REXC vs. DVXE
REXC (Sprott Rare Earths Ex-China ETF) and DVXE (WEBs Energy XLE Defined Volatility ETF) are both Energy Equities funds - REXC tracks the Nasdaq Sprott Rare Earths Ex-China Index while DVXE tracks the Syntax Defined Volatility XLE Index. Both are passively managed. At a correlation of -0.30, they often move in opposite directions. REXC charges 0.65%/yr vs 0.89%/yr for DVXE.
Performance
REXC vs. DVXE - Performance Comparison
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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*
- —
REXC vs. DVXE - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
REXC Sprott Rare Earths Ex-China ETF | 7.90% |
DVXE WEBs Energy XLE Defined Volatility ETF | 5.02% |
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.
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Sharpe Ratios by Period
| REXC | DVXE | Difference | |
|---|---|---|---|
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
| REXC | DVXE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.41% | -17.96% | +1.55% |
Current DrawdownCurrent decline from peak | -4.86% | -11.99% | +7.13% |
Average DrawdownAverage peak-to-trough decline | -4.74% | -5.80% | +1.06% |
Volatility
REXC vs. DVXE - Volatility Comparison
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Volatility by Period
| REXC | DVXE | Difference | |
|---|---|---|---|
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.
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.
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