.56%	18.44%	-0.88%
Volatility (6M) Calculated over the trailing 6-month period	37.14%	44.42%	-7.28%
Volatility (1Y) Calculated over the trailing 1-year period	49.74%	62.19%	-12.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.64%	56.12%	-15.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.14%	56.12%	-18.98%

REMX vs. STCE - Expense Ratio Comparison

REMX has a 0.59% expense ratio, which is higher than STCE's 0.30% expense ratio.

Dividends

REMX vs. STCE - Dividend Comparison

REMX's dividend yield for the trailing twelve months is around 1.36%, less than STCE's 1.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
REMX VanEck Rare Earth and Strategic Metals ETF	1.36%	1.76%	2.56%	0.00%	1.56%	5.25%	0.81%	1.64%	12.43%	2.89%	2.23%	4.77%
STCE Schwab Crypto Thematic ETF	1.55%	1.96%	0.64%	0.31%	1.46%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both REMX and STCE in my portfolio?

REMX and STCE have a correlation of 0.39, 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 STCE?

STCE has higher volatility (18.44%) compared to REMX (17.56%). In terms of maximum drawdown, REMX dropped -90.20% vs STCE's -54.11%.

Which ETF is better, REMX or STCE?

On 3-year performance, STCE leads with 57.39% vs 5.16% for REMX. On fees, STCE is cheaper at 0.30% per year. On volatility, REMX has been the lower-risk option at 17.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, REMX or STCE?

Over the 3-year period, STCE has performed better with a 57.39% return vs 5.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, REMX or STCE?

STCE is cheaper with a 0.30% expense ratio, compared with 0.59% for REMX.

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

STCE has the higher dividend yield at 1.55%, compared with 1.36% for REMX.

What is the main difference between REMX and STCE?

REMX is categorized as Rare Earth & Strategic Metals, while STCE is Blockchain. REMX tracks MarketVector Global Rare Earth/Strategic Metals Index, while STCE tracks Schwab Crypto Thematic Index. They also come from different issuers: VanEck and Charles Schwab. Their fees differ too: 0.59% for REMX and 0.30% for STCE.

Which has better risk-adjusted returns?

REMX currently has the higher Sharpe Ratio (2.93 vs 1.15), 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.