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REXC vs. DVXE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REXC vs. DVXE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Rare Earths Ex-China ETF (REXC) and WEBs Energy XLE Defined Volatility ETF (DVXE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


REXC

1D
-4.49%
1M
2.64%
YTD
6M
1Y
3Y*
5Y*
10Y*

DVXE

1D
1.52%
1M
-1.50%
YTD
44.98%
6M
39.14%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

REXC vs. DVXE - Yearly Performance Comparison


Correlation

The correlation between REXC and DVXE is -0.30, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 16, 2026

-0.30

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Return for Risk

REXC vs. DVXE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Rare Earths Ex-China ETF (REXC) and WEBs Energy XLE Defined Volatility ETF (DVXE). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

REXC vs. DVXE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


REXCDVXEDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

1.55

1.99

-0.44

Drawdowns

REXC vs. DVXE - Drawdown Comparison

The maximum REXC drawdown since its inception was -16.41%, smaller than the maximum DVXE drawdown of -17.96%. Use the drawdown chart below to compare losses from any high point for REXC and DVXE.


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Drawdown Indicators


REXCDVXEDifference

Max Drawdown

Largest peak-to-trough decline

-16.41%

-17.96%

+1.55%

Current Drawdown

Current decline from peak

-4.86%

-11.99%

+7.13%

Average Drawdown

Average peak-to-trough decline

-4.74%

-5.80%

+1.06%

Volatility

REXC vs. DVXE - Volatility Comparison


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Volatility by Period


REXCDVXEDifference

Volatility (1Y)

Calculated over the trailing 1-year period

49.48%

31.23%

+18.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.48%

31.23%

+18.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.48%

31.23%

+18.25%

REXC vs. DVXE - Expense Ratio Comparison

REXC has a 0.65% expense ratio, which is lower than DVXE's 0.89% expense ratio.


Dividends

REXC vs. DVXE - Dividend Comparison

Neither REXC nor DVXE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


REXC and DVXE have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, REXC is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

REXC is cheaper with a 0.65% expense ratio, compared with 0.89% for DVXE.

REXC and DVXE have nearly identical dividend yields, around 0.00%.

REXC tracks Nasdaq Sprott Rare Earths Ex-China Index, while DVXE tracks Syntax Defined Volatility XLE Index. They also come from different issuers: Sprott and WEBs. Their fees differ too: 0.65% for REXC and 0.89% for DVXE.

Portfolio Optimizer

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