REXC vs. IGE
REXC (Sprott Rare Earths Ex-China ETF) and IGE (iShares North American Natural Resources ETF) are both exchange-traded funds - REXC is a Rare Earth & Strategic Metals fund tracking the Nasdaq Sprott Rare Earths Ex-China Index, while IGE is a Energy Equities fund tracking the S&P North American Natural Resources Sector Index. Both are passively managed. Their 0.09 correlation means their historical movements had little consistent relationship. REXC charges 0.65%/yr vs 0.39%/yr for IGE.
Performance
REXC vs. IGE - Performance Comparison
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Returns By Period
REXC
- 1D
- 3.68%
- 1M
- -16.58%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
IGE
- 1D
- -0.38%
- 1M
- 5.82%
- 6M
- 8.49%
- YTD
- 20.18%
- 1Y
- 37.23%
- 3Y*
- 16.00%
- 5Y*
- 19.32%
- 10Y*
- 9.18%
- ALL TIME*
- 7.92%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $9.13M | $6.85M | $9.74M | |
| $1.23M | $1.30M | $2.09M |
REXC vs. IGE - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
REXC Sprott Rare Earths Ex-China ETF | -21.14% |
IGE iShares North American Natural Resources ETF | -1.91% |
Correlation
The correlation between REXC and IGE is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Apr 15, 2026 | 0.09 |
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Return for Risk
REXC vs. IGE — Risk / Return Rank
REXC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IGE
REXC vs. IGE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Rare Earths Ex-China ETF (REXC) and iShares North American Natural Resources ETF (IGE). 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.
| REXC | IGE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.38 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.24 | — |
| Martin ratioReturn relative to average drawdown | — | 9.98 | — |
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Drawdowns
REXC vs. IGE - Drawdown Comparison
The maximum REXC drawdown since its inception was -38.04%, smaller than the maximum IGE drawdown of -67.55%. Use the drawdown chart below to compare losses from any high point for REXC and IGE.
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Drawdown Indicators
| REXC | IGE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.04% | -67.55% | +29.51% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.54% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.49% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.72% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.57% | — |
Current DrawdownCurrent decline from peak | -32.52% | -5.07% | -27.45% |
Average DrawdownAverage peak-to-trough decline | -14.15% | -18.82% | +4.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.74% | — |
Volatility
REXC vs. IGE - Volatility Comparison
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Volatility by Period
| REXC | IGE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.87% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.59% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 49.51% | 16.54% | +32.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.51% | 22.22% | +27.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.51% | 24.86% | +24.65% |
REXC vs. IGE - Expense Ratio Comparison
REXC has a 0.65% expense ratio, which is higher than IGE's 0.39% expense ratio.
Dividends
REXC vs. IGE - Dividend Comparison
REXC has not paid dividends to shareholders, while IGE's dividend yield for the trailing twelve months is around 1.99%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGE iShares North American Natural Resources ETF | 1.99% | 2.32% | 2.54% | 2.85% | 2.96% | 2.92% | 3.34% | 5.55% | 2.68% | 2.11% | 1.66% | 3.08% |
REXC Sprott Rare Earths Ex-China ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
REXC and IGE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IGE is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IGE is cheaper with a 0.39% expense ratio, compared with 0.65% for REXC.
IGE has the higher dividend yield at 1.99%, compared with 0.00% for REXC.
REXC is categorized as Rare Earth & Strategic Metals, while IGE is Energy Equities. REXC tracks Nasdaq Sprott Rare Earths Ex-China Index, while IGE tracks S&P North American Natural Resources Sector Index. They also come from different issuers: Sprott and iShares. Their fees differ too: 0.65% for REXC and 0.39% for IGE.
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