REXC vs. GXPE
REXC (Sprott Rare Earths Ex-China ETF) and GXPE (Global X PureCap MSCI Energy ETF) are both Energy Equities funds - REXC tracks the Nasdaq Sprott Rare Earths Ex-China Index while GXPE tracks the MSCI USA Energy PureCap Index. Both are passively managed. At a correlation of -0.29, they often move in opposite directions. REXC charges 0.65%/yr vs 0.15%/yr for GXPE.
Performance
REXC vs. GXPE - Performance Comparison
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Returns By Period
REXC
- 1D
- -4.49%
- 1M
- 2.64%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GXPE
- 1D
- 1.65%
- 1M
- -1.13%
- YTD
- 31.18%
- 6M
- 29.39%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
REXC vs. GXPE - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
REXC Sprott Rare Earths Ex-China ETF | 7.90% |
GXPE Global X PureCap MSCI Energy ETF | 4.84% |
Correlation
The correlation between REXC and GXPE is -0.29, 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. 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.
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 | GXPE | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | 1.55 | 2.18 | -0.63 |
Drawdowns
REXC vs. GXPE - Drawdown Comparison
The maximum REXC drawdown since its inception was -16.41%, which is greater than GXPE's maximum drawdown of -12.37%. Use the drawdown chart below to compare losses from any high point for REXC and GXPE.
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Drawdown Indicators
| REXC | GXPE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.41% | -12.37% | -4.04% |
Current DrawdownCurrent decline from peak | -4.86% | -6.88% | +2.02% |
Average DrawdownAverage peak-to-trough decline | -4.74% | -3.21% | -1.53% |
Volatility
REXC vs. GXPE - Volatility Comparison
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Volatility by Period
| REXC | GXPE | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 49.48% | 20.42% | +29.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.48% | 20.42% | +29.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.48% | 20.42% | +29.06% |
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 0.92%.
| Position | TTM | 2025 |
|---|---|---|
GXPE Global X PureCap MSCI Energy ETF | 0.92% | 1.20% |
REXC Sprott Rare Earths Ex-China ETF | 0.00% | 0.00% |
Frequently Asked Questions
REXC and GXPE have a correlation of -0.29, 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 0.92%, compared with 0.00% for REXC.
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.
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