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REXC vs. GXPE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REXC vs. GXPE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Rare Earths Ex-China ETF (REXC) and Global X PureCap MSCI Energy ETF (GXPE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


REXC

1D
-4.04%
1M
-6.45%
YTD
6M
1Y
3Y*
5Y*
10Y*

GXPE

1D
0.98%
1M
-7.62%
YTD
22.46%
6M
23.23%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

REXC vs. GXPE - Yearly Performance Comparison


Correlation

The correlation between REXC and GXPE is -0.24, 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 15, 2026

-0.24

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Return for Risk

REXC vs. GXPE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Rare Earths Ex-China ETF (REXC) and Global X PureCap MSCI Energy ETF (GXPE). 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.


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

REXC vs. GXPE - Sharpe Ratio Comparison


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Drawdowns

REXC vs. GXPE - Drawdown Comparison

The maximum REXC drawdown since its inception was -21.22%, which is greater than GXPE's maximum drawdown of -14.89%. Use the drawdown chart below to compare losses from any high point for REXC and GXPE.


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Drawdown Indicators


REXCGXPEDifference

Max Drawdown

Largest peak-to-trough decline

-21.22%

-14.89%

-6.33%

Current Drawdown

Current decline from peak

-13.80%

-13.07%

-0.73%

Average Drawdown

Average peak-to-trough decline

-7.18%

-3.62%

-3.56%

Volatility

REXC vs. GXPE - Volatility Comparison


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Volatility by Period


REXCGXPEDifference

Volatility (1Y)

Calculated over the trailing 1-year period

53.79%

20.69%

+33.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.79%

20.69%

+33.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.79%

20.69%

+33.10%

REXC vs. GXPE - Expense Ratio Comparison

REXC has a 0.65% expense ratio, which is higher than GXPE's 0.15% expense ratio.


Dividends

REXC vs. GXPE - Dividend Comparison

REXC has not paid dividends to shareholders, while GXPE's dividend yield for the trailing twelve months is around 0.98%.


PositionTTM2025
GXPE
Global X PureCap MSCI Energy ETF
0.98%1.20%
REXC
Sprott Rare Earths Ex-China ETF
0.00%0.00%

Frequently Asked Questions


REXC and GXPE have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GXPE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GXPE is cheaper with a 0.15% expense ratio, compared with 0.65% for REXC.

GXPE has the higher dividend yield at 0.98%, compared with 0.00% for REXC.

REXC is categorized as Rare Earth & Strategic Metals, while GXPE is Energy Equities. REXC tracks Nasdaq Sprott Rare Earths Ex-China Index, while GXPE tracks MSCI USA Energy PureCap Index. They also come from different issuers: Sprott and Global X. Their fees differ too: 0.65% for REXC and 0.15% for GXPE.

Portfolio Optimizer

Find the right allocation for REXC and GXPE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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